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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
AB icon
1601
AllianceBernstein
AB
$3.39B
– –
-18,958
Closed -$574K
ALK icon
1602
Alaska Air
ALK
$5.34B
– –
-408,590
Closed -$27.7M
ALL icon
1603
Allstate
ALL
$65.2B
– –
-436,595
Closed -$49.1M
OSG
1604
Octave Specialty Group
OSG
$210M
– –
-15,574
Closed -$336K
ATKR icon
1605
Atkore
ATKR
$3.17B
– –
-5,817
Closed -$235K
BDN
1606
Brandywine Realty Trust
BDN
$548M
– –
-101,109
Closed -$1.59M
BLDR icon
1607
Builders FirstSource
BLDR
$7.95B
– –
-9,671
Closed -$246K
BPT
1608
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
– –
-15,117
Closed -$104K
BRBR icon
1609
BellRing Brands
BRBR
$1.25B
– –
-9,781
Closed -$208K
BSM icon
1610
Black Stone Minerals
BSM
$3.04B
– –
-37,630
Closed -$479K
CCNE icon
1611
CNB Financial Corp
CCNE
$1.04B
– –
-6,450
Closed -$211K
CNS icon
1612
Cohen & Steers
CNS
$4.36B
– –
-4,154
Closed -$261K
CSTE icon
1613
Caesarstone
CSTE
$106M
– –
-4,771
Closed -$72K
CVLT icon
1614
Commault Systems
CVLT
$6.01B
– –
-11,773
Closed -$526K
DAR icon
1615
Darling Ingredients
DAR
$10.1B
– –
-107,935
Closed -$3.03M
DMLP icon
1616
Dorchester Minerals
DMLP
$1.36B
– –
-7,473
Closed -$146K
EAF icon
1617
GrafTech
EAF
$204M
– –
-1,220
Closed -$142K
EPD icon
1618
Enterprise Products Partners
EPD
$82.3B
– –
-1,871,679
Closed -$52.7M
EPR icon
1619
EPR Properties
EPR
$4.74B
– –
-21,969
Closed -$1.55M
GOOS
1620
Canada Goose Holdings
GOOS
$845M
– –
-30,771
Closed -$1.11M
GPRK icon
1621
GeoPark
GPRK
$598M
– –
-13,914
Closed -$306K
GSBC icon
1622
Great Southern Bancorp
GSBC
$886M
– –
-3,944
Closed -$250K
JOUT icon
1623
Johnson Outdoors
JOUT
$514M
– –
-3,594
Closed -$276K
LFUS icon
1624
Littelfuse
LFUS
$11.5B
– –
-17,170
Closed -$3.29M
LIVN icon
1625
LivaNova
LIVN
$4.49B
– –
-33,933
Closed -$2.56M
63 64
65
66 67

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PCH
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N
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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.