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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
C icon
26
Citigroup
C
$231B
$136M 0.64%
2,278,341
-4,113
-0.2% -$243K
EWW icon
27
iShares MSCI Mexico ETF
EWW
$1.9B
$136M 0.64%
2,650,683
+3,500
+0.1% +$162K
UNH icon
28
UnitedHealth
UNH
$364B
$135M 0.64%
821,038
-14,219
-2% -$2.33M
AMGN icon
29
Amgen
AMGN
$225B
$129M 0.61%
783,570
+265,931
+51% +$44.2M
CMCSA icon
30
Comcast
CMCSA
$90.4B
$127M 0.6%
3,386,366
+297,010
+10% +$11M
MO icon
31
Altria Group
MO
$107B
$112M 0.53%
1,571,058
+227,790
+17% +$16.5M
AVGO icon
32
Broadcom
AVGO
$1.98T
$112M 0.53%
5,106,680
-394,980
-7% -$8.13M
INDA icon
33
iShares MSCI India ETF
INDA
$6.58B
$108M 0.51%
3,434,066
– –
BA icon
34
Boeing
BA
$183B
$106M 0.5%
599,420
+91,288
+18% +$15.5M
WMT icon
35
Walmart Inc
WMT
$923B
$104M 0.49%
4,349,163
+752,118
+21% +$17.3M
VZ icon
36
Verizon
VZ
$195B
$104M 0.49%
2,132,485
+118,543
+6% +$5.95M
GS icon
37
Goldman Sachs
GS
$302B
$103M 0.49%
450,405
+102,529
+29% +$24.8M
MRK icon
38
Merck
MRK
$328B
$103M 0.49%
1,697,309
-309,168
-15% -$18.8M
LLY icon
39
Eli Lilly
LLY
$1.09T
$103M 0.49%
1,222,822
+143,357
+13% +$11.5M
CSCO icon
40
Cisco
CSCO
$488B
$101M 0.48%
2,988,465
+703,786
+31% +$22.8M
MCD icon
41
McDonald's
MCD
$195B
$97.8M 0.46%
754,798
+101,063
+15% +$12.7M
AMAT icon
42
Applied Materials
AMAT
$435B
$96.3M 0.45%
2,475,761
+343,265
+16% +$12.3M
PEP icon
43
PepsiCo
PEP
$189B
$93.9M 0.44%
839,158
-604,075
-42% -$64.8M
HON icon
44
Honeywell
HON
$74.6B
$92.6M 0.44%
820,767
+117,608
+17% +$13M
INTC icon
45
Intel
INTC
$509B
$91.3M 0.43%
2,530,448
+689,752
+37% +$25M
RY icon
46
Royal Bank of Canada
RY
$297B
$88.9M 0.42%
1,224,040
– –
DD icon
47
DuPont de Nemours
DD
$19.5B
$88.6M 0.42%
550,734
+197,982
+56% +$30.7M
MMM icon
48
3M
MMM
$94.8B
$87.8M 0.41%
549,006
+264,006
+93% +$40.5M
BMY icon
49
Bristol-Myers Squibb
BMY
$130B
$86.4M 0.41%
1,589,635
-9,563
-0.6% -$525K
EIDO icon
50
iShares MSCI Indonesia ETF
EIDO
$492M
$85.1M 0.4%
3,299,423
– –
1
2
3 4 5

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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.