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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 | |
|---|---|---|---|---|---|---|
376
Intuit
INTU
$98B
| $8.74M | 0.05% |
76,226
-4,354
| -5% | -$488K |
|
377
Cullen/Frost Bankers
CFR
$10.5B
| $8.72M | 0.05% |
98,800
-30,000
| -23% | -$2.41M |
|
378
S&P Global
SPGI
$125B
| $8.71M | 0.05% |
81,023
-31,750
| -28% | -$3.79M |
|
379
Agilent Technologies
A
$42.2B
| $8.71M | 0.05% |
191,083
-116,369
| -38% | -$5.28M |
|
380
Williams Companies
WMB
$89.3B
| $8.7M | 0.05% |
279,403
+24,386
| +10% | +$735K |
|
381
Leidos
LDOS
$17.9B
| $8.63M | 0.05% |
168,713
-1,287
| -0.8% | -$60.2K |
|
382
Sherwin-Williams
SHW
$87.8B
| $8.62M | 0.05% |
96,273
-81,435
| -46% | -$7.2M |
|
383
Kohl's
KSS
$2.22B
| $8.6M | 0.05% |
174,216
-4,842
| -3% | -$240K |
|
384
Old Dominion Freight Line
ODFL
$44.7B
| $8.58M | 0.05% |
300,000
+61,500
| +26% | +$1.65M |
|
|
BCR
385
DELISTED
CR Bard Inc.
BCR
| $8.53M | 0.05% |
37,956
+4,850
| +15% | +$1.05M |
|
386
Whirlpool
WHR
$2.79B
| $8.52M | 0.05% |
46,893
-12,038
| -20% | -$1.99M |
|
387
Sprouts Farmers Market
SFM
$7.71B
| $8.49M | 0.04% |
448,928
+290,067
| +183% | +$6.09M |
|
|
PNRA
388
DELISTED
Panera Bread Co
PNRA
| $8.49M | 0.04% |
41,400
-3,452
| -8% | -$699K |
|
389
Dollar General
DG
$26.9B
| $8.45M | 0.04% |
114,016
-84,844
| -43% | -$6.19M |
|
390
InterDigital
IDCC
$8.88B
| $8.22M | 0.04% |
+90,000
| New | +$7.22M |
|
391
Agnico Eagle Mines
AEM
$91.3B
| $8.22M | 0.04% |
195,212
-74,757
| -28% | -$3.3M |
|
|
WCN
392
Waste Connections
WCN
$41.6B
| $8.17M | 0.04% |
156,000
| – | – |
|
|
WRK
393
DELISTED
WestRock Company
WRK
| $8.17M | 0.04% |
160,916
-4,286
| -3% | -$211K |
|
394
Huntington Ingalls Industries
HII
$12.8B
| $8.11M | 0.04% |
44,037
| – | – |
|
395
Arthur J. Gallagher & Co
AJG
$65B
| $8.07M | 0.04% |
155,346
-2,868
| -2% | -$144K |
|
396
KeyCorp
KEY
$24.6B
| $8.02M | 0.04% |
438,818
+82,954
| +23% | +$1.31M |
|
397
Equinix
EQIX
$106B
| $7.97M | 0.04% |
22,297
-1,075
| -5% | -$376K |
|
398
Bank of Hawaii
BOH
$3.15B
| $7.95M | 0.04% |
89,600
-30,000
| -25% | -$2.43M |
|
399
Xylem
XYL
$28.1B
| $7.88M | 0.04% |
159,082
+100,160
| +170% | +$5.08M |
|
400
Sempra
SRE
$56.5B
| $7.86M | 0.04% |
156,276
-78,014
| -33% | -$3.97M |
|
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.