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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
VTIP icon
151
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
$33.6M 0.16%
679,700
+44,900
+7% +$2.21M
MCK icon
152
McKesson
MCK
$100B
$33.5M 0.16%
225,671
+4,924
+2% +$721K
TRP icon
153
TC Energy
TRP
$65.8B
$33.2M 0.16%
721,654
– –
BFH icon
154
Bread Financial
BFH
$4.47B
$32.5M 0.15%
163,595
-11,006
-6% -$2.08M
ENB icon
155
Enbridge
ENB
$112B
$32.4M 0.15%
774,670
– –
BCE icon
156
BCE
BCE
$21.5B
$31.8M 0.15%
720,661
– –
TFCFA
157
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$31.7M 0.15%
979,262
-10,402
-1% -$318K
VEA icon
158
Vanguard FTSE Developed Markets ETF
VEA
$239B
$31.4M 0.15%
798,000
+30,100
+4% +$1.15M
CM icon
159
Canadian Imperial Bank of Commerce
CM
$111B
$30.8M 0.15%
716,646
– –
CL icon
160
Colgate-Palmolive
CL
$73.8B
$30.7M 0.14%
418,937
-302,506
-42% -$21.2M
GIS icon
161
General Mills
GIS
$20.5B
$30.6M 0.14%
518,538
+334,195
+181% +$20.4M
RAI
162
DELISTED
Reynolds American Inc
RAI
$30.6M 0.14%
485,501
+54,514
+13% +$3.28M
CNQ icon
163
Canadian Natural Resources
CNQ
$97.8B
$30.5M 0.14%
1,908,290
– –
KMB icon
164
Kimberly-Clark
KMB
$36.4B
$30.4M 0.14%
230,882
+119,009
+106% +$15M
COF icon
165
Capital One
COF
$136B
$30M 0.14%
346,274
-24,050
-6% -$2.14M
CHD icon
166
Church & Dwight Co
CHD
$24B
$29.6M 0.14%
594,076
+428,078
+258% +$20.5M
IP icon
167
International Paper
IP
$21.8B
$29.5M 0.14%
613,348
+157,348
+35% +$7.88M
QCOM icon
168
Qualcomm
QCOM
$173B
$29.4M 0.14%
513,535
-103,425
-17% -$6M
SWK icon
169
Stanley Black & Decker
SWK
$15.5B
$29.3M 0.14%
220,656
+100,675
+84% +$12.6M
GM icon
170
General Motors
GM
$76.2B
$29.1M 0.14%
822,301
-40,973
-5% -$1.5M
MFC icon
171
Manulife Financial
MFC
$72.7B
$28.2M 0.13%
1,593,266
– –
AME icon
172
Ametek
AME
$58.7B
$27.9M 0.13%
515,830
+322,492
+167% +$17M
CVS icon
173
CVS Health
CVS
$122B
$27.9M 0.13%
354,775
-83,003
-19% -$6.63M
MAR icon
174
Marriott International
MAR
$92.7B
$27.5M 0.13%
291,697
+66,937
+30% +$5.81M
CBRE icon
175
CBRE Group
CBRE
$43B
$27.4M 0.13%
788,906
+296,381
+60% +$9.91M
5 6
7
8 9

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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.