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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 | |
|---|---|---|---|---|---|---|
601
Warner Bros
WBD
$69.6B
| $4.04M | 0.02% |
147,311
+97,693
| +197% | +$2.65M |
|
602
Energizer
ENR
$1.55B
| $4.03M | 0.02% |
90,420
-58,680
| -39% | -$2.68M |
|
603
American Water Works
AWK
$27.1B
| $4.02M | 0.02% |
55,541
-34,990
| -39% | -$2.53M |
|
604
TechnipFMC
FTI
$30.1B
| $4.02M | 0.02% |
151,908
+52,189
| +52% | +$1.31M |
|
|
DATA
605
DELISTED
Tableau Software, Inc.
DATA
| $4M | 0.02% |
95,000
| – | – |
|
|
CA
606
DELISTED
CA, Inc.
CA
| $4M | 0.02% |
125,866
-7,673
| -6% | -$245K |
|
|
LUX
607
DELISTED
Luxottica Group
LUX
| $4M | 0.02% |
74,456
-19,673
| -21% | -$997K |
|
608
Quest Diagnostics
DGX
$26.1B
| $3.98M | 0.02% |
43,272
-24,237
| -36% | -$2.09M |
|
609
L3Harris
LHX
$53.7B
| $3.97M | 0.02% |
38,756
-68,021
| -64% | -$6.73M |
|
610
Ameren
AEE
$30.2B
| $3.97M | 0.02% |
75,599
-29,189
| -28% | -$1.45M |
|
611
Synopsys
SNPS
$78.8B
| $3.95M | 0.02% |
67,100
| – | – |
|
612
Verisk Analytics
VRSK
$24.2B
| $3.94M | 0.02% |
48,571
-3,103
| -6% | -$254K |
|
613
Saic
SAIC
$5.35B
| $3.91M | 0.02% |
46,114
+10,000
| +28% | +$767K |
|
614
TransDigm Group
TDG
$68.9B
| $3.9M | 0.02% |
15,674
-5,876
| -27% | -$1.54M |
|
|
JWN
615
DELISTED
Nordstrom
JWN
| $3.89M | 0.02% |
81,074
-42,139
| -34% | -$2.29M |
|
616
Advance Auto Parts
AAP
$3.46B
| $3.88M | 0.02% |
22,922
-1,293
| -5% | -$203K |
|
617
First American
FAF
$7.56B
| $3.88M | 0.02% |
105,800
-80,000
| -43% | -$3.07M |
|
618
UMB Financial
UMBF
$11.5B
| $3.86M | 0.02% |
50,000
+15,161
| +44% | +$1.05M |
|
619
D.R. Horton
DHI
$41.9B
| $3.85M | 0.02% |
140,743
-6,649
| -5% | -$190K |
|
620
Tapestry
TPR
$25.9B
| $3.83M | 0.02% |
109,227
-9,356
| -8% | -$341K |
|
621
Henry Schein
HSIC
$10B
| $3.81M | 0.02% |
64,097
-4,493
| -7% | -$271K |
|
622
LiveRamp
RAMP
$2.31B
| $3.81M | 0.02% |
142,200
| – | – |
|
623
Broadridge
BR
$19.6B
| $3.78M | 0.02% |
57,000
-10,000
| -15% | -$650K |
|
|
MPT
624
Medical Properties Trust
MPT
$2.51B
| $3.77M | 0.02% |
306,713
+146,713
| +92% | +$1.9M |
|
625
Oneok
OKE
$58.4B
| $3.76M | 0.02% |
65,420
-3,776
| -5% | -$198K |
|
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.