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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
+5.42%
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
$19.7B
AUM Growth
-$1.19B
Cap. Flow
-$2.03B
Cap. Flow %
-10.33%
Top 10 Hldgs %
16.52%
Holding
1,533
New
38
Increased
263
Reduced
1,030
Closed
60

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$66.5M
2
EL icon
Estee Lauder
EL
+$53.3M
3
TMUS icon
T-Mobile US
TMUS
+$39.2M
4
XEL icon
Xcel Energy
XEL
+$37.8M
5
NEE icon
NextEra Energy
NEE
+$35.4M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$120M
2
AMZN icon
Amazon
AMZN
+$94.1M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$80.4M
4
XOM icon
ExxonMobil
XOM
+$70.7M
5
JNJ icon
Johnson & Johnson
JNJ
+$69.9M

Sector Composition

Rank Sector Weight
1 Financials 15.75%
2 Technology 13.87%
3 Healthcare 10.83%
4 Industrials 9.82%
5 Communication Services 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AEE icon
501
Ameren
AEE
$30.2B
$5.71M 0.03%
98,801
-837,062
-89% -$48.4M
PRI icon
502
Primerica
PRI
$9.62B
$5.71M 0.03%
70,000
– –
BIVV
503
DELISTED
Bioverativ Inc. Common Stock
BIVV
$5.71M 0.03%
100,000
– –
LEN icon
504
Lennar Class A
LEN
$21.1B
$5.65M 0.03%
112,354
+31,894
+40% +$1.59M
BEN icon
505
Franklin Resources
BEN
$17.2B
$5.64M 0.03%
126,738
-58,800
-32% -$2.58M
WTW icon
506
Willis Towers Watson
WTW
$31B
$5.63M 0.03%
36,538
-11,739
-24% -$1.75M
EXR icon
507
Extra Space Storage
EXR
$31.6B
$5.63M 0.03%
70,501
+11,063
+19% +$861K
ANSS
508
DELISTED
Ansys
ANSS
$5.62M 0.03%
45,829
-10,255
-18% -$1.29M
FICO icon
509
Fair Isaac
FICO
$24B
$5.62M 0.03%
40,000
– –
FITB
510
Fifth Third Bancorp
FITB
$52.5B
$5.61M 0.03%
200,454
-4,753
-2% -$126K
AAL icon
511
American Airlines Group
AAL
$9.97B
$5.6M 0.03%
117,933
-66,003
-36% -$3.19M
COR
512
DELISTED
Coresite Realty Corporation
COR
$5.59M 0.03%
50,000
+18,150
+57% +$1.99M
GIL icon
513
Gildan
GIL
$10.6B
$5.58M 0.03%
178,929
-13,761
-7% -$421K
FMC icon
514
FMC
FMC
$1.27B
$5.57M 0.03%
71,933
-281,878
-80% -$20.2M
KEY icon
515
KeyCorp
KEY
$24.6B
$5.57M 0.03%
295,907
-123,709
-29% -$2.24M
WAT icon
516
Waters Corp
WAT
$40.6B
$5.55M 0.03%
30,895
+1,656
+6% +$300K
LH icon
517
Labcorp
LH
$26.2B
$5.54M 0.03%
42,720
-852
-2% -$114K
LEG icon
518
Leggett & Platt
LEG
$1.32B
$5.54M 0.03%
116,002
-186
-0.2% -$8.99K
APA icon
519
APA Corp
APA
$14B
$5.53M 0.03%
120,842
-18,193
-13% -$802K
DISH
520
DELISTED
DISH Network Corp.
DISH
$5.53M 0.03%
101,896
-67,047
-40% -$3.96M
CMA
521
DELISTED
Comerica
CMA
$5.52M 0.03%
72,433
-52,388
-42% -$3.75M
ALB icon
522
Albemarle
ALB
$15.4B
$5.51M 0.03%
40,418
-78,652
-66% -$9.35M
MOH icon
523
Molina Healthcare
MOH
$10.7B
$5.5M 0.03%
80,000
– –
INCY icon
524
Incyte
INCY
$24.4B
$5.4M 0.03%
46,247
-59,272
-56% -$7.5M
WEC icon
525
WEC Energy
WEC
$35.9B
$5.39M 0.03%
85,870
-444
-0.5% -$28.3K
19 20
21
22 23

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State of Tennessee, Department of Treasury's Q3 2017 Portfolio in Review

As of Q3 2017, State of Tennessee, Department of Treasury held 1,533 positions worth $19.7B, down 5.7% from $20.9B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury withdrew a net $2.03B in Q3 2017, closing 60 positions and reducing 1,030 holdings. Its most notable exit was Reynolds American Inc, an estimated $60.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

Against the trend, State of Tennessee, Department of Treasury opened a new position in Snap worth $9.15M.

  • State of Tennessee, Department of Treasury's largest Q3 2017 buy was Snap: 629,112 shares worth $9.15M.
  • State of Tennessee, Department of Treasury added most to Procter & Gamble in Q3 2017, an estimated $66.5M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2017 reduction was Microsoft, cutting an estimated $120M.
  • State of Tennessee, Department of Treasury fully exited Reynolds American Inc in Q3 2017, selling an estimated $60.1M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $19.7B portfolio in Q3 2017.
  • State of Tennessee, Department of Treasury opened 38 new positions and closed 60 in Q3 2017.
  • State of Tennessee, Department of Treasury's portfolio value fell 5.7% quarter-over-quarter to $19.7B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2017, filed 1 Nov 2017.