We are live on
!
Find out more
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
+4.19%
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
$18.9B
AUM Growth
-$1.81B
(-8.7%)
Cap. Flow
-$2.57B
Cap. Flow
% of AUM
-13.6%
Top 10 Holdings %
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
221
Reduced
526
Closed
50
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
DTE Energy
DTE
|
+$52.9M |
| 2 |
Archer Daniels Midland
ADM
|
+$39.9M |
| 3 |
Hershey
HSY
|
+$33.9M |
| 4 |
Colgate-Palmolive
CL
|
+$23.2M |
| 5 |
FirstEnergy
FE
|
+$22M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$247M |
| 2 |
ExxonMobil
XOM
|
+$134M |
| 3 |
Microsoft
MSFT
|
+$117M |
| 4 |
Johnson & Johnson
JNJ
|
+$73.3M |
| 5 |
Amazon
AMZN
|
+$69M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.4% |
| 2 | Technology | 12.62% |
| 3 | Healthcare | 10.43% |
| 4 | Industrials | 9.22% |
| 5 | Communication Services | 7.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
Extra Space Storage
EXR
$31.6B
| $4.96M | 0.03% |
64,262
-2,102
| -3% | -$155K |
|
527
Check Point Software Technologies
CHKP
$13.5B
| $4.93M | 0.03% |
58,418
+49,413
| +549% | +$4.05M |
|
528
Tanger
SKT
$4.45B
| $4.93M | 0.03% |
137,767
+19,167
| +16% | +$676K |
|
|
SKX
529
DELISTED
Skechers
SKX
| $4.92M | 0.03% |
200,000
| – | – |
|
|
ACC
530
DELISTED
American Campus Communities, Inc.
ACC
| $4.91M | 0.03% |
98,600
| – | – |
|
531
Gildan
GIL
$10.5B
| $4.9M | 0.03% |
192,690
-82,619
| -30% | -$2.2M |
|
532
Moody's
MCO
$83.9B
| $4.9M | 0.03% |
51,971
-113,045
| -69% | -$11.4M |
|
533
Willis Towers Watson
WTW
$30.7B
| $4.9M | 0.03% |
40,037
-2,636
| -6% | -$329K |
|
534
Westlake Corp
WLK
$10.3B
| $4.89M | 0.03% |
87,300
| – | – |
|
|
BCPC
535
Balchem Corp
BCPC
$5.66B
| $4.88M | 0.03% |
58,194
| – | – |
|
536
Digital Realty Trust
DLR
$74.3B
| $4.87M | 0.03% |
49,591
-13,692
| -22% | -$1.27M |
|
537
Under Armour
UAA
$2.31B
| $4.85M | 0.03% |
166,972
-3,333
| -2% | -$109K |
|
538
Omega Healthcare
OHI
$14B
| $4.84M | 0.03% |
154,964
+40,364
| +35% | +$1.25M |
|
539
TD Synnex
SNX
$20.4B
| $4.84M | 0.03% |
80,000
-20,000
| -20% | -$1.13M |
|
540
Nabors Industries
NBR
$1.38B
| $4.84M | 0.03% |
5,900
-1,580
| -21% | -$1.11M |
|
541
Clorox
CLX
$12.7B
| $4.82M | 0.03% |
40,158
-44,309
| -52% | -$5.23M |
|
542
Ryder
R
$10.2B
| $4.81M | 0.03% |
64,611
-44,195
| -41% | -$3.26M |
|
|
WOOF
543
DELISTED
VCA Inc.
WOOF
| $4.81M | 0.03% |
70,000
-100,000
| -59% | -$6.53M |
|
544
Dell
DELL
$321B
| $4.79M | 0.03% |
+310,586
| New | +$4.45M |
|
|
DCT
545
DELISTED
DCT Industrial Trust Inc.
DCT
| $4.79M | 0.03% |
100,000
+10,000
| +11% | +$461K |
|
546
Gartner
IT
$11.2B
| $4.78M | 0.03% |
47,300
+20,000
| +73% | +$1.93M |
|
|
OA
547
DELISTED
Orbital ATK, Inc.
OA
| $4.76M | 0.03% |
54,237
| – | – |
|
|
BIG
548
DELISTED
Big Lots, Inc.
BIG
| $4.73M | 0.03% |
94,200
| – | – |
|
|
PDCE
549
DELISTED
PDC Energy, Inc.
PDCE
| $4.71M | 0.02% |
64,953
+10,000
| +18% | +$688K |
|
550
Hubbell
HUBB
$27B
| $4.71M | 0.02% |
40,344
-14,800
| -27% | -$1.63M |
|
Similar funds
PCH
N
State of Tennessee, Department of Treasury's Q4 2016 Portfolio in Review
As of Q4 2016, State of Tennessee, Department of Treasury held 1,565 positions worth $18.9B, down 8.7% from $20.7B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
State of Tennessee, Department of Treasury withdrew a net $2.57B in Q4 2016, closing 50 positions and reducing 526 holdings. Its most notable exit was iShares Core MSCI Pacific ETF, an estimated $21.7M position sold in full.
By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
Against the trend, State of Tennessee, Department of Treasury opened a new position in IHS Markit Ltd. Common Shares worth $12.7M.
- State of Tennessee, Department of Treasury's largest Q4 2016 buy was IHS Markit Ltd. Common Shares: 357,615 shares worth $12.7M.
- State of Tennessee, Department of Treasury added most to DTE Energy in Q4 2016, an estimated $52.9M increase.
- State of Tennessee, Department of Treasury's biggest Q4 2016 reduction was iShares MSCI EAFE ETF, cutting an estimated $247M.
- State of Tennessee, Department of Treasury fully exited iShares Core MSCI Pacific ETF in Q4 2016, selling an estimated $21.7M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 16% of its $18.9B portfolio in Q4 2016.
- State of Tennessee, Department of Treasury opened 106 new positions and closed 50 in Q4 2016.
- State of Tennessee, Department of Treasury's portfolio value fell 8.7% quarter-over-quarter to $18.9B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2016, filed 24 Jan 2017.