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 | |
|---|---|---|---|---|---|---|
401
A.O. Smith
AOS
$8.49B
| $7.86M | 0.04% |
166,000
-158,460
| -49% | -$7.64M |
|
402
Royal Caribbean
RCL
$82.9B
| $7.77M | 0.04% |
94,671
+21,232
| +29% | +$1.67M |
|
403
Fidelity National Information Services
FIS
$22.8B
| $7.73M | 0.04% |
102,186
-5,615
| -5% | -$428K |
|
404
Ulta Beauty
ULTA
$22.2B
| $7.72M | 0.04% |
30,299
+1,019
| +3% | +$255K |
|
405
Wheaton Precious Metals
WPM
$59.9B
| $7.71M | 0.04% |
398,801
-135,276
| -25% | -$2.82M |
|
406
TE Connectivity
TEL
$62.2B
| $7.66M | 0.04% |
110,584
-6,335
| -5% | -$420K |
|
407
CarMax
KMX
$8.52B
| $7.66M | 0.04% |
118,959
-4,006
| -3% | -$225K |
|
408
JetBlue
JBLU
$2.19B
| $7.62M | 0.04% |
340,000
+100,000
| +42% | +$1.98M |
|
409
United Airlines
UAL
$41B
| $7.59M | 0.04% |
104,110
-30,963
| -23% | -$1.97M |
|
|
GREK
410
Global X MSCI Greece ETF
GREK
$331M
| $7.58M | 0.04% |
324,194
| – | – |
|
411
Teck Resources
TECK
$31.3B
| $7.57M | 0.04% |
377,686
-184,866
| -33% | -$4M |
|
|
SLCA
412
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $7.54M | 0.04% |
133,109
+6,305
| +5% | +$311K |
|
413
Welltower
WELL
$169B
| $7.53M | 0.04% |
112,537
-5,159
| -4% | -$342K |
|
414
American Airlines Group
AAL
$9.97B
| $7.53M | 0.04% |
161,299
-62,669
| -28% | -$2.73M |
|
415
M&T Bank
MTB
$36.6B
| $7.52M | 0.04% |
48,066
-3,486
| -7% | -$472K |
|
416
National Fuel Gas
NFG
$7.75B
| $7.52M | 0.04% |
132,700
| – | – |
|
417
Hasbro
HAS
$13.6B
| $7.49M | 0.04% |
96,226
-20,889
| -18% | -$1.72M |
|
418
Graco
GGG
$13.3B
| $7.44M | 0.04% |
268,500
+148,500
| +124% | +$3.9M |
|
419
Teradyne
TER
$64.2B
| $7.37M | 0.04% |
290,000
+40,000
| +16% | +$949K |
|
420
Steel Dynamics
STLD
$37.3B
| $7.35M | 0.04% |
206,601
+102,101
| +98% | +$3.21M |
|
421
Church & Dwight Co
CHD
$24B
| $7.33M | 0.04% |
165,998
-77,528
| -32% | -$3.53M |
|
422
Imperial Oil
IMO
$64B
| $7.32M | 0.04% |
210,067
-98,556
| -32% | -$3.31M |
|
423
Equity Residential
EQR
$24.7B
| $7.32M | 0.04% |
113,683
-27,820
| -20% | -$1.71M |
|
424
Edison International
EIX
$27.2B
| $7.31M | 0.04% |
101,494
-65,645
| -39% | -$4.63M |
|
425
Molson Coors Class B
TAP
$7.85B
| $7.29M | 0.04% |
74,899
-5,744
| -7% | -$586K |
|
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.