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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
DEA
851
Easterly Government Properties
DEA
$1.18B
$1.17M 0.01%
18,936
+1,078
+6% +$64.5K
GRUB
852
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.16M 0.01%
14,206
+1,328
+10% +$131K
PBCT
853
DELISTED
People's United Financial Inc
PBCT
$1.15M 0.01%
104,418
-1,388
-1% -$20.6K
XEC
854
DELISTED
CIMAREX ENERGY CO
XEC
$1.15M 0.01%
68,492
+27,475
+67% +$987K
LCII icon
855
LCI Industries
LCII
$2.6B
$1.15M 0.01%
17,172
-95
-0.6% -$9.27K
FULT icon
856
Fulton Financial
FULT
$4.69B
$1.14M 0.01%
99,407
-72,288
-42% -$1.11M
ROG icon
857
Rogers Corp
ROG
$2.46B
$1.14M 0.01%
12,055
+1,666
+16% +$189K
FBP icon
858
First Bancorp
FBP
$4.49B
$1.13M 0.01%
212,644
-5,731
-3% -$47.1K
SJNK icon
859
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.81B
$1.13M 0.01%
48,000
-700
-1% -$18.2K
FORM icon
860
FormFactor
FORM
$10.3B
$1.13M 0.01%
56,262
-18,039
-24% -$431K
NSA
861
DELISTED
National Storage Affiliates Trust
NSA
$1.13M 0.01%
38,142
+1,064
+3% +$35.3K
HXL icon
862
Hexcel
HXL
$7.74B
$1.13M 0.01%
30,336
+2,837
+10% +$183K
SPSC icon
863
SPS Commerce
SPSC
$2.86B
$1.12M 0.01%
24,156
-11,010
-31% -$581K
AZTA icon
864
Azenta
AZTA
$1.49B
$1.12M 0.01%
36,736
+676
+2% +$24.6K
AY
865
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.12M 0.01%
50,203
– –
AAL icon
866
American Airlines Group
AAL
$9.97B
$1.12M 0.01%
91,663
-1,219
-1% -$27.8K
RMBS icon
867
Rambus
RMBS
$10.8B
$1.11M 0.01%
100,150
-11,733
-10% -$163K
KWR icon
868
Quaker Houghton
KWR
$2.95B
$1.11M 0.01%
8,783
+29
+0.3% +$4.7K
VC icon
869
Visteon
VC
$2.86B
$1.11M 0.01%
23,116
+2,162
+10% +$157K
AIT icon
870
Applied Industrial Technologies
AIT
$13.2B
$1.1M 0.01%
24,123
-13,605
-36% -$805K
RDWR icon
871
Radware
RDWR
$1.25B
$1.1M 0.01%
52,233
-22,062
-30% -$519K
ATR icon
872
AptarGroup
ATR
$8.43B
$1.1M 0.01%
+11,032
New +$1.2M
BEN icon
873
Franklin Resources
BEN
$17.2B
$1.09M 0.01%
65,577
-872
-1% -$20K
FSS icon
874
Federal Signal
FSS
$7.51B
$1.09M 0.01%
40,061
-1,770
-4% -$55.1K
FFBC icon
875
First Financial Bancorp
FFBC
$3.6B
$1.09M 0.01%
73,116
+40,078
+121% +$860K
33 34
35
36 37

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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.