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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
VIRT icon
1626
Virtu Financial
VIRT
$5.05B
– –
-5,297
Closed -$125K
VLY icon
1627
Valley National Bancorp
VLY
$8.31B
– –
-193,167
Closed -$1.51M
VPG icon
1628
Vishay Precision Group
VPG
$941M
– –
-5,967
Closed -$147K
WAL icon
1629
Western Alliance Bancorporation
WAL
$8.97B
– –
-10,248
Closed -$388K
WCC
1630
WESCO International
WCC
$17.7B
– –
-294
Closed -$10K
WINA icon
1631
Winmark
WINA
$1.27B
– –
-1,719
Closed -$294K
WING icon
1632
Wingstop
WING
$3.06B
– –
-21,579
Closed -$3M
XLF icon
1633
State Street Financial Select Sector SPDR ETF
XLF
$59B
– –
-380,428
Closed -$8.8M
XLV icon
1634
State Street Health Care Select Sector SPDR ETF
XLV
$44B
– –
-170,585
Closed -$17.1M
ZUO
1635
DELISTED
Zuora, Inc.
ZUO
– –
-12,792
Closed -$163K
SIX
1636
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-34,503
Closed -$663K
CPE
1637
DELISTED
Callon Petroleum Company
CPE
– –
-17,292
Closed -$199K
EXPR
1638
DELISTED
Express, Inc.
EXPR
– –
-1,140
Closed -$35K
PACW
1639
DELISTED
PacWest Bancorp
PACW
– –
-103,963
Closed -$2.05M
NATI
1640
DELISTED
National Instruments Corp
NATI
– –
-97,244
Closed -$3.76M
SYNH
1641
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-41,749
Closed -$2.43M
DRTT
1642
DELISTED
DIRTT Environmental Solutions Ltd. Common Shares
DRTT
– –
-11,800
Closed -$14K
LSI
1643
DELISTED
Life Storage, Inc.
LSI
– –
-59,327
Closed -$3.75M
ATCO
1644
DELISTED
Atlas Corp.
ATCO
– –
-22,559
Closed -$171K
IAA
1645
DELISTED
IAA, Inc. Common Stock
IAA
– –
-3,200
Closed -$123K
RADA
1646
DELISTED
Rada Electronic Industries Ltd
RADA
– –
-32,668
Closed -$214K
AERI
1647
DELISTED
Aerie Pharmaceuticals
AERI
– –
-4,214
Closed -$62K
ECOM
1648
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-12,175
Closed -$193K
CDR
1649
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-7,967
Closed -$52K
NPTN
1650
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-14,371
Closed -$128K
63 64 65
66
67

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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.