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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
TRP icon
126
TC Energy
TRP
$65.8B
$31.5M 0.18%
716,939
+10,105
+1% +$512K
AGN
127
DELISTED
Allergan plc
AGN
$31.1M 0.17%
175,393
+61,821
+54% +$11.6M
INFO
128
DELISTED
IHS Markit Ltd. Common Shares
INFO
$30.9M 0.17%
514,213
-48,897
-9% -$3.52M
AMD icon
129
Advanced Micro Devices
AMD
$806B
$30.6M 0.17%
673,606
+112,170
+20% +$5.4M
AMAT icon
130
Applied Materials
AMAT
$442B
$30.3M 0.17%
662,005
-141,490
-18% -$8.13M
SRLN icon
131
State Street Blackstone Senior Loan ETF
SRLN
$5.37B
$30.3M 0.17%
757,809
-205,891
-21% -$9.2M
BN icon
132
Brookfield
BN
$108B
$30.3M 0.17%
1,935,528
+57,745
+3% +$1.19M
MPC icon
133
Marathon Petroleum
MPC
$98.5B
$29.8M 0.17%
1,260,664
+654,405
+108% +$30.2M
LIN icon
134
Linde
LIN
$221B
$29.5M 0.17%
170,695
+42,720
+33% +$8.43M
SYK icon
135
Stryker
SYK
$131B
$29.3M 0.16%
175,702
-32,341
-16% -$6.32M
MDLZ icon
136
Mondelez International
MDLZ
$80.7B
$29.3M 0.16%
584,066
-649,628
-53% -$35.2M
MDT icon
137
Medtronic
MDT
$116B
$28.4M 0.16%
315,138
-558,356
-64% -$59.4M
MS icon
138
Morgan Stanley
MS
$344B
$28.3M 0.16%
832,492
-103,865
-11% -$4.89M
EPOL icon
139
iShares MSCI Poland ETF
EPOL
$814M
$28.1M 0.16%
2,043,300
– –
MO icon
140
Altria Group
MO
$110B
$27.8M 0.16%
718,641
-878,347
-55% -$39M
FIS icon
141
Fidelity National Information Services
FIS
$21.9B
$27.8M 0.16%
228,399
+8,080
+4% +$1.12M
ACN icon
142
Accenture
ACN
$108B
$27.7M 0.16%
169,810
-126,984
-43% -$24.5M
BCE icon
143
BCE
BCE
$21.4B
$27.6M 0.16%
679,369
-9,335
-1% -$419K
WFC icon
144
Wells Fargo
WFC
$266B
$27.5M 0.15%
957,235
-1,212,619
-56% -$51.5M
DHR icon
145
Danaher
DHR
$143B
$26.9M 0.15%
219,544
-250,234
-53% -$33.7M
AJG icon
146
Arthur J. Gallagher & Co
AJG
$64.3B
$26.5M 0.15%
325,472
+84,418
+35% +$8.08M
HUM icon
147
Humana
HUM
$46.1B
$26.4M 0.15%
84,019
+34,506
+70% +$11.6M
OKE icon
148
Oneok
OKE
$58.6B
$25.6M 0.14%
1,171,486
+462,458
+65% +$28.2M
ANGL icon
149
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
$24.9M 0.14%
+985,800
New +$28.2M
BNY
150
Bank of New York Mellon
BNY
$110B
$24.8M 0.14%
737,305
-54,272
-7% -$2.28M
4 5
6
7 8

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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.