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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
BALL icon
301
Ball Corp
BALL
$16.4B
$7.76M 0.04%
120,093
-6,470
-5% -$453K
PAYX icon
302
Paychex
PAYX
$44.6B
$7.73M 0.04%
122,899
-25,996
-17% -$2.08M
MASI
303
DELISTED
Masimo
MASI
$7.71M 0.04%
43,549
+9,511
+28% +$1.63M
CIEN icon
304
Ciena
CIEN
$62.7B
$7.66M 0.04%
192,453
+39,727
+26% +$1.63M
VRSK icon
305
Verisk Analytics
VRSK
$24.2B
$7.63M 0.04%
54,756
+15,717
+40% +$2.46M
ROP icon
306
Roper Technologies
ROP
$39.3B
$7.63M 0.04%
24,465
-325
-1% -$115K
AMED
307
DELISTED
Amedisys
AMED
$7.52M 0.04%
40,956
-2,939
-7% -$523K
J icon
308
Jacobs Solutions
J
$16.8B
$7.51M 0.04%
114,557
-39,830
-26% -$3M
FICO icon
309
Fair Isaac
FICO
$24B
$7.49M 0.04%
24,348
-2,723
-10% -$1M
PBA icon
310
Pembina Pipeline
PBA
$28.4B
$7.45M 0.04%
401,684
+13,199
+3% +$434K
XEL icon
311
Xcel Energy
XEL
$49.3B
$7.43M 0.04%
123,289
-10,281
-8% -$670K
MCK icon
312
McKesson
MCK
$99.9B
$7.41M 0.04%
54,751
-19,181
-26% -$2.81M
ROST icon
313
Ross Stores
ROST
$78.6B
$7.4M 0.04%
85,047
-39,550
-32% -$4.22M
CCK icon
314
Crown Holdings
CCK
$12.9B
$7.39M 0.04%
+127,356
New +$8.86M
MPT
315
Medical Properties Trust
MPT
$2.51B
$7.39M 0.04%
427,509
+138,108
+48% +$2.89M
BR icon
316
Broadridge
BR
$19.6B
$7.3M 0.04%
76,955
+23,143
+43% +$2.64M
HIW icon
317
Highwoods Properties
HIW
$3.51B
$7.27M 0.04%
205,297
+113,064
+123% +$5.17M
HRC
318
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$7.18M 0.04%
71,367
+16,674
+30% +$1.73M
CRL icon
319
Charles River Laboratories
CRL
$13.4B
$7.18M 0.04%
56,863
+22,569
+66% +$3.38M
FRT icon
320
Federal Realty Investment Trust
FRT
$10.3B
$7.15M 0.04%
95,892
+36,191
+61% +$4.17M
BRO icon
321
Brown & Brown
BRO
$24B
$7.13M 0.04%
196,933
+18,416
+10% +$778K
CUZ icon
322
Cousins Properties
CUZ
$4.93B
$7.01M 0.04%
239,673
+69,353
+41% +$2.57M
PSA icon
323
Public Storage
PSA
$61.4B
$7.01M 0.04%
35,320
-468
-1% -$100K
JBGS
324
JBG SMITH
JBGS
$692M
$6.98M 0.04%
219,183
+67,947
+45% +$2.55M
TYL icon
325
Tyler Technologies
TYL
$13.5B
$6.96M 0.04%
23,452
+2,193
+10% +$680K
11 12
13
14 15

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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.