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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
WLL
1526
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,197
Closed -$1.98M
UN
1527
DELISTED
Unilever NV New York Registry Shares
UN
– –
-43,257
Closed -$2.39M
LPNT
1528
DELISTED
LifePoint Health, Inc.
LPNT
– –
-35,000
Closed -$2.35M
SPLS
1529
DELISTED
Staples Inc
SPLS
– –
-268,648
Closed -$2.71M
KNGT
1530
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-62,148
Closed -$2.3M
TCF
1531
DELISTED
TCF Financial Corporation
TCF
– –
-10,000
Closed -$159K
HRG
1532
DELISTED
HRG Group, Inc.
HRG
– –
-540,908
Closed -$9.58M
58 59 60 61
62

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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.