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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
VRE
1651
DELISTED
Veris Residential
VRE
– –
-97,816
Closed -$2.26M
WTFC icon
1652
Wintrust Financial
WTFC
$10.9B
– –
-33,985
Closed -$2.41M
ZYME icon
1653
Zymeworks
ZYME
$1.81B
– –
-2,828
Closed -$129K
XYZ
1654
Block Inc
XYZ
$48.3B
– –
-33,756
Closed -$2.11M
SGI
1655
Somnigroup International
SGI
$13.8B
– –
-8,724
Closed -$190K
BERY
1656
DELISTED
Berry Global Group, Inc.
BERY
– –
-3,573
Closed -$156K
TGA
1657
DELISTED
Transglobe Energy Corp
TGA
– –
-11,740
Closed -$16K
OMP
1658
DELISTED
Oasis Midstream Partners LP Common Units Representing Limited Partner Interests
OMP
– –
-8,696
Closed -$144K
ACIA
1659
DELISTED
Acacia Communications Inc
ACIA
– –
-2,219
Closed -$150K
PE
1660
DELISTED
PARSLEY ENERGY INC
PE
– –
-14,073
Closed -$266K
CHK
1661
DELISTED
Chesapeake Energy Corporation
CHK
– –
-736
Closed -$121K
AKS
1662
DELISTED
AK Steel Holding Corp
AKS
– –
-177,273
Closed -$584K
INXN
1663
DELISTED
Interxion Holding N.V.
INXN
– –
-13,411
Closed -$1.12M
CRCM
1664
DELISTED
CARE.COM, INC.
CRCM
– –
-29,005
Closed -$435K
DPLO
1665
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-19,135
Closed -$77K
IPHS
1666
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-6,697
Closed -$214K
LPT
1667
DELISTED
Liberty Property Trust
LPT
– –
-134,890
Closed -$8.1M
WCG
1668
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-23,170
Closed -$7.65M
MDR
1669
DELISTED
McDermott International
MDR
– –
-63,282
Closed -$43K
SRCI
1670
DELISTED
SRC Energy Inc
SRCI
– –
-254,903
Closed -$1.05M
JAG
1671
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-20,582
Closed -$175K
MDCO
1672
DELISTED
Medicines Co
MDCO
– –
-46,259
Closed -$3.93M
AVP
1673
DELISTED
Avon Products, Inc.
AVP
– –
-149,074
Closed -$841K
WLH
1674
DELISTED
WILLIAM LYON HOMES
WLH
– –
-11,138
Closed -$223K
63 64 65 66
67

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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.