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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 | |
|---|---|---|---|---|---|---|
401
First Industrial Realty Trust
FR
$8.4B
| $5.57M | 0.03% |
144,936
-706
| -0.5% | -$25.8K |
|
|
FITB
402
Fifth Third Bancorp
FITB
$52.5B
| $5.56M | 0.03% |
288,343
-417,379
| -59% | -$7.73M |
|
403
TE Connectivity
TEL
$62.2B
| $5.53M | 0.03% |
67,819
-10,820
| -14% | -$815K |
|
404
American International
AIG
$39.8B
| $5.52M | 0.03% |
177,086
-216,563
| -55% | -$6.08M |
|
405
Wabtec
WAB
$50.3B
| $5.48M | 0.03% |
95,250
-9,821
| -9% | -$556K |
|
406
Monolithic Power Systems
MPWR
$67B
| $5.46M | 0.03% |
23,035
-1,657
| -7% | -$335K |
|
407
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
| $5.44M | 0.03% |
189,700
-796,100
| -81% | -$21.9M |
|
408
AutoZone
AZO
$49.6B
| $5.42M | 0.03% |
4,801
-801
| -14% | -$844K |
|
409
Exelixis
EXEL
$12.5B
| $5.41M | 0.03% |
227,791
-16,382
| -7% | -$380K |
|
410
Knight Transportation
KNX
$11.9B
| $5.38M | 0.03% |
128,992
-9,277
| -7% | -$354K |
|
411
Yum! Brands
YUM
$41.2B
| $5.38M | 0.03% |
61,884
-9,228
| -13% | -$788K |
|
|
COR
412
DELISTED
Coresite Realty Corporation
COR
| $5.38M | 0.03% |
44,425
+9,739
| +28% | +$1.17M |
|
413
Packaging Corp of America
PKG
$22.9B
| $5.37M | 0.03% |
53,816
-5,223
| -9% | -$497K |
|
|
CZR
414
DELISTED
Caesars Entertainment Corporation
CZR
| $5.36M | 0.03% |
441,750
-31,770
| -7% | -$321K |
|
415
PACCAR
PCAR
$68.8B
| $5.32M | 0.03% |
106,625
-60,858
| -36% | -$2.84M |
|
416
Kemper
KMPR
$1.59B
| $5.32M | 0.03% |
73,301
+3,938
| +6% | +$263K |
|
417
Aflac
AFL
$60.7B
| $5.32M | 0.03% |
147,524
-25,052
| -15% | -$905K |
|
418
SLB Ltd
SLB
$77.3B
| $5.25M | 0.03% |
285,341
-40,144
| -12% | -$703K |
|
419
Johnson Controls International
JCI
$91.7B
| $5.22M | 0.03% |
152,942
-28,427
| -16% | -$875K |
|
420
Aecom
ACM
$8.19B
| $5.21M | 0.03% |
138,740
-9,979
| -7% | -$357K |
|
421
Willis Towers Watson
WTW
$31B
| $5.21M | 0.03% |
26,468
-14,223
| -35% | -$2.72M |
|
422
Brunswick
BC
$5.29B
| $5.17M | 0.03% |
80,714
-5,804
| -7% | -$289K |
|
|
ANSS
423
DELISTED
Ansys
ANSS
| $5.15M | 0.03% |
17,664
-2,457
| -12% | -$654K |
|
424
PPG Industries
PPG
$25.5B
| $5.14M | 0.03% |
48,507
-7,088
| -13% | -$683K |
|
425
HP
HPQ
$28.6B
| $5.13M | 0.03% |
294,007
-398,007
| -58% | -$6.32M |
|
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.