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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
COST icon
51
Costco
COST
$423B
$82.8M 0.47%
290,561
-24,293
-8% -$7.37M
MCD icon
52
McDonald's
MCD
$194B
$81.2M 0.46%
491,008
+81,594
+20% +$16.1M
EZA icon
53
iShares MSCI South Africa ETF
EZA
$560M
$78.2M 0.44%
2,754,119
– –
HYG icon
54
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$75.4M 0.42%
977,933
+643,233
+192% +$54.3M
NKE icon
55
Nike
NKE
$60.8B
$75.2M 0.42%
908,558
-5,899
-0.6% -$549K
EWM icon
56
iShares MSCI Malaysia ETF
EWM
$332M
$73.8M 0.42%
3,181,687
– –
PYPL icon
57
PayPal
PYPL
$51B
$73.2M 0.41%
764,873
+116,331
+18% +$12.8M
SHOP icon
58
Shopify
SHOP
$197B
$70.7M 0.4%
1,695,140
-360,760
-18% -$16.3M
C icon
59
Citigroup
C
$232B
$69.6M 0.39%
1,652,997
-237,582
-13% -$15.9M
TMO icon
60
Thermo Fisher Scientific
TMO
$222B
$69.6M 0.39%
245,436
-1,253
-0.5% -$395K
RY icon
61
Royal Bank of Canada
RY
$298B
$66.5M 0.37%
1,080,174
-11,633
-1% -$863K
CP icon
62
Canadian Pacific Kansas City
CP
$82.3B
$66.4M 0.37%
1,512,640
+78,850
+5% +$3.88M
CRM icon
63
Salesforce
CRM
$159B
$66.1M 0.37%
459,142
+16,088
+4% +$2.76M
PFE icon
64
Pfizer
PFE
$152B
$65.3M 0.37%
2,109,194
+168,854
+9% +$5.75M
NSC icon
65
Norfolk Southern
NSC
$76.1B
$62.3M 0.35%
426,986
+2,680
+0.6% +$495K
EW icon
66
Edwards Lifesciences
EW
$53.9B
$60.8M 0.34%
967,662
+663,258
+218% +$47.8M
MRK icon
67
Merck
MRK
$332B
$60.7M 0.34%
826,995
-580,479
-41% -$45.6M
PEP icon
68
PepsiCo
PEP
$191B
$60.5M 0.34%
503,644
+52,752
+12% +$7.13M
BSX icon
69
Boston Scientific
BSX
$74.8B
$59.6M 0.34%
1,827,703
+978,991
+115% +$38.2M
AWK icon
70
American Water Works
AWK
$27.1B
$59.3M 0.33%
496,215
+453,148
+1,052% +$58.5M
CNI icon
71
Canadian National Railway
CNI
$77.2B
$59.2M 0.33%
762,875
-19,989
-3% -$1.74M
SBUX icon
72
Starbucks
SBUX
$126B
$58.1M 0.33%
883,186
-66,590
-7% -$5.39M
TD icon
73
Toronto Dominion Bank
TD
$204B
$57.9M 0.33%
1,376,615
-13,105
-0.9% -$672K
CHTR icon
74
Charter Communications
CHTR
$18.2B
$57.5M 0.32%
131,813
-9,604
-7% -$4.7M
ORCL icon
75
Oracle
ORCL
$449B
$57M 0.32%
1,180,207
-39,850
-3% -$2.06M
1 2
3
4 5

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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.