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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
KO icon
126
Coca-Cola
KO
$377B
$38.5M 0.18%
780,625
-14,122
-2% -$679K
LRCX icon
127
Lam Research
LRCX
$421B
$38M 0.18%
1,145,850
-75,720
-6% -$2.61M
BMY icon
128
Bristol-Myers Squibb
BMY
$132B
$38M 0.18%
629,816
-1,404,634
-69% -$84.5M
B
129
Barrick Mining
B
$66.8B
$37.5M 0.17%
1,340,621
+5,131
+0.4% +$146K
ADSK icon
130
Autodesk
ADSK
$51.5B
$37.5M 0.17%
162,270
+42,744
+36% +$10.2M
FMC icon
131
FMC
FMC
$1.26B
$37.4M 0.17%
353,362
-238,505
-40% -$25.5M
BNS icon
132
Scotiabank
BNS
$110B
$37.3M 0.17%
901,079
-12,396
-1% -$520K
AJG icon
133
Arthur J. Gallagher & Co
AJG
$64.4B
$36.5M 0.17%
345,885
-4,928
-1% -$511K
SHYG icon
134
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$36.5M 0.17%
829,600
+356,600
+75% +$15.7M
SYK icon
135
Stryker
SYK
$131B
$35.6M 0.17%
170,638
+104,361
+157% +$20.3M
EPHE icon
136
iShares MSCI Philippines ETF
EPHE
$146M
$35.2M 0.16%
1,325,128
-71,490
-5% -$1.91M
CMS icon
137
CMS Energy
CMS
$22.1B
$35M 0.16%
570,572
+41,804
+8% +$2.56M
AME icon
138
Ametek
AME
$58.8B
$34.9M 0.16%
350,891
+81,279
+30% +$7.86M
BN icon
139
Brookfield
BN
$108B
$34.3M 0.16%
1,944,454
-19,096
-1% -$341K
MAS icon
140
Masco
MAS
$14.8B
$34.3M 0.16%
621,471
+32,614
+6% +$1.83M
BIO icon
141
Bio-Rad Laboratories Class A
BIO
$9.64B
$33.8M 0.16%
65,654
+56,853
+646% +$28.8M
ORLY icon
142
O'Reilly Automotive
ORLY
$74.8B
$33.5M 0.16%
1,090,800
-58,290
-5% -$1.77M
ALL icon
143
Allstate
ALL
$65.2B
$33.2M 0.15%
+352,866
New +$32.9M
LNT icon
144
Alliant Energy
LNT
$18.3B
$32.9M 0.15%
+637,399
New +$33.3M
MU icon
145
Micron Technology
MU
$1.08T
$32.8M 0.15%
697,530
+136,487
+24% +$6.61M
PNC icon
146
PNC Financial Services
PNC
$102B
$32.3M 0.15%
293,482
-31,749
-10% -$3.41M
GIS icon
147
General Mills
GIS
$20.6B
$32.1M 0.15%
520,946
-61,436
-11% -$3.84M
GM icon
148
General Motors
GM
$76.2B
$31.7M 0.15%
1,072,477
+638,709
+147% +$17.9M
HAL icon
149
Halliburton
HAL
$27.5B
$31.6M 0.15%
2,625,558
+2,445,186
+1,356% +$35.4M
SRLN icon
150
State Street Blackstone Senior Loan ETF
SRLN
$5.37B
$31.6M 0.15%
705,609
-342,100
-33% -$15.2M
4 5
6
7 8

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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.