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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
AKAM icon
176
Akamai
AKAM
$17.9B
$24.8M 0.12%
224,495
+191,131
+573% +$21.2M
MCK icon
177
McKesson
MCK
$100B
$24.8M 0.11%
166,195
-5,461
-3% -$829K
CM icon
178
Canadian Imperial Bank of Commerce
CM
$112B
$24.7M 0.11%
662,682
-6,726
-1% -$246K
BLK icon
179
Blackrock
BLK
$182B
$24.5M 0.11%
43,505
-3,404
-7% -$1.94M
SJNK icon
180
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.81B
$23.9M 0.11%
+922,601
New +$23.8M
CAG icon
181
Conagra Brands
CAG
$7.37B
$23.8M 0.11%
665,332
+122,547
+23% +$4.49M
XLNX
182
DELISTED
Xilinx Inc
XLNX
$23.6M 0.11%
226,658
+176,662
+353% +$18.1M
PM icon
183
Philip Morris
PM
$294B
$23.6M 0.11%
314,457
-5,697
-2% -$440K
ATVI
184
DELISTED
Activision Blizzard
ATVI
$23.6M 0.11%
291,075
-230,165
-44% -$18.7M
ECH icon
185
iShares MSCI Chile ETF
ECH
$1.03B
$23.4M 0.11%
973,446
-68,834
-7% -$1.8M
ISRG icon
186
Intuitive Surgical
ISRG
$142B
$23.4M 0.11%
99,099
+27,168
+38% +$6.1M
ZTS icon
187
Zoetis
ZTS
$30.8B
$23.3M 0.11%
141,092
-247,358
-64% -$38M
TWTR
188
DELISTED
Twitter, Inc.
TWTR
$23M 0.11%
516,508
-43,280
-8% -$1.66M
STE icon
189
Steris
STE
$22.9B
$22.3M 0.1%
126,668
+64,502
+104% +$10.3M
IBM icon
190
IBM
IBM
$223B
$21.9M 0.1%
188,103
-2,850
-1% -$336K
EWC icon
191
iShares MSCI Canada ETF
EWC
$6.53B
$21.9M 0.1%
797,801
– –
ICLR icon
192
Icon
ICLR
$12.8B
$21.9M 0.1%
114,412
-9,445
-8% -$1.74M
COO icon
193
Cooper Companies
COO
$14.9B
$21.8M 0.1%
258,904
+218,492
+541% +$16.8M
LEN icon
194
Lennar Class A
LEN
$21.1B
$21.7M 0.1%
274,903
+12,072
+5% +$857K
DRE
195
DELISTED
Duke Realty Corp.
DRE
$20.6M 0.1%
558,029
-915
-0.2% -$34.5K
VNO icon
196
Vornado Realty Trust
VNO
$7.43B
$20.5M 0.1%
606,869
-961
-0.2% -$34.2K
ESS icon
197
Essex Property Trust
ESS
$18.5B
$20.4M 0.09%
101,772
-283
-0.3% -$61.6K
ADP icon
198
Automatic Data Processing
ADP
$108B
$20.4M 0.09%
146,020
-17,344
-11% -$2.43M
MSCI icon
199
MSCI
MSCI
$41.2B
$20.3M 0.09%
56,958
-1,190
-2% -$432K
MAA icon
200
Mid-America Apartment Communities
MAA
$15.6B
$20.2M 0.09%
174,172
-417
-0.2% -$48.1K
6 7
8
9 10

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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.