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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
BLK icon
126
Blackrock
BLK
$182B
$46.9M 0.21%
91,272
+8,560
+10% +$4.16M
BKNG icon
127
Booking.com
BKNG
$159B
$46.8M 0.21%
672,925
-137,175
-17% -$9.94M
LLY icon
128
Eli Lilly
LLY
$1.09T
$46.5M 0.21%
550,844
-161,974
-23% -$13.8M
EPOL icon
129
iShares MSCI Poland ETF
EPOL
$816M
$45.2M 0.2%
1,668,521
– –
LUV icon
130
Southwest Airlines
LUV
$22.1B
$45.1M 0.2%
689,720
+112,686
+20% +$6.63M
VMW
131
DELISTED
VMware, Inc
VMW
$45.1M 0.2%
360,000
+20,000
+6% +$2.4M
VTIP icon
132
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
$45M 0.2%
921,900
+119,700
+15% +$5.92M
ECH icon
133
iShares MSCI Chile ETF
ECH
$1.03B
$44.8M 0.2%
857,939
– –
TWX
134
DELISTED
Time Warner Inc
TWX
$44.5M 0.2%
487,027
-60,398
-11% -$5.71M
AMT icon
135
American Tower
AMT
$80.6B
$42.5M 0.19%
297,898
-23,162
-7% -$3.31M
AGN
136
DELISTED
Allergan plc
AGN
$42.1M 0.19%
257,417
+20,956
+9% +$3.76M
BMO icon
137
Bank of Montreal
BMO
$128B
$41.6M 0.19%
518,284
– –
VEA icon
138
Vanguard FTSE Developed Markets ETF
VEA
$239B
$41.4M 0.19%
923,600
+95,700
+12% +$4.23M
EMR icon
139
Emerson Electric
EMR
$89.9B
$40.9M 0.18%
586,978
+403,211
+219% +$26.1M
EPHE icon
140
iShares MSCI Philippines ETF
EPHE
$146M
$40M 0.18%
1,029,555
– –
BNY
141
Bank of New York Mellon
BNY
$110B
$39.9M 0.18%
739,911
-189,398
-20% -$10.1M
MAR icon
142
Marriott International
MAR
$92.4B
$39.6M 0.18%
292,081
+53,702
+23% +$6.59M
TJX icon
143
TJX Companies
TJX
$169B
$39.5M 0.18%
1,032,600
+155,598
+18% +$5.64M
SLB icon
144
SLB Ltd
SLB
$77.5B
$39.1M 0.17%
579,776
+50,917
+10% +$3.3M
DAL icon
145
Delta Air Lines
DAL
$60.3B
$38.8M 0.17%
692,782
+67,032
+11% +$3.5M
STMP
146
DELISTED
Stamps.com, Inc.
STMP
$38.7M 0.17%
206,096
+32,384
+19% +$6.26M
TUR icon
147
iShares MSCI Turkey ETF
TUR
$220M
$38.3M 0.17%
880,442
– –
CAG icon
148
Conagra Brands
CAG
$7.35B
$36.9M 0.17%
980,151
+867,057
+767% +$30.8M
MRSH
149
Marsh
MRSH
$89.9B
$36.8M 0.16%
452,028
-7,424
-2% -$617K
CM icon
150
Canadian Imperial Bank of Commerce
CM
$111B
$36.2M 0.16%
743,000
– –
4 5
6
7 8

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PCH
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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.