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 | 15.34% |
| 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 | |
|---|---|---|---|---|---|---|
301
Align Technology
ALGN
$12.3B
| $11.5M | 0.06% |
120,000
+70,000
| +140% | +$6.5M |
|
302
W.W. Grainger
GWW
$61.9B
| $11.5M | 0.06% |
49,654
+4,210
| +9% | +$939K |
|
303
Ingredion
INGR
$6.65B
| $11.5M | 0.06% |
92,200
| – | – |
|
|
GXP
304
DELISTED
Great Plains Energy Incorporated
GXP
| $11.5M | 0.06% |
420,486
+135,186
| +47% | +$3.69M |
|
305
Everest Group
EG
$14B
| $11.5M | 0.06% |
53,000
+10,000
| +23% | +$2.06M |
|
306
General Mills
GIS
$20.6B
| $11.4M | 0.06% |
184,343
-749,628
| -80% | -$46.4M |
|
|
ALXN
307
DELISTED
Alexion Pharmaceuticals
ALXN
| $11.3M | 0.06% |
92,179
-3,207
| -3% | -$392K |
|
308
Best Buy
BBY
$18B
| $11.2M | 0.06% |
263,161
+84,019
| +47% | +$3.57M |
|
309
Constellation Brands
STZ
$23.2B
| $11.2M | 0.06% |
72,859
-1,803
| -2% | -$286K |
|
310
Emerson Electric
EMR
$90.8B
| $11.1M | 0.06% |
198,651
-146,095
| -42% | -$7.86M |
|
311
Becton Dickinson
BDX
$49.7B
| $11M | 0.06% |
68,088
-25,025
| -27% | -$4.15M |
|
|
WCG
312
DELISTED
Wellcare Health Plans, Inc.
WCG
| $11M | 0.06% |
80,000
+10,000
| +14% | +$1.27M |
|
313
Zoetis
ZTS
$30.8B
| $10.7M | 0.06% |
200,659
+37,868
| +23% | +$1.93M |
|
314
Fair Isaac
FICO
$23.1B
| $10.7M | 0.06% |
90,000
+20,000
| +29% | +$2.38M |
|
315
HP
HPQ
$27.8B
| $10.7M | 0.06% |
722,772
-8,779
| -1% | -$133K |
|
316
CGI
GIB
$15.2B
| $10.7M | 0.06% |
222,711
-99,029
| -31% | -$4.71M |
|
317
Aptiv
APTV
$10B
| $10.6M | 0.06% |
157,105
-7,093
| -4% | -$476K |
|
318
Essex Property Trust
ESS
$18.5B
| $10.6M | 0.06% |
45,463
-1,074
| -2% | -$232K |
|
|
BEAV
319
DELISTED
B/E Aerospace Inc
BEAV
| $10.5M | 0.06% |
175,200
| – | – |
|
|
ATVI
320
DELISTED
Activision Blizzard
ATVI
| $10.5M | 0.06% |
290,393
-70,382
| -20% | -$2.81M |
|
321
Thomson Reuters
TRI
$44.4B
| $10.5M | 0.06% |
206,003
-93,664
| -31% | -$4.57M |
|
322
CSX Corp
CSX
$93.5B
| $10.5M | 0.06% |
874,041
-164,199
| -16% | -$1.84M |
|
323
Emcor
EME
$37B
| $10.4M | 0.06% |
+147,410
| New | +$9.66M |
|
|
HBI
324
DELISTED
Hanesbrands
HBI
| $10.4M | 0.06% |
482,409
-21,603
| -4% | -$516K |
|
325
Fortis
FTS
$28.8B
| $10.4M | 0.05% |
+335,897
| New | +$10.4M |
|
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.