We are live on ! Find out more
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
TMUS icon
151
T-Mobile US
TMUS
$194B
$24.7M 0.14%
294,969
+219,553
+291% +$18.6M
B
152
Barrick Mining
B
$66.8B
$24.6M 0.14%
1,355,965
+9,324
+0.7% +$175K
VLO icon
153
Valero Energy
VLO
$96.5B
$24.4M 0.14%
537,395
-2,755
-0.5% -$200K
BMO icon
154
Bank of Montreal
BMO
$129B
$24.2M 0.14%
485,734
+51
+0% +$3.46K
MU icon
155
Micron Technology
MU
$1.09T
$24M 0.14%
571,312
-33,459
-6% -$1.74M
GE icon
156
GE Aerospace
GE
$374B
$23.8M 0.13%
601,885
+184,432
+44% +$9.83M
CBRE icon
157
CBRE Group
CBRE
$43B
$23.7M 0.13%
629,577
+170,054
+37% +$9.4M
LDOS icon
158
Leidos
LDOS
$17.7B
$22.9M 0.13%
250,086
-8,829
-3% -$891K
LOW icon
159
Lowe's Companies
LOW
$121B
$22.8M 0.13%
265,207
-400,166
-60% -$43.7M
ECH icon
160
iShares MSCI Chile ETF
ECH
$1.03B
$22.6M 0.13%
1,042,280
– –
CWB icon
161
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.75B
$22.6M 0.13%
472,100
+339,600
+256% +$18.5M
FISV
162
Fiserv Inc
FISV
$28B
$22.2M 0.13%
233,775
-39,479
-14% -$4.39M
ADP icon
163
Automatic Data Processing
ADP
$107B
$22M 0.12%
161,032
-41,352
-20% -$6.66M
GPN icon
164
Global Payments
GPN
$24B
$21.4M 0.12%
148,347
-105,693
-42% -$19.3M
ORLY icon
165
O'Reilly Automotive
ORLY
$74.7B
$21.3M 0.12%
1,061,820
-151,305
-12% -$3.87M
SYY icon
166
Sysco
SYY
$40.5B
$21M 0.12%
460,360
+338,805
+279% +$23.4M
INCY icon
167
Incyte
INCY
$24.4B
$20.9M 0.12%
285,050
+218,171
+326% +$16.5M
UPS icon
168
United Parcel Service
UPS
$89.4B
$20.8M 0.12%
222,666
+55,722
+33% +$5.77M
CCI icon
169
Crown Castle
CCI
$32B
$20.6M 0.12%
142,804
-111,856
-44% -$16.7M
APD icon
170
Air Products & Chemicals
APD
$67.8B
$20.3M 0.11%
101,826
+18,593
+22% +$4.24M
ETN icon
171
Eaton
ETN
$177B
$20.2M 0.11%
260,196
+123,763
+91% +$11.3M
ARE icon
172
Alexandria Real Estate Equities
ARE
$8.3B
$20.1M 0.11%
146,674
+55,779
+61% +$8.73M
MSCI icon
173
MSCI
MSCI
$40.7B
$20.1M 0.11%
69,516
-50,664
-42% -$14.3M
BKNG icon
174
Booking.com
BKNG
$159B
$20M 0.11%
371,025
-325
-0.1% -$22.8K
SPGI icon
175
S&P Global
SPGI
$122B
$19.7M 0.11%
80,344
-6,893
-8% -$1.89M
5 6
7
8 9

Similar funds

Eagle Capital Management (New York)
Eagle Capital Management (New York) New York $29.8B AUM 12.13% 1-Year Est. Return
Coatue Management
Coatue Management New York $29.1B AUM 96.54% 1-Year Est. Return
Hudson Bay Capital Management
Hudson Bay Capital Management Stamford, Connecticut $29B AUM 30.2% 1-Year Est. Return
Lord, Abbett & Co
Lord, Abbett & Co Jersey City, New Jersey $30.6B AUM 57.44% 1-Year Est. Return
Ohio Public Employees Retirement System (OPERS)
Ohio Public Employees Retirement System (OPERS) Columbus, Ohio $30.9B AUM 29.72% 1-Year Est. Return
PCH
Polar Capital Holdings London, United Kingdom $28.2B AUM 115.26% 1-Year Est. Return
N
Natixis Paris, France $28B AUM 26.79% 1-Year Est. Return
Gates Foundation Trust
Gates Foundation Trust Kirkland, Washington $31.7B AUM 20.52% 1-Year Est. Return

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.