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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
CY
1576
DELISTED
Cypress Semiconductor
CY
– –
-320,442
Closed -$3.67M
WNR
1577
DELISTED
Western Refining Inc
WNR
– –
-40,100
Closed -$1.52M
NTT
1578
DELISTED
Nippon Telegraph & Telephone
NTT
– –
-23,872
Closed -$1M
WOOF
1579
DELISTED
VCA Inc.
WOOF
– –
-70,000
Closed -$4.81M
AM
1580
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
– –
-53,676
Closed -$1.66M
60 61 62 63
64

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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.