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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
FR icon
576
First Industrial Realty Trust
FR
$8.4B
$4.51M 0.02%
150,000
– –
BWA icon
577
BorgWarner
BWA
$13.8B
$4.49M 0.02%
99,576
+16,428
+20% +$671K
WEX icon
578
WEX
WEX
$6.78B
$4.49M 0.02%
40,000
– –
MKSI icon
579
MKS Inc
MKSI
$20.7B
$4.47M 0.02%
47,343
-2,992
-6% -$245K
WWW icon
580
Wolverine World Wide
WWW
$1.63B
$4.47M 0.02%
154,842
+64,248
+71% +$1.74M
CDK
581
DELISTED
CDK Global, Inc.
CDK
$4.42M 0.02%
70,000
+10,000
+17% +$630K
MTD icon
582
Mettler-Toledo International
MTD
$28.7B
$4.4M 0.02%
7,027
-2,458
-26% -$1.48M
CTLT
583
DELISTED
CATALENT, INC.
CTLT
$4.39M 0.02%
110,000
+60,000
+120% +$2.22M
KDP icon
584
Keurig Dr Pepper
KDP
$42.3B
$4.37M 0.02%
49,445
-22,879
-32% -$2.08M
KSU
585
DELISTED
Kansas City Southern
KSU
$4.35M 0.02%
40,026
+11,010
+38% +$1.15M
BHF icon
586
Brighthouse Financial
BHF
$3.42B
$4.35M 0.02%
+71,525
New +$4.08M
MKC icon
587
McCormick & Company Non-Voting
MKC
$14.6B
$4.34M 0.02%
84,602
+22,664
+37% +$1.09M
DEI icon
588
Douglas Emmett
DEI
$1.99B
$4.34M 0.02%
110,000
+20,000
+22% +$766K
CRL icon
589
Charles River Laboratories
CRL
$13.4B
$4.32M 0.02%
40,000
– –
EPC icon
590
Edgewell Personal Care
EPC
$1.31B
$4.3M 0.02%
59,100
– –
VMC icon
591
Vulcan Materials
VMC
$36B
$4.3M 0.02%
35,961
-25,186
-41% -$3.02M
LHX icon
592
L3Harris
LHX
$53.7B
$4.29M 0.02%
32,586
-50,759
-61% -$6.09M
BB icon
593
BlackBerry
BB
$5.27B
$4.29M 0.02%
384,382
-12,981
-3% -$122K
ETFC
594
DELISTED
E*Trade Financial Corporation
ETFC
$4.29M 0.02%
98,364
-9,934
-9% -$403K
UAL icon
595
United Airlines
UAL
$41B
$4.28M 0.02%
70,360
-210,434
-75% -$14M
ALLE icon
596
Allegion
ALLE
$14.2B
$4.25M 0.02%
49,179
+10,615
+28% +$858K
O icon
597
Realty Income
O
$59.6B
$4.25M 0.02%
76,678
-396
-0.5% -$22K
LVLT
598
DELISTED
Level 3 Communications Inc
LVLT
$4.25M 0.02%
79,651
-16,862
-17% -$939K
PSB
599
DELISTED
PS Business Parks, Inc.
PSB
$4.24M 0.02%
31,739
+13,526
+74% +$1.8M
OLN icon
600
Olin
OLN
$2.17B
$4.23M 0.02%
123,600
– –
22 23
24
25 26

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PCH
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N
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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.