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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
CTVA icon
76
Corteva
CTVA
$50.3B
$56.7M 0.32%
2,411,887
+113,315
+5% +$3.12M
VRTX icon
77
Vertex Pharmaceuticals
VRTX
$133B
$56.2M 0.32%
236,150
+58,231
+33% +$13.4M
ISRG icon
78
Intuitive Surgical
ISRG
$141B
$55.5M 0.31%
336,519
+123,363
+58% +$22.6M
PM icon
79
Philip Morris
PM
$297B
$55.4M 0.31%
759,603
-575,133
-43% -$47.3M
VNQ icon
80
Vanguard Real Estate ETF
VNQ
$39.1B
$54.9M 0.31%
786,324
+179,324
+30% +$15.7M
KSU
81
DELISTED
Kansas City Southern
KSU
$54.8M 0.31%
431,219
+12,954
+3% +$1.98M
EIDO icon
82
iShares MSCI Indonesia ETF
EIDO
$486M
$53.4M 0.3%
3,627,975
– –
CPB icon
83
Campbell Soup
CPB
$6.9B
$52.9M 0.3%
1,145,502
+1,069,952
+1,416% +$51.5M
TXN icon
84
Texas Instruments
TXN
$253B
$52.3M 0.29%
523,776
+87,080
+20% +$10.5M
SRE icon
85
Sempra
SRE
$56.8B
$51.2M 0.29%
906,334
+702,442
+345% +$49.8M
TJX icon
86
TJX Companies
TJX
$169B
$50.4M 0.28%
1,054,742
+67,006
+7% +$3.86M
BAX icon
87
Baxter International
BAX
$14B
$50.3M 0.28%
620,037
+232,004
+60% +$20M
GS icon
88
Goldman Sachs
GS
$307B
$49.4M 0.28%
319,663
+89,797
+39% +$19.1M
ABBV icon
89
AbbVie
ABBV
$447B
$48.9M 0.28%
642,053
-262,538
-29% -$22.4M
AXP icon
90
American Express
AXP
$232B
$48.5M 0.27%
566,735
+59,098
+12% +$6.88M
ATO icon
91
Atmos Energy
ATO
$28.8B
$47.2M 0.27%
475,570
+128,377
+37% +$14.1M
DG icon
92
Dollar General
DG
$26.9B
$46.6M 0.26%
308,349
-3,372
-1% -$521K
CVX icon
93
Chevron
CVX
$385B
$46.5M 0.26%
641,459
-47,545
-7% -$4.7M
BXP icon
94
Boston Properties
BXP
$11.1B
$46.3M 0.26%
502,051
+369,911
+280% +$47.6M
ABT icon
95
Abbott
ABT
$193B
$45.5M 0.26%
576,463
-444,024
-44% -$37M
BKLN icon
96
Invesco Senior Loan ETF
BKLN
$6.76B
$45.1M 0.25%
2,204,200
-641,200
-23% -$14M
FMC icon
97
FMC
FMC
$1.26B
$44.8M 0.25%
548,633
+71,754
+15% +$6.66M
PGR icon
98
Progressive
PGR
$122B
$44.1M 0.25%
597,261
+146,821
+33% +$11.3M
AVGO icon
99
Broadcom
AVGO
$2.02T
$44M 0.25%
1,854,670
-401,870
-18% -$11.3M
ENB icon
100
Enbridge
ENB
$113B
$43.8M 0.25%
1,520,288
-24,846
-2% -$921K
2 3
4
5 6

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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.