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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
VNQ icon
201
Vanguard Real Estate ETF
VNQ
$39.1B
$25.8M 0.12%
310,900
+48,000
+18% +$4.02M
MAS icon
202
Masco
MAS
$14.8B
$25.7M 0.11%
584,733
+134,116
+30% +$5.45M
AOS icon
203
A.O. Smith
AOS
$8.44B
$25.5M 0.11%
415,528
-20,664
-5% -$1.25M
AME icon
204
Ametek
AME
$58.7B
$25.1M 0.11%
346,265
+54,022
+18% +$3.76M
CFG icon
205
Citizens Financial Group
CFG
$31.2B
$25.1M 0.11%
597,535
+22,730
+4% +$889K
OXY icon
206
Occidental Petroleum
OXY
$57.8B
$24.6M 0.11%
333,706
+72,893
+28% +$4.95M
AVY icon
207
Avery Dennison
AVY
$13.5B
$24.5M 0.11%
213,529
-277,321
-56% -$30M
ACN icon
208
Accenture
ACN
$109B
$24.5M 0.11%
159,871
-57,155
-26% -$8.28M
JNK icon
209
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
$24.4M 0.11%
221,300
+42,433
+24% +$4.7M
GILD icon
210
Gilead Sciences
GILD
$170B
$24.2M 0.11%
337,927
-646,682
-66% -$49.1M
NTRS icon
211
Northern Trust
NTRS
$34.7B
$23.9M 0.11%
238,840
+53,218
+29% +$5.07M
YUM icon
212
Yum! Brands
YUM
$41.5B
$23.4M 0.1%
287,180
+62,162
+28% +$4.92M
WM icon
213
Waste Management
WM
$90.2B
$23.3M 0.1%
270,439
+159,841
+145% +$13M
DHR icon
214
Danaher
DHR
$143B
$22.6M 0.1%
274,072
-204,221
-43% -$16.6M
JBHT icon
215
JB Hunt Transport Services
JBHT
$26.4B
$22.2M 0.1%
193,419
+36,171
+23% +$3.9M
CCL icon
216
Carnival Corporation Ltd
CCL
$38.7B
$22.2M 0.1%
334,758
+23,943
+8% +$1.59M
SHW icon
217
Sherwin-Williams
SHW
$87.1B
$22.1M 0.1%
161,727
+54,369
+51% +$7.15M
VLO icon
218
Valero Energy
VLO
$96.5B
$22.1M 0.1%
240,248
-3,800
-2% -$313K
WBA
219
DELISTED
Walgreens Boots Alliance
WBA
$22M 0.1%
303,453
+23,688
+8% +$1.67M
AFL icon
220
Aflac
AFL
$60.7B
$22M 0.1%
501,552
+62,562
+14% +$2.67M
ROP icon
221
Roper Technologies
ROP
$38.5B
$21.7M 0.1%
83,951
+4,004
+5% +$1.03M
EVHC
222
DELISTED
Envision Healthcare Holdings Inc
EVHC
$21.6M 0.1%
625,398
+548,923
+718% +$19.2M
CP icon
223
Canadian Pacific Kansas City
CP
$82.2B
$21.4M 0.1%
583,170
– –
NUVA
224
DELISTED
NuVasive, Inc.
NUVA
$21.3M 0.1%
+365,000
New +$20.7M
TROW icon
225
T. Rowe Price
TROW
$23.5B
$21.2M 0.1%
202,392
-5,968
-3% -$582K
7 8
9
10 11

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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.