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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
BRC icon
726
Brady Corp
BRC
$4.43B
$1.78M 0.01%
39,475
-1,203
-3% -$61.3K
PARA
727
DELISTED
Paramount Global Class B
PARA
$1.78M 0.01%
127,054
-1,688
-1% -$48.4K
WRB icon
728
W.R. Berkley
WRB
$26.2B
$1.78M 0.01%
76,759
-1,019
-1% -$30.4K
JWN
729
DELISTED
Nordstrom
JWN
$1.77M 0.01%
115,563
+8,118
+8% +$271K
CWT icon
730
California Water Service
CWT
$3.1B
$1.77M 0.01%
35,168
+1,789
+5% +$92.8K
SUM
731
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$1.76M 0.01%
119,609
+11,185
+10% +$217K
DNKN
732
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.76M 0.01%
33,146
+3,100
+10% +$215K
SON icon
733
Sonoco
SON
$5.77B
$1.75M 0.01%
37,841
+3,539
+10% +$189K
SIGI icon
734
Selective Insurance
SIGI
$5.59B
$1.75M 0.01%
+35,158
New +$2.14M
HUBB icon
735
Hubbell
HUBB
$26.8B
$1.74M 0.01%
15,173
+1,419
+10% +$191K
TAP icon
736
Molson Coors Class B
TAP
$7.85B
$1.72M 0.01%
44,167
-587
-1% -$29.7K
ITT icon
737
ITT
ITT
$19.4B
$1.72M 0.01%
37,881
+3,542
+10% +$220K
FL
738
DELISTED
Foot Locker
FL
$1.71M 0.01%
77,317
+476
+0.6% +$16.2K
PDCE
739
DELISTED
PDC Energy, Inc.
PDCE
$1.7M 0.01%
273,621
+151,475
+124% +$2.73M
GL icon
740
Globe Life
GL
$14B
$1.69M 0.01%
23,423
-312
-1% -$29.4K
SFNC icon
741
Simmons First National
SFNC
$3.46B
$1.68M 0.01%
91,503
+15,524
+20% +$353K
XRX icon
742
Xerox
XRX
$412M
$1.67M 0.01%
88,212
-22,507
-20% -$715K
EME icon
743
Emcor
EME
$36.7B
$1.66M 0.01%
27,093
+2,534
+10% +$195K
NEO icon
744
NeoGenomics
NEO
$2.11B
$1.66M 0.01%
60,051
+6,556
+12% +$196K
TFII icon
745
TFI International
TFII
$12.1B
$1.66M 0.01%
+75,883
New +$2.05M
EBS icon
746
Emergent Biosolutions
EBS
$230M
$1.62M 0.01%
28,008
-518
-2% -$29.9K
UAL icon
747
United Airlines
UAL
$41B
$1.61M 0.01%
51,164
-64,001
-56% -$4.23M
NRG icon
748
NRG Energy
NRG
$25.2B
$1.61M 0.01%
59,153
-69,054
-54% -$2.38M
SSD icon
749
Simpson Manufacturing
SSD
$8B
$1.61M 0.01%
26,021
-10,913
-30% -$852K
GBCI icon
750
Glacier Bancorp
GBCI
$6.48B
$1.61M 0.01%
47,401
+17,361
+58% +$692K
28 29
30
31 32

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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.