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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
MSFT icon
1
Microsoft
MSFT
$3.71T
$687M 3.87%
4,359,081
+78,708
+2% +$12.9M
AAPL icon
2
Apple
AAPL
$4.44T
$616M 3.47%
9,683,408
+163,896
+2% +$12.1M
AMZN icon
3
Amazon
AMZN
$2.9T
$510M 2.87%
5,226,580
+84,620
+2% +$8.19M
EWT icon
4
iShares MSCI Taiwan ETF
EWT
$11.6B
$454M 2.56%
13,782,411
+14,652
+0.1% +$557K
EWY icon
5
iShares MSCI South Korea ETF
EWY
$27.4B
$439M 2.47%
9,363,547
+20,409
+0.2% +$1.15M
XLK icon
6
State Street Technology Select Sector SPDR ETF
XLK
$125B
$331M 1.86%
8,237,010
-279,520
-3% -$12.8M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.21T
$259M 1.46%
4,462,760
+87,840
+2% +$5.96M
PG icon
8
Procter & Gamble
PG
$338B
$249M 1.4%
2,265,199
+1,182,269
+109% +$142M
META icon
9
Meta Platforms (Facebook)
META
$1.5T
$246M 1.38%
1,473,311
-59,951
-4% -$11.7M
JPM icon
10
JPMorgan Chase
JPM
$965B
$229M 1.29%
2,543,484
+218,989
+9% +$26.6M
BRK.B icon
11
Berkshire Hathaway Class B
BRK.B
$1.09T
$220M 1.24%
1,201,342
+200,233
+20% +$42.6M
JNJ icon
12
Johnson & Johnson
JNJ
$626B
$210M 1.18%
1,604,885
+151,517
+10% +$21.5M
EWZ icon
13
iShares MSCI Brazil ETF
EWZ
$8.58B
$185M 1.04%
7,869,517
+24,483
+0.3% +$946K
GOOGL icon
14
Alphabet (Google) Class A
GOOGL
$4.23T
$179M 1.01%
3,086,080
+32,000
+1% +$2.17M
VTI icon
15
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
$174M 0.98%
1,348,009
+103,109
+8% +$15.9M
V icon
16
Visa
V
$676B
$165M 0.93%
1,021,703
+69,650
+7% +$13.1M
T icon
17
AT&T
T
$167B
$151M 0.85%
6,875,112
+49,102
+0.7% +$1.34M
WMT icon
18
Walmart Inc
WMT
$920B
$150M 0.85%
3,964,923
+1,340,937
+51% +$51.6M
VOO icon
19
Vanguard S&P 500 ETF
VOO
$1.04T
$147M 0.83%
620,600
– –
INDY icon
20
iShares S&P India Nifty 50 Index Fund
INDY
$563M
$142M 0.8%
5,522,943
– –
MA icon
21
Mastercard
MA
$492B
$135M 0.76%
560,645
+21,444
+4% +$6.38M
HD icon
22
Home Depot
HD
$344B
$135M 0.76%
720,873
+137,913
+24% +$30.3M
INDA icon
23
iShares MSCI India ETF
INDA
$6.59B
$134M 0.75%
5,556,338
+95,955
+2% +$3.07M
VCLT icon
24
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.82B
$132M 0.74%
1,356,927
+4,627
+0.3% +$469K
BAC icon
25
Bank of America
BAC
$452B
$130M 0.73%
6,124,216
-89,005
-1% -$2.67M
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.