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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
JNJ icon
26
Johnson & Johnson
JNJ
$629B
$142M 0.66%
953,465
-600,568
-39% -$88.9M
ADBE icon
27
Adobe
ADBE
$103B
$142M 0.66%
288,550
-7,048
-2% -$3.28M
NFLX icon
28
Netflix
NFLX
$322B
$140M 0.65%
2,808,040
-117,860
-4% -$5.87M
VCLT icon
29
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.83B
$140M 0.65%
1,306,627
– –
LLY icon
30
Eli Lilly
LLY
$1.09T
$139M 0.65%
941,234
+406,948
+76% +$63M
VCIT icon
31
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.9B
$133M 0.62%
1,392,923
– –
BAC icon
32
Bank of America
BAC
$452B
$133M 0.62%
5,538,979
-126,331
-2% -$3.15M
CI icon
33
Cigna
CI
$73.8B
$131M 0.61%
771,877
+599,632
+348% +$106M
DIS icon
34
Walt Disney
DIS
$181B
$128M 0.59%
1,030,303
+4,431
+0.4% +$554K
VEA icon
35
Vanguard FTSE Developed Markets ETF
VEA
$240B
$128M 0.59%
3,122,302
– –
SHOP icon
36
Shopify
SHOP
$198B
$127M 0.59%
1,245,020
-472,970
-28% -$47M
VRTX icon
37
Vertex Pharmaceuticals
VRTX
$133B
$126M 0.59%
464,762
+211,385
+83% +$58.3M
TMO icon
38
Thermo Fisher Scientific
TMO
$223B
$121M 0.56%
273,129
-10,586
-4% -$4.37M
UNP icon
39
Union Pacific
UNP
$177B
$119M 0.55%
604,371
+28,439
+5% +$5.28M
NEE icon
40
NextEra Energy
NEE
$180B
$116M 0.54%
1,670,344
-67,812
-4% -$4.68M
MBB icon
41
iShares MBS ETF
MBB
$39.2B
$112M 0.52%
1,015,895
– –
NKE icon
42
Nike
NKE
$60.5B
$106M 0.49%
844,756
-47,958
-5% -$5.15M
CMCSA icon
43
Comcast
CMCSA
$92.1B
$104M 0.48%
2,248,269
-474,954
-17% -$20.6M
EZA icon
44
iShares MSCI South Africa ETF
EZA
$561M
$102M 0.47%
2,754,119
– –
AMGN icon
45
Amgen
AMGN
$226B
$101M 0.47%
399,168
+237,543
+147% +$58.8M
CNI icon
46
Canadian National Railway
CNI
$77.3B
$93M 0.43%
875,689
+73,205
+9% +$7.35M
SPG icon
47
Simon Property Group
SPG
$72.3B
$92.8M 0.43%
1,434,989
+885,866
+161% +$58.1M
INTC icon
48
Intel
INTC
$535B
$92M 0.43%
1,777,708
-361,289
-17% -$18.8M
MCD icon
49
McDonald's
MCD
$195B
$88M 0.41%
401,084
-24,413
-6% -$5.01M
LIN icon
50
Linde
LIN
$222B
$87.9M 0.41%
369,286
+82,081
+29% +$19.9M
1
2
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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.