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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
+5.42%
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
$19.7B
AUM Growth
-$1.19B
Cap. Flow
-$2.03B
Cap. Flow %
-10.33%
Top 10 Hldgs %
16.52%
Holding
1,533
New
38
Increased
263
Reduced
1,030
Closed
60

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$66.5M
2
EL icon
Estee Lauder
EL
+$53.3M
3
TMUS icon
T-Mobile US
TMUS
+$39.2M
4
XEL icon
Xcel Energy
XEL
+$37.8M
5
NEE icon
NextEra Energy
NEE
+$35.4M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$120M
2
AMZN icon
Amazon
AMZN
+$94.1M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$80.4M
4
XOM icon
ExxonMobil
XOM
+$70.7M
5
JNJ icon
Johnson & Johnson
JNJ
+$69.9M

Sector Composition

Rank Sector Weight
1 Financials 15.75%
2 Technology 13.87%
3 Healthcare 10.83%
4 Industrials 9.82%
5 Communication Services 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HUM icon
126
Humana
HUM
$46B
$40.7M 0.21%
166,978
-10,379
-6% -$2.54M
VTIP icon
127
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
$39.7M 0.2%
802,200
+71,200
+10% +$3.52M
BMO icon
128
Bank of Montreal
BMO
$128B
$39.1M 0.2%
518,284
-16,456
-3% -$1.23M
FDX icon
129
FedEx
FDX
$78.6B
$39.1M 0.2%
173,203
-71,505
-29% -$15.2M
PRU icon
130
Prudential Financial
PRU
$42.6B
$38.9M 0.2%
366,182
-129,509
-26% -$13.8M
GM icon
131
General Motors
GM
$76.2B
$38.6M 0.2%
954,929
+129,330
+16% +$4.72M
MRSH
132
Marsh
MRSH
$89.5B
$38.5M 0.2%
459,452
-41,497
-8% -$3.29M
MON
133
DELISTED
Monsanto Co
MON
$38.3M 0.19%
319,513
+50,494
+19% +$5.94M
EPHE icon
134
iShares MSCI Philippines ETF
EPHE
$146M
$38.1M 0.19%
1,029,555
-31,516
-3% -$1.14M
EOG icon
135
EOG Resources
EOG
$74.6B
$37.7M 0.19%
389,887
+81,735
+27% +$7.38M
SCHW
136
Charles Schwab
SCHW
$189B
$37.1M 0.19%
849,278
-223,775
-21% -$9.29M
VMW
137
DELISTED
VMware, Inc
VMW
$37.1M 0.19%
340,000
-30,000
-8% -$2.96M
BLK icon
138
Blackrock
BLK
$181B
$37M 0.19%
82,712
-7,219
-8% -$3.08M
SLB icon
139
SLB Ltd
SLB
$77.4B
$36.9M 0.19%
528,859
+43,821
+9% +$2.9M
TUR icon
140
iShares MSCI Turkey ETF
TUR
$220M
$36.8M 0.19%
880,442
+35,978
+4% +$1.59M
DHR icon
141
Danaher
DHR
$144B
$36.4M 0.18%
478,293
-13,398
-3% -$991K
VEA icon
142
Vanguard FTSE Developed Markets ETF
VEA
$239B
$35.9M 0.18%
827,900
+20,300
+3% +$861K
CVS icon
143
CVS Health
CVS
$122B
$35.3M 0.18%
433,999
+80,346
+23% +$6.36M
STMP
144
DELISTED
Stamps.com, Inc.
STMP
$35.2M 0.18%
173,712
-56,026
-24% -$10.3M
FTI icon
145
TechnipFMC
FTI
$29.7B
$34.9M 0.18%
1,681,073
+1,173,554
+231% +$23.5M
TRP icon
146
TC Energy
TRP
$65.8B
$34.1M 0.17%
692,204
-29,450
-4% -$1.48M
STT icon
147
State Street
STT
$52B
$34M 0.17%
356,336
-15,044
-4% -$1.4M
MPC icon
148
Marathon Petroleum
MPC
$98.7B
$33.5M 0.17%
597,270
-563,575
-49% -$30.2M
BCE icon
149
BCE
BCE
$21.5B
$33.4M 0.17%
714,913
-5,748
-0.8% -$269K
SPG icon
150
Simon Property Group
SPG
$71.9B
$33M 0.17%
204,950
-439
-0.2% -$70.1K
4 5
6
7 8

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State of Tennessee, Department of Treasury's Q3 2017 Portfolio in Review

As of Q3 2017, State of Tennessee, Department of Treasury held 1,533 positions worth $19.7B, down 5.7% from $20.9B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury withdrew a net $2.03B in Q3 2017, closing 60 positions and reducing 1,030 holdings. Its most notable exit was Reynolds American Inc, an estimated $60.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

Against the trend, State of Tennessee, Department of Treasury opened a new position in Snap worth $9.15M.

  • State of Tennessee, Department of Treasury's largest Q3 2017 buy was Snap: 629,112 shares worth $9.15M.
  • State of Tennessee, Department of Treasury added most to Procter & Gamble in Q3 2017, an estimated $66.5M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2017 reduction was Microsoft, cutting an estimated $120M.
  • State of Tennessee, Department of Treasury fully exited Reynolds American Inc in Q3 2017, selling an estimated $60.1M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $19.7B portfolio in Q3 2017.
  • State of Tennessee, Department of Treasury opened 38 new positions and closed 60 in Q3 2017.
  • State of Tennessee, Department of Treasury's portfolio value fell 5.7% quarter-over-quarter to $19.7B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2017, filed 1 Nov 2017.