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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 | 15.4% |
| 2 | Technology | 12.62% |
| 3 | Healthcare | 10.43% |
| 4 | Industrials | 9.22% |
| 5 | Communication Services | 7.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
551
Unum
UNM
$14.9B
| $4.71M | 0.02% |
107,172
-128,333
| -54% | -$5.13M |
|
|
LLTC
552
DELISTED
Linear Technology Corp
LLTC
| $4.68M | 0.02% |
74,996
-70,521
| -48% | -$4.3M |
|
553
Pediatrix Medical
MD
$2.16B
| $4.67M | 0.02% |
70,000
| – | – |
|
|
WPX
554
DELISTED
WPX Energy, Inc.
WPX
| $4.66M | 0.02% |
+320,000
| New | +$4.23M |
|
555
Realty Income
O
$59.6B
| $4.62M | 0.02% |
82,926
-4,822
| -5% | -$271K |
|
556
Helmerich & Payne
HP
$4.42B
| $4.56M | 0.02% |
58,864
-1,672
| -3% | -$119K |
|
557
Autodesk
ADSK
$53.3B
| $4.54M | 0.02% |
61,319
-2,892
| -5% | -$213K |
|
|
AIV
558
Aimco
AIV
$382M
| $4.49M | 0.02% |
742,003
-19,938
| -3% | -$114K |
|
559
Sally Beauty Holdings
SBH
$1.51B
| $4.49M | 0.02% |
170,000
| – | – |
|
|
CERN
560
DELISTED
Cerner Corp
CERN
| $4.48M | 0.02% |
94,583
-4,253
| -4% | -$226K |
|
561
Leggett & Platt
LEG
$1.33B
| $4.48M | 0.02% |
91,626
-16,104
| -15% | -$766K |
|
562
Huntington Bancshares
HBAN
$36.2B
| $4.47M | 0.02% |
338,508
-58,453
| -15% | -$681K |
|
563
WEX
WEX
$6.67B
| $4.46M | 0.02% |
40,000
| – | – |
|
|
WBMD
564
DELISTED
WebMD Health Corp.
WBMD
| $4.46M | 0.02% |
90,000
+60,000
| +200% | +$3.1M |
|
565
Fluor
FLR
$7.09B
| $4.42M | 0.02% |
84,207
-79,749
| -49% | -$4.14M |
|
566
NOV
NOV
$7.55B
| $4.42M | 0.02% |
118,011
-48,259
| -29% | -$1.76M |
|
567
Cooper Companies
COO
$14.9B
| $4.42M | 0.02% |
100,996
-83,116
| -45% | -$3.63M |
|
|
NLSN
568
DELISTED
Nielsen Holdings plc
NLSN
| $4.4M | 0.02% |
104,814
-5,645
| -5% | -$259K |
|
|
POLY
569
DELISTED
Plantronics, Inc.
POLY
| $4.38M | 0.02% |
80,000
-10,000
| -11% | -$523K |
|
570
Host Hotels & Resorts
HST
$15.7B
| $4.34M | 0.02% |
230,224
-13,934
| -6% | -$235K |
|
571
Microchip Technology
MCHP
$42.3B
| $4.33M | 0.02% |
135,110
-77,760
| -37% | -$2.45M |
|
572
Cabot Corp
CBT
$4.49B
| $4.33M | 0.02% |
85,606
-10,613
| -11% | -$547K |
|
573
Healthpeak Properties
DOC
$14.4B
| $4.33M | 0.02% |
145,560
-23,267
| -14% | -$709K |
|
574
EPR Properties
EPR
$4.72B
| $4.31M | 0.02% |
60,000
-30,000
| -33% | -$2.14M |
|
575
Motorola Solutions
MSI
$76.8B
| $4.29M | 0.02% |
51,762
-18,861
| -27% | -$1.48M |
|
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.