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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 | |
|---|---|---|---|---|---|---|
476
Quanta Services
PWR
$101B
| $6.31M | 0.03% |
180,994
-2,783
| -2% | -$87.4K |
|
477
Robert Half
RHI
$4.48B
| $6.29M | 0.03% |
128,907
-87,092
| -40% | -$3.73M |
|
|
VRN
478
DELISTED
Veren
VRN
| $6.2M | 0.03% |
455,704
-165,831
| -27% | -$2.12M |
|
479
Paychex
PAYX
$44.6B
| $6.08M | 0.03% |
99,894
-60,621
| -38% | -$3.49M |
|
|
WWAV
480
DELISTED
The WhiteWave Foods Company
WWAV
| $6.03M | 0.03% |
108,400
| – | – |
|
481
BorgWarner
BWA
$13.8B
| $6.02M | 0.03% |
173,442
-15,398
| -8% | -$497K |
|
|
CVG
482
DELISTED
Convergys
CVG
| $5.95M | 0.03% |
242,200
+40,000
| +20% | +$1.08M |
|
483
Kirby Corp
KEX
$7.26B
| $5.92M | 0.03% |
89,000
| – | – |
|
484
Lear
LEA
$8.16B
| $5.9M | 0.03% |
+44,563
| New | +$5.61M |
|
485
Eagle Materials
EXP
$6.41B
| $5.86M | 0.03% |
59,460
+23,960
| +67% | +$2.15M |
|
|
CTRA
486
DELISTED
Coterra Energy
CTRA
| $5.84M | 0.03% |
250,050
-30,793
| -11% | -$692K |
|
|
K
487
DELISTED
Kellanova
K
| $5.8M | 0.03% |
83,797
-63,096
| -43% | -$4.39M |
|
|
PRA
488
DELISTED
ProAssurance
PRA
| $5.78M | 0.03% |
102,911
| – | – |
|
489
WEC Energy
WEC
$35.9B
| $5.78M | 0.03% |
98,499
-35,009
| -26% | -$2.01M |
|
|
CTXS
490
DELISTED
Citrix Systems Inc
CTXS
| $5.74M | 0.03% |
80,729
-45,589
| -36% | -$3.15M |
|
|
VAL
491
DELISTED
Valspar
VAL
| $5.73M | 0.03% |
55,339
+9,139
| +20% | +$942K |
|
492
Vertex Pharmaceuticals
VRTX
$131B
| $5.73M | 0.03% |
77,738
-27,225
| -26% | -$2.22M |
|
|
VGR
493
DELISTED
Vector Group Ltd.
VGR
| $5.71M | 0.03% |
+409,986
| New | +$5.33M |
|
494
T. Rowe Price
TROW
$23.7B
| $5.71M | 0.03% |
75,868
-30,710
| -29% | -$2.18M |
|
495
Monster Beverage
MNST
$91.4B
| $5.64M | 0.03% |
508,764
-24,564
| -5% | -$281K |
|
496
Campbell Soup
CPB
$6.94B
| $5.63M | 0.03% |
93,115
-67,027
| -42% | -$3.76M |
|
497
Hartford Financial Services
HIG
$37.8B
| $5.63M | 0.03% |
118,079
-61,045
| -34% | -$2.8M |
|
498
Reliance Steel & Aluminium
RS
$21.7B
| $5.61M | 0.03% |
70,500
| – | – |
|
499
Goodyear
GT
$1.78B
| $5.6M | 0.03% |
181,400
-24,904
| -12% | -$770K |
|
500
Vornado Realty Trust
VNO
$7.41B
| $5.59M | 0.03% |
66,229
-3,669
| -5% | -$288K |
|
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.