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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
EQR icon
176
Equity Residential
EQR
$24.7B
$19.5M 0.11%
316,680
-34,676
-10% -$2.68M
HSIC icon
177
Henry Schein
HSIC
$9.96B
$19.4M 0.11%
384,500
+349,541
+1,000% +$22.2M
CM icon
178
Canadian Imperial Bank of Commerce
CM
$112B
$19.4M 0.11%
673,082
-3,120
-0.5% -$116K
CAG icon
179
Conagra Brands
CAG
$7.36B
$19.4M 0.11%
659,698
+543,760
+469% +$16.4M
BLK icon
180
Blackrock
BLK
$182B
$19.3M 0.11%
43,859
+15,764
+56% +$7.77M
LRCX icon
181
Lam Research
LRCX
$429B
$19.2M 0.11%
799,110
-598,110
-43% -$17.2M
WCN
182
Waste Connections
WCN
$41.6B
$18.9M 0.11%
243,409
-5,125
-2% -$482K
BA icon
183
Boeing
BA
$182B
$18.7M 0.11%
125,702
-57,501
-31% -$15.7M
SBAC icon
184
SBA Communications
SBAC
$19.8B
$18.7M 0.11%
69,231
+42,405
+158% +$11.2M
MFC icon
185
Manulife Financial
MFC
$72.6B
$18.5M 0.1%
1,475,774
-20,557
-1% -$357K
MMM icon
186
3M
MMM
$93.6B
$18.5M 0.1%
161,700
-2,148
-1% -$283K
SCHW
187
Charles Schwab
SCHW
$190B
$18.3M 0.1%
544,906
-22,737
-4% -$954K
BIIB icon
188
Biogen
BIIB
$31.1B
$18.3M 0.1%
57,798
-8,764
-13% -$2.66M
CL icon
189
Colgate-Palmolive
CL
$73.9B
$18.2M 0.1%
274,599
+70,421
+34% +$4.97M
RTN
190
DELISTED
Raytheon Company
RTN
$18M 0.1%
137,620
-56,960
-29% -$11.3M
CSL icon
191
Carlisle Companies
CSL
$14.9B
$17.9M 0.1%
142,878
+54,621
+62% +$8.1M
SU icon
192
Suncor Energy
SU
$76.1B
$17.7M 0.1%
1,122,596
-71,905
-6% -$1.89M
PCI
193
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$17.5M 0.1%
1,039,300
+860,200
+480% +$19.9M
AVB icon
194
AvalonBay Communities
AVB
$26.3B
$17.3M 0.1%
117,360
+11,952
+11% +$2.41M
LULU icon
195
lululemon athletica
LULU
$13.5B
$17.1M 0.1%
90,000
-5,000
-5% -$1.12M
DLR icon
196
Digital Realty Trust
DLR
$73.3B
$16.9M 0.1%
121,637
+71,913
+145% +$9.14M
ICLR icon
197
Icon
ICLR
$12.8B
$16.8M 0.09%
123,857
+8,545
+7% +$1.37M
AEP icon
198
American Electric Power
AEP
$68.2B
$16.5M 0.09%
206,600
+22,895
+12% +$2.16M
XLU icon
199
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$16.4M 0.09%
+591,966
New +$18.9M
ILMN icon
200
Illumina
ILMN
$28.8B
$16.3M 0.09%
61,229
+9,808
+19% +$2.74M
6 7
8
9 10

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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.