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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
WPG
1476
DELISTED
Washington Prime Group Inc.
WPG
$96K ﹤0.01%
13,252
+179
+1% +$4.21K
BJRI icon
1477
BJ's Restaurants
BJRI
$1.42B
$95K ﹤0.01%
6,868
-6,195
-47% -$199K
CENT icon
1478
Central Garden & Pet Co
CENT
$2.77B
$94K ﹤0.01%
4,283
– –
MCS icon
1479
Marcus Corp
MCS
$922M
$94K ﹤0.01%
7,655
+1,375
+22% +$34.6K
ASIX icon
1480
AdvanSix
ASIX
$445M
$93K ﹤0.01%
9,764
– –
REX icon
1481
REX American Resources
REX
$1.44B
$93K ﹤0.01%
11,994
– –
LEVI icon
1482
Levi Strauss
LEVI
$8.62B
$92K ﹤0.01%
7,416
+627
+9% +$11.1K
WT icon
1483
WisdomTree
WT
$3.44B
$92K ﹤0.01%
39,621
– –
DBI icon
1484
Designer Brands
DBI
$315M
$91K ﹤0.01%
18,368
-18,204
-50% -$236K
ETD icon
1485
Ethan Allen Interiors
ETD
$584M
$91K ﹤0.01%
8,913
– –
URBN icon
1486
Urban Outfitters
URBN
$6.55B
$90K ﹤0.01%
6,338
+593
+10% +$13.8K
DBD
1487
DELISTED
Diebold Nixdorf Incorporated
DBD
$90K ﹤0.01%
25,688
-15,789
-38% -$134K
TVTY
1488
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$90K ﹤0.01%
14,373
-10,413
-42% -$168K
HCI icon
1489
HCI Group
HCI
$2.31B
$89K ﹤0.01%
2,221
– –
PKE icon
1490
Park Aerospace
PKE
$803M
$88K ﹤0.01%
6,983
– –
HAYN
1491
DELISTED
Haynes International, Inc.
HAYN
$88K ﹤0.01%
4,260
-4,869
-53% -$128K
CHEF icon
1492
Chefs' Warehouse
CHEF
$4.57B
$87K ﹤0.01%
8,613
+610
+8% +$18.1K
DGII icon
1493
Digi International
DGII
$3.21B
$87K ﹤0.01%
9,091
-12,462
-58% -$173K
PARR icon
1494
Par Pacific Holdings
PARR
$4.09B
$87K ﹤0.01%
12,265
+2,140
+21% +$35.8K
MTRX icon
1495
Matrix Service
MTRX
$328M
$86K ﹤0.01%
9,046
-16,377
-64% -$252K
KRA
1496
DELISTED
Kraton Corporation
KRA
$85K ﹤0.01%
10,519
-6,294
-37% -$93.8K
HT
1497
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$84K ﹤0.01%
23,559
+2,792
+13% +$30.4K
CATO icon
1498
Cato Corp
CATO
$67.3M
$83K ﹤0.01%
7,790
– –
IVC
1499
DELISTED
Invacare Corporation
IVC
$83K ﹤0.01%
11,145
– –
MIME
1500
DELISTED
Mimecast Limited
MIME
$82K ﹤0.01%
+2,330
New +$101K
58 59
60
61 62

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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.