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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
+7.13%
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
$21.2B
AUM Growth
+$2.28B
Cap. Flow
+$726M
Cap. Flow %
3.42%
Top 10 Hldgs %
18.53%
Holding
1,582
New
68
Increased
889
Reduced
379
Closed
81

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$86.5M
2
XOM icon
ExxonMobil
XOM
+$59.6M
3
AMZN icon
Amazon
AMZN
+$59M
4
EXC icon
Exelon
EXC
+$49.6M
5
CAG icon
Conagra Brands
CAG
+$48.5M

Top Sells

Rank Stock Value
1
PEP icon
PepsiCo
PEP
+$64.8M
2
DTE icon
DTE Energy
DTE
+$51.6M
3
SJM icon
J.M. Smucker
SJM
+$35.4M
4
NEE icon
NextEra Energy
NEE
+$25.7M
5
CL icon
Colgate-Palmolive
CL
+$21.2M

Sector Composition

Rank Sector Weight
1 Financials 14.54%
2 Technology 13.62%
3 Healthcare 10.32%
4 Industrials 9.12%
5 Consumer Discretionary 7.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRSH
126
Marsh
MRSH
$89.4B
$41M 0.19%
554,551
+93,756
+20% +$6.7M
CHTR icon
127
Charter Communications
CHTR
$18.1B
$40.5M 0.19%
123,755
-10,765
-8% -$3.43M
DD
128
DELISTED
Du Pont De Nemours E I
DD
$40.5M 0.19%
503,861
+162,764
+48% +$12.6M
FDX icon
129
FedEx
FDX
$78.7B
$40M 0.19%
204,817
+73,416
+56% +$14M
BMO icon
130
Bank of Montreal
BMO
$128B
$39.9M 0.19%
534,740
– –
BNY
131
Bank of New York Mellon
BNY
$109B
$39.4M 0.19%
834,616
-233,731
-22% -$10.9M
EQT icon
132
EQT Corp
EQT
$33.7B
$39.2M 0.18%
1,179,012
-44,862
-4% -$1.5M
MA icon
133
Mastercard
MA
$489B
$39.2M 0.18%
348,475
-178,558
-34% -$19.6M
AMT icon
134
American Tower
AMT
$80.7B
$38.8M 0.18%
318,851
+36,275
+13% +$3.99M
EFA icon
135
iShares MSCI EAFE ETF
EFA
$80.2B
$38.4M 0.18%
617,040
– –
DHR icon
136
Danaher
DHR
$144B
$38.2M 0.18%
503,609
-77,144
-13% -$5.74M
EPHE icon
137
iShares MSCI Philippines ETF
EPHE
$146M
$37.8M 0.18%
1,105,327
– –
TUR icon
138
iShares MSCI Turkey ETF
TUR
$221M
$37.3M 0.18%
1,041,989
– –
HUM icon
139
Humana
HUM
$46.2B
$36M 0.17%
174,808
-10,982
-6% -$2.27M
MON
140
DELISTED
Monsanto Co
MON
$35.8M 0.17%
316,625
+10,291
+3% +$1.14M
SPG icon
141
Simon Property Group
SPG
$71.8B
$35.7M 0.17%
207,331
-10,604
-5% -$1.89M
VMW
142
DELISTED
VMware, Inc
VMW
$35.3M 0.17%
382,761
-23,389
-6% -$2.06M
TT icon
143
Trane Technologies
TT
$106B
$35.2M 0.17%
432,511
+40,697
+10% +$3.23M
ZBH icon
144
Zimmer Biomet
ZBH
$18.8B
$34.7M 0.16%
292,864
+81,335
+38% +$9.22M
STZ icon
145
Constellation Brands
STZ
$23.1B
$34.6M 0.16%
213,768
+140,909
+193% +$22M
ROK icon
146
Rockwell Automation
ROK
$49.6B
$34M 0.16%
218,557
+144,419
+195% +$21.6M
KHC icon
147
Kraft Heinz
KHC
$29.6B
$34M 0.16%
374,293
-223,560
-37% -$20.1M
EOG icon
148
EOG Resources
EOG
$74.6B
$33.9M 0.16%
347,190
+6,044
+2% +$603K
ROP icon
149
Roper Technologies
ROP
$38.4B
$33.7M 0.16%
162,980
+62,843
+63% +$12.6M
VNQ icon
150
Vanguard Real Estate ETF
VNQ
$39B
$33.6M 0.16%
407,278
-108,325
-21% -$8.99M
4 5
6
7 8

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State of Tennessee, Department of Treasury's Q1 2017 Portfolio in Review

As of Q1 2017, State of Tennessee, Department of Treasury held 1,582 positions worth $21.2B, up 12% from $18.9B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

State of Tennessee, Department of Treasury deployed $726M of net new capital in Q1 2017, opening 68 new positions and adding to 889 existing holdings. Its largest new stake was Lamb Weston: 267,184 shares worth $11.2M.

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

On the sell side, the largest reduction was PepsiCo, an estimated $64.8M trimmed.

  • State of Tennessee, Department of Treasury's largest Q1 2017 buy was Lamb Weston: 267,184 shares worth $11.2M.
  • State of Tennessee, Department of Treasury added most to Microsoft in Q1 2017, an estimated $86.5M increase.
  • State of Tennessee, Department of Treasury's biggest Q1 2017 reduction was PepsiCo, cutting an estimated $64.8M.
  • State of Tennessee, Department of Treasury fully exited Harman International Industries in Q1 2017, selling an estimated $18.3M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 19% of its $21.2B portfolio in Q1 2017.
  • State of Tennessee, Department of Treasury opened 68 new positions and closed 81 in Q1 2017.
  • State of Tennessee, Department of Treasury's portfolio value rose 12% quarter-over-quarter to $21.2B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q1 2017, filed 8 May 2017.