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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
FLR icon
751
Fluor
FLR
$7B
$2.63M 0.01%
50,016
-34,191
-41% -$1.86M
FRT icon
752
Federal Realty Investment Trust
FRT
$10.3B
$2.63M 0.01%
19,697
-2,680
-12% -$370K
TSEM icon
753
Tower Semiconductor
TSEM
$28.6B
$2.6M 0.01%
112,820
-22,380
-17% -$491K
PRGO icon
754
Perrigo
PRGO
$1.78B
$2.6M 0.01%
39,111
-5,511
-12% -$419K
ANDV
755
DELISTED
Andeavor
ANDV
$2.59M 0.01%
31,988
-4,590
-13% -$385K
WFM
756
DELISTED
Whole Foods Market Inc
WFM
$2.58M 0.01%
86,916
-12,369
-12% -$372K
JBTM
757
JBT Marel
JBTM
$6.1B
$2.58M 0.01%
29,330
+6,082
+26% +$527K
SKT icon
758
Tanger
SKT
$4.42B
$2.58M 0.01%
78,600
-59,167
-43% -$2M
AEIS icon
759
Advanced Energy
AEIS
$13.2B
$2.57M 0.01%
37,543
+5,666
+18% +$350K
KIM icon
760
Kimco Realty
KIM
$16.4B
$2.57M 0.01%
116,295
-15,673
-12% -$377K
WWD icon
761
Woodward
WWD
$21.2B
$2.57M 0.01%
+37,800
New +$2.62M
SCG
762
DELISTED
Scana
SCG
$2.56M 0.01%
39,107
-210,498
-84% -$14.5M
HRL icon
763
Hormel Foods
HRL
$13.4B
$2.55M 0.01%
73,697
-10,363
-12% -$370K
SIGI icon
764
Selective Insurance
SIGI
$5.59B
$2.55M 0.01%
54,096
+8,164
+18% +$363K
VVC
765
DELISTED
Vectren Corporation
VVC
$2.54M 0.01%
43,436
+13,436
+45% +$745K
AMG icon
766
Affiliated Managers Group
AMG
$9.7B
$2.54M 0.01%
15,497
-7,872
-34% -$1.25M
THS
767
DELISTED
Treehouse Foods
THS
$2.54M 0.01%
30,000
– –
PNW icon
768
Pinnacle West Capital
PNW
$12.2B
$2.54M 0.01%
30,437
-4,234
-12% -$338K
FLO icon
769
Flowers Foods
FLO
$1.6B
$2.52M 0.01%
130,000
– –
BGS icon
770
B&G Foods
BGS
$299M
$2.51M 0.01%
62,256
+9,395
+18% +$408K
XRX icon
771
Xerox
XRX
$412M
$2.5M 0.01%
85,235
-15,208
-15% -$439K
FULT icon
772
Fulton Financial
FULT
$4.69B
$2.5M 0.01%
140,000
– –
KSU
773
DELISTED
Kansas City Southern
KSU
$2.5M 0.01%
29,126
-4,411
-13% -$378K
WAGE
774
DELISTED
WageWorks, Inc.
WAGE
$2.49M 0.01%
34,480
+5,204
+18% +$385K
MMS icon
775
Maximus
MMS
$2.94B
$2.49M 0.01%
40,000
+10,000
+33% +$588K
29 30
31
32 33

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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.