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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
FHN icon
551
First Horizon
FHN
$12.3B
$2.9M 0.02%
359,582
+63,626
+21% +$882K
LH icon
552
Labcorp
LH
$26.2B
$2.88M 0.02%
26,573
-354
-1% -$51K
IP icon
553
International Paper
IP
$21.8B
$2.87M 0.02%
97,354
-1,293
-1% -$48K
IBKR icon
554
Interactive Brokers
IBKR
$41.4B
$2.86M 0.02%
+264,760
New +$3.2M
JBHT icon
555
JB Hunt Transport Services
JBHT
$26.5B
$2.85M 0.02%
30,883
+747
+2% +$77.7K
UTHR icon
556
United Therapeutics
UTHR
$21.5B
$2.85M 0.02%
30,000
-12,924
-30% -$1.23M
CLGX
557
DELISTED
Corelogic, Inc.
CLGX
$2.85M 0.02%
93,143
-31,290
-25% -$1.39M
OMC icon
558
Omnicom Group
OMC
$24.2B
$2.81M 0.02%
51,191
-680
-1% -$48.3K
ACC
559
DELISTED
American Campus Communities, Inc.
ACC
$2.8M 0.02%
100,862
+9,432
+10% +$394K
STE icon
560
Steris
STE
$23B
$2.79M 0.02%
19,933
-265
-1% -$39.6K
SWX icon
561
Southwest Gas
SWX
$6.67B
$2.78M 0.02%
40,000
-5,179
-11% -$372K
DOC icon
562
Healthpeak Properties
DOC
$14.3B
$2.77M 0.02%
116,369
-58,646
-34% -$1.91M
WAT icon
563
Waters Corp
WAT
$40.6B
$2.76M 0.02%
15,149
-202
-1% -$42.6K
XYL icon
564
Xylem
XYL
$28.1B
$2.76M 0.02%
42,339
-562
-1% -$44.3K
LEG icon
565
Leggett & Platt
LEG
$1.32B
$2.75M 0.02%
103,189
+6,345
+7% +$264K
MMS icon
566
Maximus
MMS
$2.94B
$2.75M 0.02%
47,251
+9,077
+24% +$616K
JBLU icon
567
JetBlue
JBLU
$2.19B
$2.75M 0.02%
307,056
+28,714
+10% +$476K
TECK icon
568
Teck Resources
TECK
$31.3B
$2.74M 0.02%
362,842
-14,542
-4% -$174K
FHI icon
569
Federated Hermes
FHI
$4.74B
$2.74M 0.02%
143,894
+30,206
+27% +$897K
LQD icon
570
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$2.73M 0.02%
22,100
-201,400
-90% -$25.7M
ENR icon
571
Energizer
ENR
$1.55B
$2.71M 0.02%
89,497
+8,369
+10% +$380K
CINF icon
572
Cincinnati Financial
CINF
$26.5B
$2.69M 0.02%
35,722
-475
-1% -$47.3K
VSH icon
573
Vishay Intertechnology
VSH
$5.11B
$2.69M 0.02%
186,331
+7,425
+4% +$140K
TDY icon
574
Teledyne Technologies
TDY
$31.2B
$2.68M 0.02%
9,030
+844
+10% +$290K
DHI icon
575
D.R. Horton
DHI
$41.9B
$2.68M 0.02%
78,839
-87,065
-52% -$4.52M
21 22
23
24 25

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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.