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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
+7.12%
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
$22.4B
AUM Growth
+$2.68B
Cap. Flow
+$1.47B
Cap. Flow %
6.57%
Top 10 Hldgs %
17.44%
Holding
1,558
New
85
Increased
369
Reduced
861
Closed
45

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$129M
2
AMZN icon
Amazon
AMZN
+$92.3M
3
XOM icon
ExxonMobil
XOM
+$78.4M
4
AMGN icon
Amgen
AMGN
+$71.1M
5
JNJ icon
Johnson & Johnson
JNJ
+$69.7M

Top Sells

Rank Stock Value
1
PM icon
Philip Morris
PM
+$89.7M
2
DD icon
DuPont de Nemours
DD
+$78.5M
3
IJH icon
iShares Core S&P Mid-Cap ETF
IJH
+$54.5M
4
GILD icon
Gilead Sciences
GILD
+$49.1M
5
UNH icon
UnitedHealth
UNH
+$42.9M

Sector Composition

Rank Sector Weight
1 Financials 15.39%
2 Technology 14.74%
3 Healthcare 10.3%
4 Industrials 10.2%
5 Consumer Discretionary 8.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CAT icon
51
Caterpillar
CAT
$393B
$86.9M 0.39%
551,769
+123,006
+29% +$17.1M
LMT icon
52
Lockheed Martin
LMT
$139B
$86.9M 0.39%
270,686
+73,879
+38% +$23.3M
TD icon
53
Toronto Dominion Bank
TD
$205B
$86.3M 0.39%
1,468,183
– –
VTI icon
54
Vanguard Morningstar Total Stock Market ETF
VTI
$697B
$84M 0.38%
611,900
+50,200
+9% +$6.72M
PX
55
DELISTED
Praxair Inc
PX
$83.2M 0.37%
537,762
+459,978
+591% +$68.2M
AXP icon
56
American Express
AXP
$232B
$82.6M 0.37%
831,304
+380,567
+84% +$36.2M
MU icon
57
Micron Technology
MU
$1.06T
$80.4M 0.36%
1,956,276
-256,846
-12% -$11.1M
CELG
58
DELISTED
Celgene Corp
CELG
$80.3M 0.36%
769,780
+271,717
+55% +$30.7M
EIDO icon
59
iShares MSCI Indonesia ETF
EIDO
$486M
$80.2M 0.36%
2,820,875
– –
MRK icon
60
Merck
MRK
$329B
$80M 0.36%
1,489,478
-197,765
-12% -$11M
TSN icon
61
Tyson Foods
TSN
$19.8B
$79.4M 0.36%
979,848
+94,957
+11% +$7.27M
RTX icon
62
RTX Corp
RTX
$296B
$78.9M 0.35%
982,955
+165,225
+20% +$12.5M
STZ icon
63
Constellation Brands
STZ
$23.4B
$77.4M 0.35%
338,742
-20,768
-6% -$4.49M
KO icon
64
Coca-Cola
KO
$376B
$77.2M 0.35%
1,682,097
+135,896
+9% +$6.25M
EWM icon
65
iShares MSCI Malaysia ETF
EWM
$331M
$77.2M 0.35%
2,340,190
– –
ADBE icon
66
Adobe
ADBE
$105B
$76.8M 0.34%
438,481
+55,623
+15% +$9.57M
MS icon
67
Morgan Stanley
MS
$345B
$74.2M 0.33%
1,414,606
+329,579
+30% +$16.7M
EXC icon
68
Exelon
EXC
$46.9B
$73.5M 0.33%
2,616,261
+189,358
+8% +$5.44M
GE icon
69
GE Aerospace
GE
$376B
$73.3M 0.33%
876,496
+97,283
+12% +$9.29M
IBM icon
70
IBM
IBM
$225B
$72.5M 0.32%
494,480
+162,874
+49% +$23.7M
AET
71
DELISTED
Aetna Inc
AET
$72M 0.32%
399,268
-49,644
-11% -$8.53M
ALXN
72
DELISTED
Alexion Pharmaceuticals
ALXN
$71.3M 0.32%
595,919
+244,916
+70% +$29.8M
CNI icon
73
Canadian National Railway
CNI
$77.3B
$70.6M 0.32%
856,282
-115,800
-12% -$9.33M
MO icon
74
Altria Group
MO
$110B
$70M 0.31%
980,096
+307,324
+46% +$20.6M
EL icon
75
Estee Lauder
EL
$32B
$69.1M 0.31%
543,385
-60,043
-10% -$7.21M
1 2
3
4 5

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State of Tennessee, Department of Treasury's Q4 2017 Portfolio in Review

As of Q4 2017, State of Tennessee, Department of Treasury held 1,558 positions worth $22.4B, up 14% from $19.7B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury deployed $1.47B of net new capital in Q4 2017, opening 85 new positions and adding to 369 existing holdings. Its largest new stake was Wright Medical Group Inc: 931,900 shares worth $20.7M.

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

On the sell side, the largest reduction was Philip Morris, an estimated $89.7M trimmed.

  • State of Tennessee, Department of Treasury's largest Q4 2017 buy was Wright Medical Group Inc: 931,900 shares worth $20.7M.
  • State of Tennessee, Department of Treasury added most to Microsoft in Q4 2017, an estimated $129M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2017 reduction was Philip Morris, cutting an estimated $89.7M.
  • State of Tennessee, Department of Treasury fully exited NXP Semiconductors in Q4 2017, selling an estimated $17.5M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $22.4B portfolio in Q4 2017.
  • State of Tennessee, Department of Treasury opened 85 new positions and closed 45 in Q4 2017.
  • State of Tennessee, Department of Treasury's portfolio value rose 14% quarter-over-quarter to $22.4B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2017, filed 12 Feb 2018.