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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
NBN icon
1501
Northeast Bank
NBN
$1.17B
$96K ﹤0.01%
+5,207
New +$92.6K
DSPG
1502
DELISTED
DSP Group Inc
DSPG
$95K ﹤0.01%
7,211
-9,244
-56% -$136K
FBM
1503
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$95K ﹤0.01%
6,065
-11,265
-65% -$172K
ZYXI
1504
DELISTED
Zynex
ZYXI
$94K ﹤0.01%
5,896
-9,483
-62% -$160K
FRTA
1505
DELISTED
Forterra, Inc
FRTA
$91K ﹤0.01%
+7,678
New +$102K
DAC icon
1506
Danaos Corp
DAC
$2.58B
$88K ﹤0.01%
+12,010
New +$57.3K
FOSL icon
1507
Fossil Group
FOSL
$327M
$88K ﹤0.01%
15,259
– –
ALSK
1508
DELISTED
Alaska Communications Systems
ALSK
$88K ﹤0.01%
+43,773
New +$101K
YELL
1509
DELISTED
Yellow Corporation Common Stock
YELL
$87K ﹤0.01%
+22,259
New +$81.5K
MERC icon
1510
Mercer International
MERC
$33.9M
$86K ﹤0.01%
13,065
-10,828
-45% -$82.9K
CAMP
1511
DELISTED
CalAmp Corp.
CAMP
$86K ﹤0.01%
517
– –
BOX icon
1512
Box
BOX
$4.5B
$85K ﹤0.01%
4,873
-11,432
-70% -$211K
DXPE icon
1513
DXP Enterprises
DXPE
$3.02B
$85K ﹤0.01%
5,264
-8,811
-63% -$163K
SILC icon
1514
Silicom
SILC
$265M
$85K ﹤0.01%
2,630
– –
THFF icon
1515
First Financial Corp
THFF
$977M
$85K ﹤0.01%
+2,709
New +$91.5K
EZPW icon
1516
Ezcorp Inc
EZPW
$1.8B
$84K ﹤0.01%
16,649
– –
WPG
1517
DELISTED
Washington Prime Group Inc.
WPG
$84K ﹤0.01%
14,576
+2,216
+18% +$14.2K
PARR icon
1518
Par Pacific Holdings
PARR
$4.07B
$83K ﹤0.01%
12,206
-15,915
-57% -$132K
NPKI
1519
NPK International
NPKI
$1.19B
$83K ﹤0.01%
79,830
+13,217
+20% +$24.3K
IVC
1520
DELISTED
Invacare Corporation
IVC
$83K ﹤0.01%
11,091
– –
OM icon
1521
Outset Medical
OM
$84.6M
$82K ﹤0.01%
+109
New +$89.5K
PKE icon
1522
Park Aerospace
PKE
$807M
$76K ﹤0.01%
6,949
– –
RMNI icon
1523
Rimini Street
RMNI
$452M
$76K ﹤0.01%
+23,749
New +$109K
AAOI icon
1524
Applied Optoelectronics
AAOI
$11.5B
$74K ﹤0.01%
6,537
– –
CPS icon
1525
Cooper-Standard Automotive
CPS
$484M
$74K ﹤0.01%
5,564
– –
59 60
61
62 63

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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.