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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 | |
|---|---|---|---|---|---|---|
176
Carlisle Companies
CSL
$14.9B
| $25.6M | 0.14% |
232,127
+81,300
| +54% | +$8.88M |
|
|
177
FirstEnergy
FE
$27.3B
| $25.6M | 0.14% |
826,371
+686,549
| +491% | +$22M |
|
178
Ross Stores
ROST
$78.2B
| $25.3M | 0.13% |
386,257
+76,598
| +25% | +$5.01M |
|
179
Ford
F
$55.4B
| $25.2M | 0.13% |
2,079,842
-696,557
| -25% | -$8.45M |
|
180
Range Resources
RRC
$9.29B
| $25.1M | 0.13% |
730,389
+161,957
| +28% | +$5.79M |
|
181
ConocoPhillips
COP
$150B
| $25.1M | 0.13% |
499,609
-27,445
| -5% | -$1.27M |
|
|
DD
182
DELISTED
Du Pont De Nemours E I
DD
| $25M | 0.13% |
341,097
-127,214
| -27% | -$9.04M |
|
183
CME Group
CME
$94.9B
| $24.9M | 0.13% |
215,996
+38,160
| +21% | +$4.25M |
|
184
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $24.5M | 0.13% |
1,008,056
+903,844
| +867% | +$21.6M |
|
185
FedEx
FDX
$78.7B
| $24.5M | 0.13% |
131,401
-157,978
| -55% | -$29M |
|
|
STI
186
DELISTED
SunTrust Banks, Inc.
STI
| $24.5M | 0.13% |
446,023
-107,655
| -19% | -$5.38M |
|
187
Nucor
NUE
$62B
| $24.3M | 0.13% |
408,697
-50,710
| -11% | -$2.84M |
|
|
RAI
188
DELISTED
Reynolds American Inc
RAI
| $24.2M | 0.13% |
430,987
+16,891
| +4% | +$896K |
|
|
EA
189
DELISTED
Electronic Arts
EA
| $24.1M | 0.13% |
306,333
+177,025
| +137% | +$14.2M |
|
190
Mondelez International
MDLZ
$80.7B
| $24M | 0.13% |
541,141
-122,393
| -18% | -$5.27M |
|
191
Brookfield
BN
$109B
| $23.7M | 0.13% |
2,012,684
-875,765
| -30% | -$10.7M |
|
192
Citizens Financial Group
CFG
$31.2B
| $23.2M | 0.12% |
649,825
+5,712
| +0.9% | +$173K |
|
193
International Paper
IP
$21.8B
| $22.9M | 0.12% |
456,000
-85,848
| -16% | -$3.97M |
|
194
NVIDIA
NVDA
$5.46T
| $22.9M | 0.12% |
8,576,920
-7,736,680
| -47% | -$16.2M |
|
195
Equifax
EFX
$21.2B
| $22.5M | 0.12% |
190,699
+92,367
| +94% | +$11.3M |
|
196
Acuity Brands
AYI
$10.7B
| $22.4M | 0.12% |
97,043
+22,363
| +30% | +$5.43M |
|
197
F5
FFIV
$23.7B
| $22.3M | 0.12% |
153,906
-142
| -0.1% | -$19.2K |
|
198
Occidental Petroleum
OXY
$57.8B
| $22M | 0.12% |
309,377
-90,563
| -23% | -$6.43M |
|
199
Edwards Lifesciences
EW
$53.3B
| $22M | 0.12% |
705,150
+19,785
| +3% | +$641K |
|
200
Costco
COST
$422B
| $21.7M | 0.11% |
135,665
-278,579
| -67% | -$42.5M |
|
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.