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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
+5.1%
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
$20.7B
AUM Growth
+$1.02B
Cap. Flow
+$67.4M
Cap. Flow %
0.33%
Top 10 Hldgs %
16.97%
Holding
1,493
New
46
Increased
468
Reduced
355
Closed
36

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$243M
2
GILD icon
Gilead Sciences
GILD
+$63.3M
3
MDT icon
Medtronic
MDT
+$58.6M
4
LLY icon
Eli Lilly
LLY
+$51M
5
SYY icon
Sysco
SYY
+$44.4M

Top Sells

Rank Stock Value
1
ESRX
Express Scripts Holding Company
ESRX
+$57.5M
2
SYK icon
Stryker
SYK
+$56.6M
3
PFE icon
Pfizer
PFE
+$53.4M
4
CVS icon
CVS Health
CVS
+$46.7M
5
CERN
Cerner Corp
CERN
+$46.3M

Sector Composition

Rank Sector Weight
1 Financials 14.18%
2 Technology 12.71%
3 Healthcare 11.26%
4 Industrials 8.94%
5 Consumer Discretionary 7.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VOO icon
26
Vanguard S&P 500 ETF
VOO
$1.04T
$147M 0.71%
740,880
-10,000
-1% -$1.98M
CMCSA icon
27
Comcast
CMCSA
$91.9B
$140M 0.68%
4,225,004
-294,606
-7% -$9.81M
INDY icon
28
iShares S&P India Nifty 50 Index Fund
INDY
$562M
$131M 0.63%
4,383,599
+1,400
+0% +$41.6K
EWW icon
29
iShares MSCI Mexico ETF
EWW
$1.88B
$128M 0.62%
2,644,883
+2,000
+0.1% +$101K
AMGN icon
30
Amgen
AMGN
$227B
$126M 0.61%
753,906
+23,409
+3% +$3.96M
MRK icon
31
Merck
MRK
$333B
$125M 0.61%
2,107,182
+663,743
+46% +$38.8M
MO icon
32
Altria Group
MO
$110B
$124M 0.6%
1,954,849
-218,088
-10% -$14.5M
INTC icon
33
Intel
INTC
$530B
$122M 0.59%
3,218,566
-415,011
-11% -$14.7M
DIS icon
34
Walt Disney
DIS
$180B
$117M 0.56%
1,255,947
+128,776
+11% +$12.3M
BAC icon
35
Bank of America
BAC
$448B
$113M 0.54%
7,208,735
-140,130
-2% -$2.09M
RY icon
36
Royal Bank of Canada
RY
$298B
$110M 0.53%
1,777,857
-371,748
-17% -$22.9M
UNH icon
37
UnitedHealth
UNH
$361B
$109M 0.53%
780,842
-212,486
-21% -$29.8M
WMT icon
38
Walmart Inc
WMT
$918B
$106M 0.51%
4,410,834
-919,902
-17% -$22.3M
C icon
39
Citigroup
C
$232B
$104M 0.5%
2,204,546
-140,873
-6% -$6.41M
CSCO icon
40
Cisco
CSCO
$445B
$104M 0.5%
3,271,838
-583,511
-15% -$17.9M
INDA icon
41
iShares MSCI India ETF
INDA
$6.58B
$101M 0.49%
3,434,066
– –
IBM icon
42
IBM
IBM
$221B
$99.5M 0.48%
655,201
-47,682
-7% -$7.24M
MCD icon
43
McDonald's
MCD
$193B
$98.3M 0.47%
852,218
-238,341
-22% -$28.2M
AVGO icon
44
Broadcom
AVGO
$2.01T
$95.3M 0.46%
5,526,640
-309,690
-5% -$5.18M
HON icon
45
Honeywell
HON
$73.9B
$94M 0.45%
896,971
-385,154
-30% -$40.2M
BMY icon
46
Bristol-Myers Squibb
BMY
$132B
$90.3M 0.44%
1,674,420
-39,294
-2% -$2.52M
EIDO icon
47
iShares MSCI Indonesia ETF
EIDO
$484M
$87.2M 0.42%
3,299,423
– –
GILD icon
48
Gilead Sciences
GILD
$170B
$85.2M 0.41%
1,076,735
+779,097
+262% +$63.3M
MDT icon
49
Medtronic
MDT
$117B
$85.2M 0.41%
985,593
+672,276
+215% +$58.6M
KO icon
50
Coca-Cola
KO
$377B
$84.4M 0.41%
1,993,178
-632,680
-24% -$27.7M
1
2
3 4 5

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State of Tennessee, Department of Treasury's Q3 2016 Portfolio in Review

As of Q3 2016, State of Tennessee, Department of Treasury held 1,493 positions worth $20.7B, up 5.2% from $19.7B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury's Q3 2016 filing shows 46 new, 468 increased, 355 reduced and 36 closed positions. Its largest new stake was Charter Communications: 160,124 shares worth $43.2M. The largest sale was Express Scripts Holding Company, an estimated $57.5M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q3 2016 buy was Charter Communications: 160,124 shares worth $43.2M.
  • State of Tennessee, Department of Treasury added most to iShares MSCI EAFE ETF in Q3 2016, an estimated $243M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2016 reduction was Express Scripts Holding Company, cutting an estimated $57.5M.
  • State of Tennessee, Department of Treasury fully exited EMC CORPORATION in Q3 2016, selling an estimated $21.4M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $20.7B portfolio in Q3 2016.
  • State of Tennessee, Department of Treasury opened 46 new positions and closed 36 in Q3 2016.
  • State of Tennessee, Department of Treasury's portfolio value rose 5.2% quarter-over-quarter to $20.7B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2016, filed 9 Nov 2016.