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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
+22.62%
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
$20.4B
AUM Growth
+$2.67B
(+15%)
Cap. Flow
-$826M
Cap. Flow
% of AUM
-4.04%
Top 10 Holdings %
Top 10 Hldgs %
23.9%
Holding
1,670
New
70
Increased
421
Reduced
1,054
Closed
90
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Abbott
ABT
|
+$61.7M |
| 2 |
Invesco Senior Loan ETF
BKLN
|
+$61M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$60.6M |
| 4 |
IQVIA
IQV
|
+$56.6M |
| 5 |
Centene
CNC
|
+$55.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$84.4M |
| 2 |
Amgen
AMGN
|
+$68.2M |
| 3 |
CVS Health
CVS
|
+$67.8M |
| 4 |
Coca-Cola
KO
|
+$66.3M |
| 5 |
Cigna
CI
|
+$65M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.3% |
| 2 | Financials | 11.55% |
| 3 | Healthcare | 11.24% |
| 4 | Communication Services | 8.2% |
| 5 | Consumer Discretionary | 7.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Eli Lilly
LLY
$1.09T
| $87.7M | 0.43% |
534,286
-123,142
| -19% | -$18.9M |
|
52
Nike
NKE
$60.5B
| $87.5M | 0.43% |
892,714
-15,844
| -2% | -$1.46M |
|
53
Boston Scientific
BSX
$74.9B
| $85.5M | 0.42% |
2,436,146
+608,443
| +33% | +$21.9M |
|
54
Costco
COST
$422B
| $85M | 0.42% |
280,388
-10,173
| -4% | -$3.1M |
|
55
Verizon
VZ
$198B
| $84.2M | 0.41% |
1,526,402
-397,775
| -21% | -$22.4M |
|
56
Lockheed Martin
LMT
$138B
| $82.1M | 0.4% |
225,064
-122,248
| -35% | -$46.2M |
|
57
iShares MSCI Malaysia ETF
EWM
$331M
| $80.2M | 0.39% |
3,181,687
| – | – |
|
58
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $79.9M | 0.39% |
979,033
+1,100
| +0.1% | +$88.7K |
|
59
McDonald's
MCD
$193B
| $78.5M | 0.38% |
425,497
-65,511
| -13% | -$12M |
|
|
ALXN
60
DELISTED
Alexion Pharmaceuticals
ALXN
| $77.5M | 0.38% |
690,314
+338,286
| +96% | +$35.9M |
|
61
Canadian Pacific Kansas City
CP
$82.3B
| $77.2M | 0.38% |
1,512,445
-195
| -0% | -$9.25K |
|
62
Vertex Pharmaceuticals
VRTX
$133B
| $73.6M | 0.36% |
253,377
+17,227
| +7% | +$4.67M |
|
63
Royal Bank of Canada
RY
$298B
| $72.7M | 0.36% |
1,074,542
-5,632
| -0.5% | -$358K |
|
64
Humana
HUM
$46.1B
| $72.1M | 0.35% |
186,023
+102,004
| +121% | +$38.2M |
|
65
Canadian National Railway
CNI
$77.2B
| $71.1M | 0.35% |
802,484
+39,609
| +5% | +$3.3M |
|
66
Honeywell
HON
$73.9B
| $66.7M | 0.33% |
489,394
+157,562
| +47% | +$20.9M |
|
67
Edwards Lifesciences
EW
$53.8B
| $66.7M | 0.33% |
964,652
-3,010
| -0.3% | -$214K |
|
|
68
Centene
CNC
$32.8B
| $66.5M | 0.33% |
1,046,566
+858,304
| +456% | +$55.9M |
|
69
iShares MSCI Indonesia ETF
EIDO
$484M
| $65.3M | 0.32% |
3,627,975
| – | – |
|
|
70
IQVIA
IQV
$39.6B
| $65.3M | 0.32% |
459,915
+417,488
| +984% | +$56.6M |
|
71
Vanguard Real Estate ETF
VNQ
$39B
| $64M | 0.31% |
814,824
+28,500
| +4% | +$2.16M |
|
72
Boston Properties
BXP
$11B
| $63.8M | 0.31% |
706,119
+204,068
| +41% | +$18.5M |
|
73
RTX Corp
RTX
$296B
| $63.6M | 0.31% |
1,031,350
+391,204
| +61% | +$24.4M |
|
|
74
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.1B
| $61.2M | 0.3% |
+601,600
| New | +$60.6M |
|
75
Baxter International
BAX
$14B
| $61.1M | 0.3% |
709,122
+89,085
| +14% | +$7.76M |
|
Similar funds
PCH
N
State of Tennessee, Department of Treasury's Q2 2020 Portfolio in Review
As of Q2 2020, State of Tennessee, Department of Treasury held 1,670 positions worth $20.4B, up 15% from $17.8B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
State of Tennessee, Department of Treasury withdrew a net $826M in Q2 2020, closing 90 positions and reducing 1,054 holdings. Its most notable exit was Allergan plc, an estimated $31.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Healthcare.
Against the trend, State of Tennessee, Department of Treasury opened a new position in PIMCO Enhanced Short Maturity Active Exchange-Traded Fund worth $61.2M.
- State of Tennessee, Department of Treasury's largest Q2 2020 buy was PIMCO Enhanced Short Maturity Active Exchange-Traded Fund: 601,600 shares worth $61.2M.
- State of Tennessee, Department of Treasury added most to Abbott in Q2 2020, an estimated $61.7M increase.
- State of Tennessee, Department of Treasury's biggest Q2 2020 reduction was Apple, cutting an estimated $84.4M.
- State of Tennessee, Department of Treasury fully exited Allergan plc in Q2 2020, selling an estimated $31.1M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 24% of its $20.4B portfolio in Q2 2020.
- State of Tennessee, Department of Treasury opened 70 new positions and closed 90 in Q2 2020.
- State of Tennessee, Department of Treasury's portfolio value rose 15% quarter-over-quarter to $20.4B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q2 2020, filed 13 Aug 2020.