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State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $29.8B
1-Year Est. Return 29.48%
This Fund
S&P 500
This Quarter Est. Return
+9.14%
1 Year Est. Return
+29.48%
3 Year Est. Return
+87.58%
5 Year Est. Return
+114.9%
10 Year Est. Return
+444.03%
AUM
$21.5B
AUM Growth
+$1.1B
Cap. Flow
-$429M
Cap. Flow %
-1.99%
Top 10 Hldgs %
24.49%
Holding
1,681
New
101
Increased
529
Reduced
665
Closed
105

Top Buys

Rank Stock Value
1
CI icon
Cigna
CI
+$106M
2
THD icon
iShares MSCI Thailand ETF
THD
+$95M
3
VZ icon
Verizon
VZ
+$66.1M
4
LLY icon
Eli Lilly
LLY
+$63M
5
AMGN icon
Amgen
AMGN
+$58.8M

Top Sells

Rank Stock Value
1
BKLN icon
Invesco Senior Loan ETF
BKLN
+$109M
2
JNJ icon
Johnson & Johnson
JNJ
+$88.9M
3
T icon
AT&T
T
+$86.9M
4
BMY icon
Bristol-Myers Squibb
BMY
+$84.5M
5
BSX icon
Boston Scientific
BSX
+$82.7M

Sector Composition

Rank Sector Weight
1 Technology 17.45%
2 Financials 11.62%
3 Healthcare 10.44%
4 Consumer Discretionary 8.95%
5 Communication Services 8.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TD icon
76
Toronto Dominion Bank
TD
$204B
$62M 0.29%
1,343,445
-23,640
-2% -$1.1M
AMT icon
77
American Tower
AMT
$80.6B
$61.8M 0.29%
255,628
-204,344
-44% -$51.8M
AMD icon
78
Advanced Micro Devices
AMD
$807B
$60.9M 0.28%
742,993
-76,249
-9% -$5.66M
ROP icon
79
Roper Technologies
ROP
$38.8B
$59.7M 0.28%
151,050
+129,586
+604% +$53.9M
EIDO icon
80
iShares MSCI Indonesia ETF
EIDO
$485M
$59.3M 0.28%
3,432,286
-195,689
-5% -$3.69M
ABT icon
81
Abbott
ABT
$193B
$58.7M 0.27%
539,236
-719,808
-57% -$73M
TGT icon
82
Target
TGT
$70.3B
$58.6M 0.27%
371,936
+61,641
+20% +$8.46M
SHW icon
83
Sherwin-Williams
SHW
$87.5B
$58.3M 0.27%
251,220
+175,701
+233% +$38.4M
STZ icon
84
Constellation Brands
STZ
$23.2B
$57.7M 0.27%
304,220
+33,883
+13% +$6.18M
AWK icon
85
American Water Works
AWK
$27.1B
$57.4M 0.27%
396,374
-43,413
-10% -$6.15M
T icon
86
AT&T
T
$167B
$56.7M 0.26%
2,632,190
-3,887,979
-60% -$86.9M
COST icon
87
Costco
COST
$423B
$55.5M 0.26%
156,274
-124,114
-44% -$41.7M
ETN icon
88
Eaton
ETN
$176B
$53.9M 0.25%
527,915
+73,950
+16% +$7.23M
FIS icon
89
Fidelity National Information Services
FIS
$22B
$51.9M 0.24%
352,305
+225,276
+177% +$32.6M
PH icon
90
Parker-Hannifin
PH
$133B
$51.2M 0.24%
252,985
+214,917
+565% +$42.3M
CTVA icon
91
Corteva
CTVA
$50.4B
$50.5M 0.23%
1,753,535
-426,981
-20% -$12M
PGR icon
92
Progressive
PGR
$121B
$50.5M 0.23%
533,242
-46,925
-8% -$4.22M
KMB icon
93
Kimberly-Clark
KMB
$36.6B
$50.2M 0.23%
339,698
+19,978
+6% +$3M
CAH icon
94
Cardinal Health
CAH
$53.9B
$50.1M 0.23%
1,067,618
+1,007,585
+1,678% +$51.7M
NEM icon
95
Newmont
NEM
$121B
$49.8M 0.23%
784,454
-12,493
-2% -$814K
DG icon
96
Dollar General
DG
$26.8B
$49.4M 0.23%
235,495
-32,603
-12% -$6.41M
MS icon
97
Morgan Stanley
MS
$346B
$49.1M 0.23%
1,016,523
+156,264
+18% +$7.87M
MNST icon
98
Monster Beverage
MNST
$91.7B
$48.5M 0.23%
2,418,576
-207,868
-8% -$4.11M
ACN icon
99
Accenture
ACN
$110B
$48M 0.22%
212,328
-18,648
-8% -$4.27M
TMUS icon
100
T-Mobile US
TMUS
$194B
$47.7M 0.22%
417,474
+60,210
+17% +$6.67M
2 3
4
5 6

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State of Tennessee, Department of Treasury's Q3 2020 Portfolio in Review

As of Q3 2020, State of Tennessee, Department of Treasury held 1,681 positions worth $21.5B, up 5.4% from $20.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Tennessee, Department of Treasury's Q3 2020 filing shows 101 new, 529 increased, 665 reduced and 105 closed positions. Its largest new stake was iShares MSCI Thailand ETF: 1,389,529 shares worth $87.2M. The largest sale was Invesco Senior Loan ETF, an estimated $109M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 17% a quarter earlier, followed by Financials and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q3 2020 buy was iShares MSCI Thailand ETF: 1,389,529 shares worth $87.2M.
  • State of Tennessee, Department of Treasury added most to Cigna in Q3 2020, an estimated $106M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2020 reduction was Johnson & Johnson, cutting an estimated $88.9M.
  • State of Tennessee, Department of Treasury fully exited Invesco Senior Loan ETF in Q3 2020, selling an estimated $109M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 24% of its $21.5B portfolio in Q3 2020.
  • State of Tennessee, Department of Treasury opened 101 new positions and closed 105 in Q3 2020.
  • State of Tennessee, Department of Treasury's portfolio value rose 5.4% quarter-over-quarter to $21.5B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2020, filed 16 Nov 2020.