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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
WOR icon
976
Worthington Enterprises
WOR
$2.85B
$782K ﹤0.01%
48,340
+4,520
+10% +$94.4K
RL icon
977
Ralph Lauren
RL
$23.1B
$781K ﹤0.01%
11,693
-4,568
-28% -$480K
SJI
978
DELISTED
South Jersey Industries, Inc.
SJI
$775K ﹤0.01%
30,987
– –
BIPC icon
979
Brookfield Infrastructure
BIPC
$5.01B
$768K ﹤0.01%
+35,405
New +$768K
CSGS
980
DELISTED
CSG Systems International
CSGS
$765K ﹤0.01%
18,287
-4,613
-20% -$220K
KTB icon
981
Kontoor Brands
KTB
$4.65B
$763K ﹤0.01%
39,799
+7,872
+25% +$281K
CROX icon
982
Crocs
CROX
$6.36B
$762K ﹤0.01%
44,799
-14,929
-25% -$476K
GNL icon
983
Global Net Lease
GNL
$1.9B
$761K ﹤0.01%
56,922
+4,747
+9% +$88.4K
AAT
984
American Assets Trust
AAT
$1.41B
$758K ﹤0.01%
30,330
-335
-1% -$13.5K
HMN icon
985
Horace Mann Educators
HMN
$2.1B
$755K ﹤0.01%
20,642
+6,679
+48% +$276K
CAMT icon
986
Camtek
CAMT
$8.06B
$754K ﹤0.01%
89,647
-3,801
-4% -$40.6K
HP icon
987
Helmerich & Payne
HP
$4.3B
$752K ﹤0.01%
48,074
+1,772
+4% +$62.4K
GKOS icon
988
Glaukos
GKOS
$11.2B
$743K ﹤0.01%
+24,092
New +$1.24M
XHR
989
Xenia Hotels & Resorts
XHR
$1.76B
$742K ﹤0.01%
72,112
-300
-0.4% -$4.99K
UNIT
990
Uniti Group
UNIT
$2.38B
$741K ﹤0.01%
122,793
+99,093
+418% +$777K
MTH icon
991
Meritage Homes
MTH
$4.8B
$740K ﹤0.01%
40,548
-9,762
-19% -$296K
IRBT
992
DELISTED
iRobot
IRBT
$738K ﹤0.01%
18,036
+3,462
+24% +$166K
FLS icon
993
Flowserve
FLS
$10.3B
$735K ﹤0.01%
30,767
-408
-1% -$16.5K
MATX icon
994
Matsons
MATX
$6.39B
$733K ﹤0.01%
23,921
+9,494
+66% +$336K
ILPT
995
Industrial Logistics Properties Trust
ILPT
$611M
$730K ﹤0.01%
41,650
+24,276
+140% +$510K
EPRT icon
996
Essential Properties Realty Trust
EPRT
$6.71B
$729K ﹤0.01%
55,820
+3,677
+7% +$85.2K
UNM icon
997
Unum
UNM
$14.7B
$728K ﹤0.01%
48,496
-645
-1% -$15.5K
EVTC icon
998
Evertec
EVTC
$1.91B
$725K ﹤0.01%
31,912
-17,816
-36% -$546K
WBD icon
999
Warner Bros
WBD
$69.6B
$723K ﹤0.01%
37,180
-380,654
-91% -$10.4M
ABCB icon
1000
Ameris Bancorp
ABCB
$6B
$718K ﹤0.01%
30,236
-19,512
-39% -$696K
38 39
40
41 42

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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.