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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 | |
|---|---|---|---|---|---|---|
251
Dominion Energy
D
$60.3B
| $15M | 0.08% |
195,431
-55,344
| -22% | -$4.08M |
|
252
PayPal
PYPL
$51.1B
| $14.8M | 0.08% |
375,527
+6,426
| +2% | +$258K |
|
253
Cummins
CMI
$87.9B
| $14.8M | 0.08% |
108,407
+7,387
| +7% | +$989K |
|
254
Aon
AON
$74.6B
| $14.7M | 0.08% |
132,052
-31,250
| -19% | -$3.48M |
|
|
DRE
255
DELISTED
Duke Realty Corp.
DRE
| $14.5M | 0.08% |
546,715
+83,501
| +18% | +$2.13M |
|
256
Automatic Data Processing
ADP
$107B
| $14.4M | 0.08% |
140,284
-109,725
| -44% | -$10.2M |
|
257
AutoZone
AZO
$49.8B
| $14.4M | 0.08% |
18,222
+1,342
| +8% | +$1.03M |
|
258
Assurant
AIZ
$13.9B
| $14.2M | 0.08% |
152,794
-2,004
| -1% | -$175K |
|
259
Cigna
CI
$73.3B
| $14.1M | 0.07% |
105,893
-79,920
| -43% | -$10.5M |
|
260
Arrow Electronics
ARW
$10.7B
| $14.1M | 0.07% |
197,600
| – | – |
|
261
Dollar Tree
DLTR
$24.9B
| $13.9M | 0.07% |
180,665
-5,544
| -3% | -$446K |
|
262
Intercontinental Exchange
ICE
$85.6B
| $13.9M | 0.07% |
245,832
-13,978
| -5% | -$774K |
|
263
Yum! Brands
YUM
$41.4B
| $13.8M | 0.07% |
218,666
-256,678
| -54% | -$16.1M |
|
264
Marvell Technology
MRVL
$206B
| $13.8M | 0.07% |
993,965
+73,965
| +8% | +$1.01M |
|
265
Newmont
NEM
$120B
| $13.8M | 0.07% |
404,379
-69,910
| -15% | -$2.39M |
|
266
American Financial Group
AFG
$12B
| $13.8M | 0.07% |
156,300
+30,000
| +24% | +$2.41M |
|
267
Stanley Black & Decker
SWK
$15.4B
| $13.8M | 0.07% |
119,981
-9,140
| -7% | -$1.09M |
|
268
Alaska Air
ALK
$5.35B
| $13.7M | 0.07% |
154,929
+42,605
| +38% | +$3.36M |
|
269
Salesforce
CRM
$158B
| $13.6M | 0.07% |
199,059
-12,680
| -6% | -$920K |
|
270
Baxter International
BAX
$13.9B
| $13.4M | 0.07% |
303,333
-6,059
| -2% | -$280K |
|
271
Western Digital
WDC
$170B
| $13.4M | 0.07% |
260,832
-10,702
| -4% | -$493K |
|
272
Idexx Laboratories
IDXX
$44B
| $13.2M | 0.07% |
112,400
-20,000
| -15% | -$2.28M |
|
273
AvalonBay Communities
AVB
$26.2B
| $13.1M | 0.07% |
74,129
-3,740
| -5% | -$630K |
|
274
ManpowerGroup
MAN
$2.64B
| $13M | 0.07% |
146,688
+96,316
| +191% | +$7.94M |
|
275
Magna International
MGA
$18.6B
| $13M | 0.07% |
298,882
-144,705
| -33% | -$6.08M |
|
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.