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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
NI icon
651
NiSource
NI
$20.2B
$2.19M 0.01%
87,824
-1,167
-1% -$32.3K
HELE icon
652
Helen of Troy
HELE
$699M
$2.19M 0.01%
15,220
+1,423
+10% +$241K
LUMN icon
653
Lumen
LUMN
$6.6B
$2.18M 0.01%
230,692
-353,066
-60% -$4.41M
CALY
654
Callaway Golf Company
CALY
$2.95B
$2.17M 0.01%
212,488
+13,713
+7% +$236K
FAF icon
655
First American
FAF
$7.56B
$2.15M 0.01%
50,696
-49,543
-49% -$2.83M
HAS icon
656
Hasbro
HAS
$13.6B
$2.14M 0.01%
29,919
-11,120
-27% -$962K
SYF icon
657
Synchrony
SYF
$26.1B
$2.13M 0.01%
132,696
-489,688
-79% -$14.3M
ICOL
658
DELISTED
iShares MSCI Colombia ETF
ICOL
$2.13M 0.01%
289,641
– –
WSM icon
659
Williams-Sonoma
WSM
$28.5B
$2.13M 0.01%
100,244
+4,368
+5% +$139K
CHRW icon
660
C.H. Robinson
CHRW
$17.5B
$2.1M 0.01%
31,799
-422
-1% -$30.3K
L icon
661
Loews
L
$23B
$2.1M 0.01%
60,141
-800
-1% -$37.7K
CGNX icon
662
Cognex
CGNX
$10.4B
$2.09M 0.01%
49,606
-85,361
-63% -$4.27M
CE icon
663
Celanese
CE
$4.86B
$2.09M 0.01%
28,419
-62,481
-69% -$6.18M
CW icon
664
Curtiss-Wright
CW
$25.4B
$2.09M 0.01%
22,577
+2,111
+10% +$271K
KMX icon
665
CarMax
KMX
$8.52B
$2.08M 0.01%
38,659
-515
-1% -$43.6K
OMCL icon
666
Omnicell
OMCL
$1.72B
$2.08M 0.01%
31,644
+1,351
+4% +$108K
LII icon
667
Lennox International
LII
$14.5B
$2.07M 0.01%
11,365
+1,063
+10% +$245K
RPM icon
668
RPM International
RPM
$14.5B
$2.06M 0.01%
34,699
+3,245
+10% +$224K
STRA icon
669
Strategic Education
STRA
$1.86B
$2.06M 0.01%
14,750
-539
-4% -$82.3K
CIT
670
DELISTED
CIT Group Inc.
CIT
$2.05M 0.01%
+118,639
New +$4.48M
RF icon
671
Regions Financial
RF
$27B
$2.03M 0.01%
226,797
-3,015
-1% -$42.2K
TTC icon
672
Toro Company
TTC
$9.21B
$2.03M 0.01%
31,253
+2,923
+10% +$222K
XRAY icon
673
Dentsply Sirona
XRAY
$2.31B
$2.03M 0.01%
52,292
-60,669
-54% -$3.09M
HES
674
DELISTED
Hess
HES
$2.03M 0.01%
60,894
-809
-1% -$43.8K
CXO
675
DELISTED
CONCHO RESOURCES INC.
CXO
$2.02M 0.01%
47,264
-38,958
-45% -$2.71M
25 26
27
28 29

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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.