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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
BPMP
1651
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
– –
-8,820
Closed -$101K
OMP
1652
DELISTED
Oasis Midstream Partners LP Common Units Representing Limited Partner Interests
OMP
– –
-11,790
Closed -$103K
PCI
1653
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
– –
-58,900
Closed -$1.09M
GRUB
1654
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-13,253
Closed -$1.86M
PRSP
1655
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-127,836
Closed -$2.97M
AIG.WS
1656
DELISTED
American International Group, Inc.
AIG.WS
$0 ﹤0.01%
34,045
– –
NGHC
1657
DELISTED
National General Holdings Corp
NGHC
– –
-12,736
Closed -$275K
HUD
1658
DELISTED
Hudson Ltd. Class A Common Shares
HUD
– –
-14,899
Closed -$73K
RST
1659
DELISTED
ROSETTA STONE INC
RST
– –
-7,249
Closed -$122K
JE
1660
DELISTED
Just Energy Group Inc
JE
– –
-366
Closed -$6K
VAL
1661
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-65,156
Closed -$42K
FSB
1662
DELISTED
Franklin Financial Network, Inc.
FSB
– –
-16,892
Closed -$435K
DNR
1663
DELISTED
Denbury Resources, Inc.
DNR
– –
-153,978
Closed -$43K
BGG
1664
DELISTED
Briggs & Stratton Corp.
BGG
– –
-14,582
Closed -$19K
MINI
1665
DELISTED
Mobile Mini Inc
MINI
– –
-28,694
Closed -$847K
TCF
1666
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-66,748
Closed -$1.96M
PEI
1667
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-2,403
Closed -$49K
EE
1668
DELISTED
El Paso Electric Company
EE
– –
-17,226
Closed -$1.15M
DOC
1669
DELISTED
PHYSICIANS REALTY TRUST
DOC
– –
-136,263
Closed -$2.39M
CZR
1670
DELISTED
Caesars Entertainment Corporation
CZR
– –
-441,750
Closed -$5.36M
AAN.A
1671
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-44,175
Closed -$2.01M
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.