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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
OI icon
1151
O-I Glass
OI
$1.05B
$436K ﹤0.01%
61,321
+5,734
+10% +$62.8K
SCSC icon
1152
Scansource
SCSC
$1.06B
$436K ﹤0.01%
20,390
+7,345
+56% +$214K
ECPG icon
1153
Encore Capital Group
ECPG
$2.15B
$434K ﹤0.01%
18,585
+10,546
+131% +$355K
MAGN
1154
Magnera Corp
MAGN
$433M
$434K ﹤0.01%
2,727
+1,595
+141% +$314K
WORK
1155
DELISTED
Slack Technologies, Inc.
WORK
$433K ﹤0.01%
16,127
– –
LNN icon
1156
Lindsay Corp
LNN
$1.17B
$431K ﹤0.01%
4,701
+1,013
+27% +$99.8K
DMC
1157
Del Monte Corp
DMC
$1.44B
$429K ﹤0.01%
15,539
-5,317
-25% -$169K
ALGT icon
1158
Allegiant Air
ALGT
$2.36B
$428K ﹤0.01%
5,234
-485
-8% -$69.7K
RDN icon
1159
Radian Group
RDN
$4.92B
$425K ﹤0.01%
32,829
+5,403
+20% +$118K
AMSF icon
1160
AMERISAFE
AMSF
$504M
$424K ﹤0.01%
6,572
– –
CTS icon
1161
CTS Corp
CTS
$1.79B
$423K ﹤0.01%
17,001
+5,748
+51% +$156K
UEIC icon
1162
Universal Electronics
UEIC
$66.6M
$422K ﹤0.01%
10,999
-15
-0.1% -$679
CSR
1163
Centerspace
CSR
$939M
$421K ﹤0.01%
+7,650
New +$548K
MRTN icon
1164
Marten Transport
MRTN
$1.24B
$421K ﹤0.01%
30,810
-16,653
-35% -$230K
ADUS icon
1165
Addus HomeCare
ADUS
$2.2B
$419K ﹤0.01%
6,202
+1,757
+40% +$152K
CHX
1166
DELISTED
ChampionX
CHX
$415K ﹤0.01%
72,248
+6,756
+10% +$140K
COLD icon
1167
Americold
COLD
$4.32B
$415K ﹤0.01%
12,200
+1,765
+17% +$59.1K
OSUR icon
1168
OraSure Technologies
OSUR
$277M
$413K ﹤0.01%
38,453
-24,856
-39% -$178K
IBOC icon
1169
International Bancshares
IBOC
$4.57B
$409K ﹤0.01%
+15,226
New +$545K
MATW icon
1170
Matthews International
MATW
$722M
$409K ﹤0.01%
16,884
+6,106
+57% +$194K
UAA icon
1171
Under Armour
UAA
$2.3B
$408K ﹤0.01%
44,248
-588
-1% -$9.45K
CVET
1172
DELISTED
Covetrus, Inc. Common Stock
CVET
$408K ﹤0.01%
50,158
-16,785
-25% -$192K
TPH
1173
DELISTED
Tri Pointe Homes
TPH
$405K ﹤0.01%
46,230
+4,323
+10% +$63.2K
FCF icon
1174
First Commonwealth Financial
FCF
$2.19B
$403K ﹤0.01%
44,068
+10,197
+30% +$126K
CHCO icon
1175
City Holding Co
CHCO
$2.08B
$402K ﹤0.01%
6,049
+736
+14% +$54.3K
45 46
47
48 49

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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.