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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
PAYC icon
626
Paycom
PAYC
$10.1B
$2.33M 0.01%
+11,533
New +$3.16M
ZBRA icon
627
Zebra Technologies
ZBRA
$18B
$2.33M 0.01%
12,677
-24,268
-66% -$5.45M
CBOE icon
628
Cboe Global Markets
CBOE
$30.6B
$2.33M 0.01%
26,065
-347
-1% -$38.8K
GMED icon
629
Globus Medical
GMED
$11.5B
$2.33M 0.01%
54,658
-22,083
-29% -$1.09M
CCOI icon
630
Cogent Communications
CCOI
$530M
$2.31M 0.01%
28,180
-3,495
-11% -$264K
MAS icon
631
Masco
MAS
$14.7B
$2.31M 0.01%
66,795
-162,295
-71% -$7.09M
FCX icon
632
Freeport-McMoran
FCX
$93.6B
$2.3M 0.01%
341,126
-4,533
-1% -$47.4K
GPC icon
633
Genuine Parts
GPC
$18.7B
$2.3M 0.01%
34,160
-455
-1% -$40.5K
SLGN icon
634
Silgan Holdings
SLGN
$4.46B
$2.3M 0.01%
79,177
+7,404
+10% +$223K
OHI icon
635
Omega Healthcare
OHI
$13.9B
$2.3M 0.01%
86,552
-40,036
-32% -$1.52M
WLY icon
636
John Wiley & Sons Class A
WLY
$2.63B
$2.29M 0.01%
61,082
+11,201
+22% +$470K
TREX icon
637
Trex
TREX
$5.1B
$2.28M 0.01%
56,824
+5,314
+10% +$249K
HBI
638
DELISTED
Hanesbrands
HBI
$2.27M 0.01%
288,359
+17,883
+7% +$227K
CFR icon
639
Cullen/Frost Bankers
CFR
$10.5B
$2.27M 0.01%
40,649
+3,801
+10% +$310K
NDSN icon
640
Nordson
NDSN
$17.3B
$2.26M 0.01%
16,707
+1,562
+10% +$240K
BRX icon
641
Brixmor Property Group
BRX
$9.21B
$2.25M 0.01%
236,510
+12,117
+5% +$217K
VLY icon
642
Valley National Bancorp
VLY
$8.3B
$2.25M 0.01%
307,059
+22,890
+8% +$224K
EHTH icon
643
eHealth
EHTH
$38.8M
$2.24M 0.01%
15,920
+5,503
+53% +$631K
NTAP icon
644
NetApp
NTAP
$40.2B
$2.24M 0.01%
53,658
-57,114
-52% -$2.95M
TXNM
645
TXNM Energy Inc
TXNM
$5.91B
$2.22M 0.01%
58,357
-1,737
-3% -$84.2K
BHF icon
646
Brighthouse Financial
BHF
$3.42B
$2.21M 0.01%
91,552
+7,150
+8% +$253K
HOLX
647
DELISTED
Hologic
HOLX
$2.21M 0.01%
63,044
-23,180
-27% -$1.1M
CYBR
648
DELISTED
CyberArk
CYBR
$2.21M 0.01%
25,819
-20,176
-44% -$2.33M
MTX icon
649
Minerals Technologies
MTX
$2.26B
$2.2M 0.01%
60,598
+5,667
+10% +$274K
VAR
650
DELISTED
Varian Medical Systems, Inc.
VAR
$2.19M 0.01%
21,371
-284
-1% -$37.5K
24 25
26
27 28

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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.