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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
VFC icon
451
VF Corp
VFC
$5.79B
$4.16M 0.02%
76,996
-27,440
-26% -$2.14M
NVMI
452
Nova
NVMI
$13.1B
$4.16M 0.02%
127,447
-4,663
-4% -$170K
MPWR icon
453
Monolithic Power Systems
MPWR
$67B
$4.13M 0.02%
24,692
-14,691
-37% -$2.52M
PRI icon
454
Primerica
PRI
$9.62B
$4.12M 0.02%
46,589
-6,141
-12% -$702K
Y
455
DELISTED
Alleghany Corp
Y
$4.11M 0.02%
7,436
+695
+10% +$500K
ROK icon
456
Rockwell Automation
ROK
$49.5B
$4.1M 0.02%
27,166
-362
-1% -$67.1K
DLTR icon
457
Dollar Tree
DLTR
$24.9B
$4.09M 0.02%
55,642
-19,865
-26% -$1.69M
WRK
458
DELISTED
WestRock Company
WRK
$4.05M 0.02%
143,232
-19,272
-12% -$693K
IART icon
459
Integra LifeSciences
IART
$1.42B
$4.04M 0.02%
90,527
+18,466
+26% +$969K
SNX icon
460
TD Synnex
SNX
$20.4B
$4.04M 0.02%
110,396
+10,324
+10% +$633K
WMB icon
461
Williams Companies
WMB
$89.3B
$4.03M 0.02%
284,966
-168,885
-37% -$3.27M
COR
462
DELISTED
Coresite Realty Corporation
COR
$4.02M 0.02%
34,686
-16,756
-33% -$1.87M
O icon
463
Realty Income
O
$59.6B
$4.01M 0.02%
83,001
+2,871
+4% +$200K
KGC icon
464
Kinross Gold
KGC
$31.9B
$4M 0.02%
1,007,342
+55,158
+6% +$267K
HQY icon
465
HealthEquity
HQY
$8.83B
$3.99M 0.02%
78,886
+17,377
+28% +$1.15M
SCI icon
466
Service Corp International
SCI
$11.3B
$3.99M 0.02%
101,933
+9,532
+10% +$443K
LW icon
467
Lamb Weston
LW
$7.39B
$3.97M 0.02%
69,540
-7,164
-9% -$589K
LUV icon
468
Southwest Airlines
LUV
$22B
$3.97M 0.02%
111,360
-85,388
-43% -$4.23M
MTD icon
469
Mettler-Toledo International
MTD
$28.7B
$3.95M 0.02%
5,726
-76
-1% -$56.7K
CMG icon
470
Chipotle Mexican Grill
CMG
$41.3B
$3.93M 0.02%
300,600
-973,050
-76% -$15.4M
SLM icon
471
SLM Corp
SLM
$5.22B
$3.92M 0.02%
545,429
-38,041
-7% -$367K
PH icon
472
Parker-Hannifin
PH
$134B
$3.92M 0.02%
30,204
-400
-1% -$72.4K
LECO icon
473
Lincoln Electric
LECO
$15.5B
$3.9M 0.02%
56,534
+5,287
+10% +$453K
INGR icon
474
Ingredion
INGR
$6.63B
$3.89M 0.02%
51,546
+4,820
+10% +$414K
AOS icon
475
A.O. Smith
AOS
$8.49B
$3.88M 0.02%
102,651
+6,157
+6% +$262K
17 18
19
20 21

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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.