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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
MBB icon
51
iShares MBS ETF
MBB
$39.2B
$79.3M 0.4%
740,600
+62,900
+9% +$6.74M
EWM icon
52
iShares MSCI Malaysia ETF
EWM
$332M
$75.8M 0.39%
2,340,190
-135,464
-5% -$4.34M
EIDO icon
53
iShares MSCI Indonesia ETF
EIDO
$486M
$75.3M 0.38%
2,820,875
-223,029
-7% -$6M
VTI icon
54
Vanguard Morningstar Total Stock Market ETF
VTI
$697B
$72.8M 0.37%
561,700
+32,300
+6% +$4.09M
CELG
55
DELISTED
Celgene Corp
CELG
$72.6M 0.37%
498,063
+51,567
+12% +$7.02M
AMGN icon
56
Amgen
AMGN
$226B
$72M 0.37%
386,362
-272,412
-41% -$48.3M
STZ icon
57
Constellation Brands
STZ
$23.3B
$71.7M 0.36%
359,510
+16,361
+5% +$3.24M
AET
58
DELISTED
Aetna Inc
AET
$71.4M 0.36%
448,912
-108,902
-20% -$17M
GS icon
59
Goldman Sachs
GS
$308B
$69.7M 0.35%
293,871
-89,301
-23% -$20.1M
KO icon
60
Coca-Cola
KO
$377B
$69.6M 0.35%
1,546,201
-163,048
-10% -$7.42M
LRCX icon
61
Lam Research
LRCX
$420B
$69.4M 0.35%
3,750,410
-623,670
-14% -$10.1M
UNP icon
62
Union Pacific
UNP
$177B
$68.3M 0.35%
588,692
+1,079
+0.2% +$116K
INTC icon
63
Intel
INTC
$533B
$68M 0.35%
1,785,397
-741,935
-29% -$26.4M
SWKS icon
64
Skyworks Solutions
SWKS
$10.4B
$67.5M 0.34%
662,549
-123,424
-16% -$12.8M
CXO
65
DELISTED
CONCHO RESOURCES INC.
CXO
$66.7M 0.34%
506,488
+234,730
+86% +$28.2M
ABT icon
66
Abbott
ABT
$194B
$65.5M 0.33%
1,228,392
+196,034
+19% +$9.84M
EXC icon
67
Exelon
EXC
$47B
$65.2M 0.33%
2,426,903
+154,634
+7% +$4.14M
TMO icon
68
Thermo Fisher Scientific
TMO
$223B
$65.1M 0.33%
344,325
-1,256
-0.4% -$227K
EL icon
69
Estee Lauder
EL
$31.8B
$65.1M 0.33%
603,428
+519,390
+618% +$53.3M
MDT icon
70
Medtronic
MDT
$117B
$62.5M 0.32%
803,567
-213,146
-21% -$17.7M
TSN icon
71
Tyson Foods
TSN
$19.9B
$62.3M 0.32%
884,891
+225,168
+34% +$14.4M
CSCO icon
72
Cisco
CSCO
$455B
$61.4M 0.31%
1,826,169
-958,937
-34% -$30.5M
BNS icon
73
Scotiabank
BNS
$111B
$61.3M 0.31%
955,262
-51,646
-5% -$3.21M
LMT icon
74
Lockheed Martin
LMT
$139B
$61.1M 0.31%
196,807
-61,479
-24% -$18.3M
LLY icon
75
Eli Lilly
LLY
$1.09T
$61M 0.31%
712,818
-350,056
-33% -$28.7M
1 2
3
4 5

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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.