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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
VNQ icon
201
Vanguard Real Estate ETF
VNQ
$39B
$21.8M 0.11%
262,900
-155,607
-37% -$13M
CFG icon
202
Citizens Financial Group
CFG
$31.2B
$21.8M 0.11%
574,805
-62,943
-10% -$2.2M
CBRE icon
203
CBRE Group
CBRE
$43B
$21.6M 0.11%
571,247
+89,000
+18% +$3.27M
WBA
204
DELISTED
Walgreens Boots Alliance
WBA
$21.6M 0.11%
279,765
-6,009
-2% -$482K
AIZ icon
205
Assurant
AIZ
$13.9B
$21.5M 0.11%
224,909
-15,221
-6% -$1.52M
DFS
206
DELISTED
Discover Financial Services
DFS
$21.4M 0.11%
331,313
-2,674
-0.8% -$162K
PH icon
207
Parker-Hannifin
PH
$133B
$21M 0.11%
119,732
+17,460
+17% +$2.87M
QCOM icon
208
Qualcomm
QCOM
$173B
$20.8M 0.11%
402,017
-112,079
-22% -$5.93M
A icon
209
Agilent Technologies
A
$42B
$20.8M 0.11%
324,380
-62,928
-16% -$3.92M
WCN
210
Waste Connections
WCN
$41.5B
$20.8M 0.11%
297,541
+209,541
+238% +$13.8M
APTV icon
211
Aptiv
APTV
$10.1B
$20.6M 0.1%
209,677
-21,470
-9% -$2.03M
PNW icon
212
Pinnacle West Capital
PNW
$12.2B
$20.5M 0.1%
242,303
+211,791
+694% +$18.6M
ELV icon
213
Elevance Health
ELV
$86.9B
$20.4M 0.1%
107,592
-11,513
-10% -$2.19M
CCL icon
214
Carnival Corporation Ltd
CCL
$38.7B
$20.1M 0.1%
310,815
-6,162
-2% -$412K
JNK icon
215
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
$20M 0.1%
178,867
+16,500
+10% +$1.84M
BERY
216
DELISTED
Berry Global Group, Inc.
BERY
$19.8M 0.1%
379,840
-3,529
-0.9% -$184K
CP icon
217
Canadian Pacific Kansas City
CP
$82.2B
$19.6M 0.1%
583,170
-21,460
-4% -$683K
ROP icon
218
Roper Technologies
ROP
$38.5B
$19.5M 0.1%
79,947
-69,969
-47% -$16.4M
SLF icon
219
Sun Life Financial
SLF
$44.5B
$19.4M 0.1%
487,762
-13,185
-3% -$503K
CB icon
220
Chubb
CB
$133B
$19.3M 0.1%
135,398
+7,689
+6% +$1.11M
AME icon
221
Ametek
AME
$58.8B
$19.3M 0.1%
292,243
-194,152
-40% -$12.3M
FBIN icon
222
Fortune Brands Innovations
FBIN
$5.86B
$19M 0.1%
330,855
+126,765
+62% +$7.02M
ROST icon
223
Ross Stores
ROST
$78.2B
$18.9M 0.1%
293,375
+86,158
+42% +$4.96M
TROW icon
224
T. Rowe Price
TROW
$23.5B
$18.9M 0.1%
208,360
+142,370
+216% +$11.8M
REGN icon
225
Regeneron Pharmaceuticals
REGN
$83.8B
$18.9M 0.1%
42,233
-23,302
-36% -$11.1M
7 8
9
10 11

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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.