We are live on ! Find out more
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
HE icon
826
Hawaiian Electric Industries
HE
$2.04B
$1.28M 0.01%
29,655
+2,773
+10% +$128K
WHR icon
827
Whirlpool
WHR
$2.79B
$1.27M 0.01%
14,859
-7,811
-34% -$1.03M
ARWR icon
828
Arrowhead Research
ARWR
$12.1B
$1.27M 0.01%
44,126
+14,126
+47% +$570K
PRGS icon
829
Progress Software
PRGS
$1.83B
$1.27M 0.01%
39,596
-4,951
-11% -$199K
STL
830
DELISTED
Sterling Bancorp
STL
$1.27M 0.01%
+121,348
New +$2.09M
ITRI icon
831
Itron
ITRI
$4.5B
$1.27M 0.01%
22,672
-2,903
-11% -$221K
COLB icon
832
Columbia Banking Systems
COLB
$9.18B
$1.26M 0.01%
47,163
+10,367
+28% +$364K
PRLB icon
833
Protolabs
PRLB
$2.21B
$1.25M 0.01%
16,415
+3,926
+31% +$364K
CCL icon
834
Carnival Corporation Ltd
CCL
$38.9B
$1.24M 0.01%
94,176
-1,252
-1% -$44.6K
LNC icon
835
Lincoln National
LNC
$8.67B
$1.23M 0.01%
46,630
-52,917
-53% -$2.51M
ELME
836
Elme Communities
ELME
$144M
$1.23M 0.01%
51,325
+827
+2% +$23.5K
RHI icon
837
Robert Half
RHI
$4.48B
$1.22M 0.01%
32,371
+4,364
+16% +$236K
IRDM icon
838
Iridium Communications
IRDM
$5.27B
$1.22M 0.01%
54,462
+14,251
+35% +$369K
HI
839
DELISTED
Hillenbrand
HI
$1.21M 0.01%
63,404
-8,772
-12% -$228K
BCO icon
840
Brink's
BCO
$4.72B
$1.2M 0.01%
23,116
+2,162
+10% +$169K
DISH
841
DELISTED
DISH Network Corp.
DISH
$1.2M 0.01%
60,192
-555
-0.9% -$18K
ROL icon
842
Rollins
ROL
$17.4B
$1.2M 0.01%
49,656
-659
-1% -$16.3K
EE
843
DELISTED
El Paso Electric Company
EE
$1.19M 0.01%
17,555
-2,186
-11% -$148K
IOSP icon
844
Innospec
IOSP
$2.31B
$1.18M 0.01%
17,028
-6,700
-28% -$612K
BWA icon
845
BorgWarner
BWA
$13.8B
$1.18M 0.01%
55,152
-77,849
-59% -$2.25M
MSM icon
846
MSC Industrial Direct
MSM
$6.77B
$1.18M 0.01%
21,460
+5,087
+31% +$335K
PNR icon
847
Pentair
PNR
$10.7B
$1.18M 0.01%
39,521
-524
-1% -$21.1K
HAIN icon
848
Hain Celestial
HAIN
$53.9M
$1.17M 0.01%
45,155
+4,223
+10% +$105K
KNSL icon
849
Kinsale Capital Group
KNSL
$8.59B
$1.17M 0.01%
11,223
-958
-8% -$108K
PK icon
850
Park Hotels & Resorts
PK
$3.03B
$1.17M 0.01%
148,198
+83,859
+130% +$1.58M
32 33
34
35 36

Similar funds

Eagle Capital Management (New York)
Eagle Capital Management (New York) New York $29.8B AUM 12.13% 1-Year Est. Return
Coatue Management
Coatue Management New York $29.1B AUM 96.54% 1-Year Est. Return
Hudson Bay Capital Management
Hudson Bay Capital Management Stamford, Connecticut $29B AUM 30.2% 1-Year Est. Return
Lord, Abbett & Co
Lord, Abbett & Co Jersey City, New Jersey $30.6B AUM 57.44% 1-Year Est. Return
Ohio Public Employees Retirement System (OPERS)
Ohio Public Employees Retirement System (OPERS) Columbus, Ohio $30.9B AUM 29.72% 1-Year Est. Return
PCH
Polar Capital Holdings London, United Kingdom $28.2B AUM 115.26% 1-Year Est. Return
N
Natixis Paris, France $28B AUM 26.79% 1-Year Est. Return
Gates Foundation Trust
Gates Foundation Trust Kirkland, Washington $31.7B AUM 20.52% 1-Year Est. Return

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.