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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 | |
|---|---|---|---|---|---|---|
|
ESRX
226
DELISTED
Express Scripts Holding Company
ESRX
| $17.3M | 0.09% |
252,059
-15,732
| -6% | -$1.13M |
|
227
Globe Life
GL
$14B
| $17.3M | 0.09% |
234,456
-2,172
| -0.9% | -$149K |
|
228
Canadian Pacific Kansas City
CP
$82.4B
| $17.3M | 0.09% |
604,630
-273,255
| -31% | -$8.07M |
|
229
Travelers Companies
TRV
$77.2B
| $16.9M | 0.09% |
138,401
-65,337
| -32% | -$7.46M |
|
230
Caterpillar
CAT
$397B
| $16.9M | 0.09% |
182,068
-65,050
| -26% | -$5.9M |
|
231
Regeneron Pharmaceuticals
REGN
$83.7B
| $16.7M | 0.09% |
45,534
+11,520
| +34% | +$4.38M |
|
232
Carnival Corporation Ltd
CCL
$38.7B
| $16.7M | 0.09% |
320,526
-44,394
| -12% | -$2.22M |
|
233
Avery Dennison
AVY
$13.5B
| $16.7M | 0.09% |
237,601
-79,083
| -25% | -$5.75M |
|
234
Allstate
ALL
$65.2B
| $16.6M | 0.09% |
224,594
-102,706
| -31% | -$7.23M |
|
235
Cintas
CTAS
$80.5B
| $16.6M | 0.09% |
573,064
+127,384
| +29% | +$3.58M |
|
236
Fortune Brands Innovations
FBIN
$5.8B
| $16.4M | 0.09% |
359,102
+141,289
| +65% | +$6.67M |
|
237
Devon Energy
DVN
$48.6B
| $16.4M | 0.09% |
358,800
-67,918
| -16% | -$3M |
|
|
COL
238
DELISTED
Rockwell Collins
COL
| $16.3M | 0.09% |
175,961
-41,720
| -19% | -$3.68M |
|
|
BHI
239
DELISTED
Baker Hughes
BHI
| $16.2M | 0.09% |
248,832
+19,437
| +8% | +$1.15M |
|
|
COLO
240
Global X MSCI Colombia ETF
COLO
$212M
| $16.1M | 0.09% |
442,530
| – | – |
|
241
Kinder Morgan
KMI
$72B
| $15.8M | 0.08% |
763,219
-35,232
| -4% | -$745K |
|
242
iShares MSCI Peru and Global Exposure ETF
EPU
$542M
| $15.7M | 0.08% |
479,644
| – | – |
|
243
Parker-Hannifin
PH
$133B
| $15.6M | 0.08% |
111,651
+26,577
| +31% | +$3.53M |
|
244
Telus
TU
$15B
| $15.6M | 0.08% |
979,960
-433,078
| -31% | -$6.9M |
|
245
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
| $15.6M | 0.08% |
142,833
+3,166
| +2% | +$345K |
|
246
CBRE Group
CBRE
$43.3B
| $15.5M | 0.08% |
492,525
-108,670
| -18% | -$3.15M |
|
247
Zions Bancorporation
ZION
$10.4B
| $15.5M | 0.08% |
360,230
+87,782
| +32% | +$3.23M |
|
248
Elevance Health
ELV
$86.6B
| $15.5M | 0.08% |
107,514
-4,931
| -4% | -$660K |
|
|
AGU
249
DELISTED
Agrium
AGU
| $15.3M | 0.08% |
113,434
-51,863
| -31% | -$5M |
|
250
JB Hunt Transport Services
JBHT
$26.5B
| $15.1M | 0.08% |
155,715
-31,147
| -17% | -$2.77M |
|
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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.