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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 | |
|---|---|---|---|---|---|---|
501
Harley-Davidson
HOG
$2.9B
| $5.53M | 0.03% |
94,773
-14,023
| -13% | -$800K |
|
|
XEC
502
DELISTED
CIMAREX ENERGY CO
XEC
| $5.5M | 0.03% |
40,477
-8,680
| -18% | -$1.16M |
|
|
TCF
503
DELISTED
TCF Financial Corporation
TCF
| $5.49M | 0.03% |
280,000
| – | – |
|
504
Eversource Energy
ES
$27.2B
| $5.47M | 0.03% |
99,053
-5,257
| -5% | -$281K |
|
505
Ameriprise Financial
AMP
$50.4B
| $5.46M | 0.03% |
49,170
-3,912
| -7% | -$413K |
|
506
Darden Restaurants
DRI
$25.4B
| $5.4M | 0.03% |
74,223
+32,719
| +79% | +$2.27M |
|
507
Eastman Chemical
EMN
$8.43B
| $5.38M | 0.03% |
71,591
-4,086
| -5% | -$295K |
|
508
OGE Energy
OGE
$9.71B
| $5.36M | 0.03% |
160,300
-20,000
| -11% | -$631K |
|
|
SNI
509
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $5.35M | 0.03% |
74,943
-69,903
| -48% | -$4.73M |
|
|
TFCF
510
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $5.32M | 0.03% |
195,245
-26,886
| -12% | -$720K |
|
511
Estee Lauder
EL
$31.6B
| $5.31M | 0.03% |
69,438
-25,125
| -27% | -$2.04M |
|
512
Trimble
TRMB
$13.4B
| $5.3M | 0.03% |
175,770
+122,270
| +229% | +$3.5M |
|
513
NRG Energy
NRG
$25.2B
| $5.3M | 0.03% |
432,117
-311,281
| -42% | -$3.58M |
|
514
Toll Brothers
TOL
$14B
| $5.27M | 0.03% |
170,000
| – | – |
|
515
Brunswick
BC
$5.29B
| $5.22M | 0.03% |
95,800
-20,000
| -17% | -$990K |
|
|
VIAB
516
DELISTED
Viacom Inc. Class B
VIAB
| $5.2M | 0.03% |
148,069
-71,644
| -33% | -$2.63M |
|
517
Keurig Dr Pepper
KDP
$42.3B
| $5.19M | 0.03% |
57,272
-527,257
| -90% | -$46.2M |
|
518
Dick's Sporting Goods
DKS
$18.1B
| $5.19M | 0.03% |
97,700
+30,000
| +44% | +$1.72M |
|
|
RHT
519
DELISTED
Red Hat Inc
RHT
| $5.16M | 0.03% |
73,952
+14,401
| +24% | +$1.11M |
|
|
HRG
520
DELISTED
HRG Group, Inc.
HRG
| $5.15M | 0.03% |
+330,971
| New | +$5.06M |
|
521
MarketAxess Holdings
MKTX
$5.72B
| $5.14M | 0.03% |
35,000
-30,000
| -46% | -$4.77M |
|
522
Conagra Brands
CAG
$7.39B
| $5.12M | 0.03% |
129,441
-143,051
| -52% | -$5.35M |
|
523
Freeport-McMoran
FCX
$93.6B
| $5.11M | 0.03% |
387,546
-14,296
| -4% | -$183K |
|
524
Bausch Health
BHC
$2.37B
| $5.09M | 0.03% |
261,532
-95,125
| -27% | -$1.74M |
|
525
Cognex
CGNX
$10.4B
| $5.09M | 0.03% |
160,000
+60,000
| +60% | +$1.72M |
|
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.