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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
THD icon
51
iShares MSCI Thailand ETF
THD
$355M
$87.2M 0.4%
+1,389,529
New +$95M
UPS icon
52
United Parcel Service
UPS
$89.3B
$86.9M 0.4%
521,237
+376,467
+260% +$54.8M
CP icon
53
Canadian Pacific Kansas City
CP
$82.4B
$86.8M 0.4%
1,427,770
-84,675
-6% -$4.83M
LOW icon
54
Lowe's Companies
LOW
$122B
$86.8M 0.4%
523,318
+137,079
+35% +$21.1M
QCOM icon
55
Qualcomm
QCOM
$174B
$85.9M 0.4%
730,267
+407,687
+126% +$43.5M
UNH icon
56
UnitedHealth
UNH
$362B
$85.3M 0.4%
273,588
-36,870
-12% -$11.3M
C icon
57
Citigroup
C
$232B
$84.7M 0.39%
1,964,575
-18,324
-0.9% -$913K
TXN icon
58
Texas Instruments
TXN
$253B
$77.7M 0.36%
544,085
+66,386
+14% +$9.02M
HYG icon
59
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$76.9M 0.36%
916,733
-62,300
-6% -$5.24M
EWM icon
60
iShares MSCI Malaysia ETF
EWM
$332M
$76.2M 0.35%
2,911,384
-270,303
-8% -$7.24M
HON icon
61
Honeywell
HON
$74.1B
$75.8M 0.35%
488,418
-976
-0.2% -$145K
RY icon
62
Royal Bank of Canada
RY
$299B
$74.5M 0.35%
1,064,112
-10,430
-1% -$750K
LMT icon
63
Lockheed Martin
LMT
$139B
$74M 0.34%
193,169
-31,895
-14% -$12.2M
CHTR icon
64
Charter Communications
CHTR
$18.3B
$70.9M 0.33%
113,501
+4,986
+5% +$2.94M
BDX icon
65
Becton Dickinson
BDX
$50.2B
$70.6M 0.33%
311,032
+195,998
+170% +$48.2M
CSCO icon
66
Cisco
CSCO
$452B
$70.1M 0.33%
1,778,950
-230,857
-11% -$10.1M
PXD
67
DELISTED
Pioneer Natural Resource Co.
PXD
$70M 0.32%
813,509
+390,471
+92% +$38.4M
AVGO icon
68
Broadcom
AVGO
$2.02T
$69.4M 0.32%
1,905,360
+64,130
+3% +$2.15M
CNC icon
69
Centene
CNC
$32.9B
$67M 0.31%
1,148,267
+101,701
+10% +$6.32M
MDT icon
70
Medtronic
MDT
$117B
$67M 0.31%
644,479
+368,747
+134% +$37M
CRM icon
71
Salesforce
CRM
$159B
$66.8M 0.31%
265,943
-13,620
-5% -$2.98M
BAX icon
72
Baxter International
BAX
$14B
$66.3M 0.31%
823,838
+114,716
+16% +$9.65M
SBUX icon
73
Starbucks
SBUX
$125B
$65.1M 0.3%
757,134
+126,966
+20% +$10.1M
VNQ icon
74
Vanguard Real Estate ETF
VNQ
$39.1B
$64.3M 0.3%
814,824
– –
GS icon
75
Goldman Sachs
GS
$307B
$63M 0.29%
313,297
+73,815
+31% +$15M
1 2
3
4 5

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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.