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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
PSX icon
501
Phillips 66
PSX
$92.8B
$4.57M 0.02%
88,181
-441,939
-83% -$27M
VFC icon
502
VF Corp
VFC
$5.79B
$4.53M 0.02%
64,517
-1,043
-2% -$67.4K
WTFC icon
503
Wintrust Financial
WTFC
$11B
$4.53M 0.02%
+112,961
New +$4.83M
WRK
504
DELISTED
WestRock Company
WRK
$4.5M 0.02%
129,483
-877
-0.7% -$27.1K
PSB
505
DELISTED
PS Business Parks, Inc.
PSB
$4.49M 0.02%
36,670
+6,000
+20% +$774K
DTE icon
506
DTE Energy
DTE
$29B
$4.47M 0.02%
45,710
-822
-2% -$80.3K
CERN
507
DELISTED
Cerner Corp
CERN
$4.46M 0.02%
61,664
-912
-1% -$65K
NWL icon
508
Newell Brands
NWL
$2.63B
$4.44M 0.02%
258,856
-2,224
-0.9% -$37.1K
BKR icon
509
Baker Hughes
BKR
$63B
$4.43M 0.02%
333,686
-113,798
-25% -$1.74M
SBNY
510
DELISTED
Signature Bank
SBNY
$4.42M 0.02%
53,275
-9,900
-16% -$986K
CPRT icon
511
Copart
CPRT
$27.2B
$4.39M 0.02%
166,876
-3,040
-2% -$73.6K
DLTR icon
512
Dollar Tree
DLTR
$24.9B
$4.38M 0.02%
47,919
-204,022
-81% -$19.2M
FSV icon
513
FirstService
FSV
$6.18B
$4.37M 0.02%
33,188
– –
SFM icon
514
Sprouts Farmers Market
SFM
$7.71B
$4.36M 0.02%
208,475
-10,398
-5% -$249K
POST icon
515
Post Holdings
POST
$3.65B
$4.35M 0.02%
77,242
– –
WWD icon
516
Woodward
WWD
$21.2B
$4.33M 0.02%
54,083
– –
CASY icon
517
Casey's General Stores
CASY
$31.6B
$4.33M 0.02%
24,387
– –
ASB icon
518
Associated Banc-Corp
ASB
$6.07B
$4.29M 0.02%
+340,000
New +$4.5M
RLI icon
519
RLI Corp
RLI
$5.87B
$4.27M 0.02%
102,000
+22,000
+28% +$965K
HSY icon
520
Hershey
HSY
$37.4B
$4.27M 0.02%
29,766
-539
-2% -$76.4K
FFIN icon
521
First Financial Bankshares
FFIN
$5.04B
$4.26M 0.02%
152,636
-20,000
-12% -$593K
O icon
522
Realty Income
O
$59.6B
$4.23M 0.02%
71,902
-965
-1% -$57.1K
KMPR icon
523
Kemper
KMPR
$1.59B
$4.23M 0.02%
63,301
-10,000
-14% -$759K
LSTR icon
524
Landstar System
LSTR
$6.4B
$4.23M 0.02%
33,700
– –
WSM icon
525
Williams-Sonoma
WSM
$28.5B
$4.23M 0.02%
93,520
– –
19 20
21
22 23

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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.