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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
-17.53%
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
$17.8B
AUM Growth
-$4.91B
Cap. Flow
+$109M
Cap. Flow %
0.61%
Top 10 Hldgs %
22.64%
Holding
1,674
New
86
Increased
681
Reduced
698
Closed
74

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$142M
2
AWK icon
American Water Works
AWK
+$58.5M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$54.3M
4
WMT icon
Walmart Inc
WMT
+$51.6M
5
CPB icon
Campbell Soup
CPB
+$51.5M

Top Sells

Rank Stock Value
1
RTX icon
RTX Corp
RTX
+$59.5M
2
MDT icon
Medtronic
MDT
+$59.4M
3
EL icon
Estee Lauder
EL
+$55.9M
4
EPD icon
Enterprise Products Partners
EPD
+$52.7M
5
WFC icon
Wells Fargo
WFC
+$51.5M

Sector Composition

Rank Sector Weight
1 Technology 16.43%
2 Financials 12.2%
3 Healthcare 11.58%
4 Communication Services 8.44%
5 Industrials 7.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNH icon
26
UnitedHealth
UNH
$362B
$127M 0.71%
508,714
-15,876
-3% -$4.37M
VCIT icon
27
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.9B
$125M 0.71%
1,438,723
-2,977
-0.2% -$271K
NEE icon
28
NextEra Energy
NEE
$179B
$122M 0.69%
2,027,184
+120,260
+6% +$7.56M
INTC icon
29
Intel
INTC
$538B
$120M 0.68%
2,215,284
-222,034
-9% -$13.1M
NFLX icon
30
Netflix
NFLX
$320B
$120M 0.67%
3,184,410
+490,340
+18% +$17.3M
LMT icon
31
Lockheed Martin
LMT
$139B
$118M 0.66%
347,312
+89,958
+35% +$35.4M
MBB icon
32
iShares MBS ETF
MBB
$39.2B
$114M 0.64%
1,028,895
+2,295
+0.2% +$250K
BMY icon
33
Bristol-Myers Squibb
BMY
$131B
$113M 0.64%
2,023,765
+246,576
+14% +$15.1M
ADBE icon
34
Adobe
ADBE
$103B
$112M 0.63%
350,655
+82,892
+31% +$28.4M
AMT icon
35
American Tower
AMT
$80.6B
$107M 0.6%
489,388
+134,521
+38% +$31.3M
CSCO icon
36
Cisco
CSCO
$452B
$105M 0.59%
2,660,360
+272,610
+11% +$12M
VEA icon
37
Vanguard FTSE Developed Markets ETF
VEA
$239B
$104M 0.59%
3,127,502
+236,702
+8% +$9.5M
VZ icon
38
Verizon
VZ
$198B
$103M 0.58%
1,924,177
+156,682
+9% +$8.96M
CMCSA icon
39
Comcast
CMCSA
$91.8B
$103M 0.58%
2,983,804
+77,568
+3% +$3.27M
NVDA icon
40
NVIDIA
NVDA
$5.44T
$102M 0.58%
15,517,160
+1,942,360
+14% +$12.3M
KO icon
41
Coca-Cola
KO
$377B
$98.9M 0.56%
2,234,781
-37,233
-2% -$2.01M
DIS icon
42
Walt Disney
DIS
$180B
$97M 0.55%
1,003,764
-393,949
-28% -$49.8M
NOC icon
43
Northrop Grumman
NOC
$81.7B
$94.8M 0.53%
313,301
+28,945
+10% +$10.1M
AMGN icon
44
Amgen
AMGN
$226B
$93.4M 0.53%
460,708
+81,130
+21% +$17.7M
UNP icon
45
Union Pacific
UNP
$177B
$93M 0.52%
659,179
-12,862
-2% -$2.13M
LLY icon
46
Eli Lilly
LLY
$1.09T
$91.2M 0.51%
657,428
+42,762
+7% +$5.88M
CI icon
47
Cigna
CI
$73.5B
$91.2M 0.51%
514,618
+222,439
+76% +$43.2M
LHX icon
48
L3Harris
LHX
$53.6B
$87.7M 0.49%
486,745
+113,273
+30% +$23.2M
CVS icon
49
CVS Health
CVS
$122B
$85.6M 0.48%
1,442,612
+442,416
+44% +$29.5M
PLD icon
50
Prologis
PLD
$135B
$84.9M 0.48%
1,055,790
+304,628
+41% +$26.6M
1
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State of Tennessee, Department of Treasury's Q1 2020 Portfolio in Review

As of Q1 2020, State of Tennessee, Department of Treasury held 1,674 positions worth $17.8B, down 22% from $22.7B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

State of Tennessee, Department of Treasury's Q1 2020 filing shows 86 new, 681 increased, 698 reduced and 74 closed positions. Its largest new stake was VanEck Fallen Angel High Yield Bond ETF: 985,800 shares worth $24.9M. The largest sale was RTX Corp, an estimated $59.5M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q1 2020 buy was VanEck Fallen Angel High Yield Bond ETF: 985,800 shares worth $24.9M.
  • State of Tennessee, Department of Treasury added most to Procter & Gamble in Q1 2020, an estimated $142M increase.
  • State of Tennessee, Department of Treasury's biggest Q1 2020 reduction was RTX Corp, cutting an estimated $59.5M.
  • State of Tennessee, Department of Treasury fully exited Enterprise Products Partners in Q1 2020, selling an estimated $52.7M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 23% of its $17.8B portfolio in Q1 2020.
  • State of Tennessee, Department of Treasury opened 86 new positions and closed 74 in Q1 2020.
  • State of Tennessee, Department of Treasury's portfolio value fell 22% quarter-over-quarter to $17.8B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q1 2020, filed 15 May 2020.