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 | |
|---|---|---|---|---|---|---|
|
UMPQ
626
DELISTED
Umpqua Holdings Corp
UMPQ
| $3.76M | 0.02% |
200,000
+50,000
| +33% | +$851K |
|
627
Telephone and Data Systems
TDS
$4.03B
| $3.75M | 0.02% |
130,000
-20,000
| -13% | -$545K |
|
628
Signet Jewelers
SIG
$3.6B
| $3.74M | 0.02% |
39,717
-22,142
| -36% | -$1.94M |
|
|
NFX
629
DELISTED
Newfield Exploration
NFX
| $3.74M | 0.02% |
92,263
-25
| -0% | -$1.06K |
|
630
US Foods
USFD
$23.8B
| $3.73M | 0.02% |
+135,910
| New | +$3.26M |
|
631
Perrigo
PRGO
$1.78B
| $3.71M | 0.02% |
44,622
-2,494
| -5% | -$216K |
|
632
Manhattan Associates
MANH
$11.7B
| $3.71M | 0.02% |
70,000
| – | – |
|
|
TCO
633
DELISTED
Taubman Centers Inc.
TCO
| $3.7M | 0.02% |
50,000
-20,000
| -29% | -$1.45M |
|
634
Black Hills Corp
BKH
$5.64B
| $3.68M | 0.02% |
60,000
+30,000
| +100% | +$1.79M |
|
|
CY
635
DELISTED
Cypress Semiconductor
CY
| $3.67M | 0.02% |
320,442
| – | – |
|
|
CMA
636
DELISTED
Comerica
CMA
| $3.66M | 0.02% |
53,692
-3,495
| -6% | -$205K |
|
|
DISCK
637
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $3.65M | 0.02% |
136,129
+62,395
| +85% | +$1.64M |
|
638
Silgan Holdings
SLGN
$4.46B
| $3.64M | 0.02% |
142,400
| – | – |
|
639
Hanover Insurance
THG
$7.77B
| $3.64M | 0.02% |
+40,000
| New | +$3.34M |
|
640
CMS Energy
CMS
$22.1B
| $3.62M | 0.02% |
87,050
-30,247
| -26% | -$1.24M |
|
641
Dover
DOV
$27.8B
| $3.62M | 0.02% |
59,782
-52,927
| -47% | -$3.06M |
|
642
Lennar Class A
LEN
$21.1B
| $3.61M | 0.02% |
88,447
+23,551
| +36% | +$953K |
|
|
HDS
643
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.61M | 0.02% |
+84,952
| New | +$3.13M |
|
644
Aecom
ACM
$8.19B
| $3.6M | 0.02% |
99,000
| – | – |
|
645
Akamai
AKAM
$18B
| $3.59M | 0.02% |
53,888
-3,569
| -6% | -$227K |
|
|
CRZO
646
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $3.59M | 0.02% |
96,051
+5,230
| +6% | +$202K |
|
|
BRSL
647
Brightstar Lottery PLC
BRSL
$2.15B
| $3.59M | 0.02% |
+140,500
| New | +$3.77M |
|
648
Edgewell Personal Care
EPC
$1.31B
| $3.58M | 0.02% |
49,100
-15,000
| -23% | -$1.16M |
|
|
CDK
649
DELISTED
CDK Global, Inc.
CDK
| $3.58M | 0.02% |
60,000
| – | – |
|
650
Casey's General Stores
CASY
$31.6B
| $3.57M | 0.02% |
+30,000
| New | +$3.57M |
|
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.