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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 | 15.34% |
| 2 | Technology | 12.33% |
| 3 | Healthcare | 10.23% |
| 4 | Industrials | 9.09% |
| 5 | Communication Services | 7.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
United Parcel Service
UPS
$89.3B
| $44.2M | 0.23% |
385,610
-182,935
| -32% | -$20.6M |
|
102
EQT Corp
EQT
$33.8B
| $43.6M | 0.23% |
1,223,874
+112,686
| +10% | +$4.19M |
|
103
iShares MSCI Chile ETF
ECH
$1.03B
| $42.7M | 0.23% |
1,140,536
| – | – |
|
104
Vanguard Real Estate ETF
VNQ
$39B
| $42.6M | 0.22% |
515,603
+205,229
| +66% | +$16.7M |
|
105
3M
MMM
$93.5B
| $42.6M | 0.22% |
285,000
-223,725
| -44% | -$32.3M |
|
106
Tyson Foods
TSN
$19.9B
| $41.4M | 0.22% |
670,501
-227,823
| -25% | -$15M |
|
107
Northrop Grumman
NOC
$81.6B
| $41.2M | 0.22% |
177,274
-37,881
| -18% | -$8.81M |
|
108
Lowe's Companies
LOW
$121B
| $41.2M | 0.22% |
579,211
-129,500
| -18% | -$9.16M |
|
109
Delta Air Lines
DAL
$60.1B
| $40.6M | 0.21% |
825,384
+188,622
| +30% | +$8.6M |
|
110
Synaptics
SYNA
$4.3B
| $40.5M | 0.21% |
755,000
+10,000
| +1% | +$578K |
|
111
Qualcomm
QCOM
$172B
| $40.2M | 0.21% |
616,960
-52,513
| -8% | -$3.53M |
|
112
Danaher
DHR
$143B
| $40.1M | 0.21% |
580,753
+69,542
| +14% | +$4.83M |
|
113
Lam Research
LRCX
$421B
| $40M | 0.21% |
3,787,030
-234,860
| -6% | -$2.39M |
|
114
Ubiquiti
UI
$35B
| $40M | 0.21% |
692,507
-20,918
| -3% | -$1.14M |
|
115
NextEra Energy
NEE
$179B
| $39.6M | 0.21% |
1,326,904
-741,544
| -36% | -$22.2M |
|
|
YHOO
116
DELISTED
Yahoo Inc
YHOO
| $39.6M | 0.21% |
1,022,786
-115,159
| -10% | -$4.72M |
|
117
Halliburton
HAL
$27.6B
| $39.1M | 0.21% |
722,871
+235,034
| +48% | +$11.7M |
|
118
Charter Communications
CHTR
$18.2B
| $38.7M | 0.2% |
134,520
-25,604
| -16% | -$6.89M |
|
119
Simon Property Group
SPG
$71.9B
| $38.7M | 0.2% |
217,935
-16,841
| -7% | -$3.13M |
|
120
Bank of Montreal
BMO
$128B
| $38.5M | 0.2% |
534,740
-235,640
| -31% | -$15.7M |
|
121
iShares MSCI Poland ETF
EPOL
$814M
| $38.1M | 0.2% |
2,101,653
| – | – |
|
122
Humana
HUM
$46.1B
| $37.9M | 0.2% |
185,790
+88,771
| +91% | +$16.9M |
|
|
DFS
123
DELISTED
Discover Financial Services
DFS
| $37.7M | 0.2% |
523,524
-98,542
| -16% | -$6.26M |
|
124
J.M. Smucker
SJM
$12.8B
| $37.5M | 0.2% |
292,603
-32,119
| -10% | -$4.16M |
|
125
TJX Companies
TJX
$168B
| $37.4M | 0.2% |
994,828
-423,024
| -30% | -$16M |
|
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.