We are live on ! Find out more
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
BANF icon
1351
BancFirst
BANF
$3.89B
$234K ﹤0.01%
+5,739
New +$242K
HSKA
1352
DELISTED
Heska Corp
HSKA
$234K ﹤0.01%
2,365
– –
KREF
1353
KKR Real Estate Finance Trust
KREF
$502M
$233K ﹤0.01%
14,053
+343
+3% +$5.89K
OMF icon
1354
OneMain Financial
OMF
$7.51B
$232K ﹤0.01%
+7,428
New +$211K
AORT icon
1355
Artivion
AORT
$1.39B
$231K ﹤0.01%
12,497
– –
TCMD icon
1356
Tactile Systems Technology
TCMD
$537M
$231K ﹤0.01%
6,310
– –
CNSL
1357
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$231K ﹤0.01%
40,650
+833
+2% +$5.78K
GPMT
1358
Granite Point Mortgage Trust
GPMT
$58.8M
$230K ﹤0.01%
32,428
+1,391
+4% +$9.38K
AROC icon
1359
Archrock
AROC
$5.85B
$229K ﹤0.01%
42,528
– –
EAF icon
1360
GrafTech
EAF
$203M
$229K ﹤0.01%
+3,344
New +$233K
OSPN icon
1361
OneSpan
OSPN
$624M
$229K ﹤0.01%
10,937
– –
OXM icon
1362
Oxford Industries
OXM
$542M
$228K ﹤0.01%
5,640
– –
STBA icon
1363
S&T Bancorp
STBA
$1.82B
$227K ﹤0.01%
12,819
– –
VRA icon
1364
Vera Bradley
VRA
$94.7M
$227K ﹤0.01%
37,218
+12,557
+51% +$67K
CLDT
1365
Chatham Lodging
CLDT
$601M
$225K ﹤0.01%
29,411
+2,027
+7% +$13.3K
HFWA icon
1366
Heritage Financial
HFWA
$1.23B
$223K ﹤0.01%
12,135
– –
JOE icon
1367
St. Joe Company
JOE
$3.89B
$222K ﹤0.01%
10,753
– –
SCPL
1368
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$218K ﹤0.01%
13,446
+1,431
+12% +$20.8K
IPAR icon
1369
Interparfums
IPAR
$3.7B
$217K ﹤0.01%
5,812
-6,591
-53% -$284K
AMPH icon
1370
Amphastar Pharmaceuticals
AMPH
$858M
$215K ﹤0.01%
11,493
– –
MMI icon
1371
Marcus & Millichap
MMI
$1.2B
$215K ﹤0.01%
7,816
– –
SCHL icon
1372
Scholastic
SCHL
$784M
$215K ﹤0.01%
10,265
– –
LOCO icon
1373
El Pollo Loco
LOCO
$471M
$214K ﹤0.01%
13,187
+6,604
+100% +$109K
PETS icon
1374
PetMed Express
PETS
$43.4M
$214K ﹤0.01%
6,779
-3,647
-35% -$121K
OFG icon
1375
OFG Bancorp
OFG
$2.26B
$213K ﹤0.01%
17,083
– –
53 54
55
56 57

Similar funds

Eagle Capital Management (New York)
Eagle Capital Management (New York) New York $29.8B AUM 12.13% 1-Year Est. Return
Coatue Management
Coatue Management New York $29.1B AUM 96.54% 1-Year Est. Return
Hudson Bay Capital Management
Hudson Bay Capital Management Stamford, Connecticut $29B AUM 30.2% 1-Year Est. Return
Lord, Abbett & Co
Lord, Abbett & Co Jersey City, New Jersey $30.6B AUM 57.44% 1-Year Est. Return
Ohio Public Employees Retirement System (OPERS)
Ohio Public Employees Retirement System (OPERS) Columbus, Ohio $30.9B AUM 29.72% 1-Year Est. Return
PCH
Polar Capital Holdings London, United Kingdom $28.2B AUM 115.26% 1-Year Est. Return
N
Natixis Paris, France $28B AUM 26.79% 1-Year Est. Return
Gates Foundation Trust
Gates Foundation Trust Kirkland, Washington $31.7B AUM 20.52% 1-Year Est. Return

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.