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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 | |
|---|---|---|---|---|---|---|
|
KSU
726
DELISTED
Kansas City Southern
KSU
| $2.85M | 0.02% |
33,537
-11,997
| -26% | -$1.06M |
|
727
Brixmor Property Group
BRX
$9.21B
| $2.85M | 0.02% |
+116,485
| New | +$2.91M |
|
|
TXNM
728
TXNM Energy Inc
TXNM
$5.91B
| $2.84M | 0.02% |
82,800
+10,000
| +14% | +$324K |
|
729
COPT Defense Properties
CDP
$4.21B
| $2.83M | 0.02% |
90,700
-30,000
| -25% | -$851K |
|
730
Cirrus Logic
CRUS
$6.06B
| $2.83M | 0.01% |
50,000
| – | – |
|
731
Watsco Inc
WSO
$12.8B
| $2.81M | 0.01% |
18,991
-300
| -2% | -$43.5K |
|
732
United Rentals
URI
$72B
| $2.77M | 0.01% |
26,190
-2,144
| -8% | -$195K |
|
733
BlackBerry
BB
$5.23B
| $2.74M | 0.01% |
397,363
-166,954
| -30% | -$1.24M |
|
734
Regal Rexnord
RRX
$11.7B
| $2.71M | 0.01% |
39,100
| – | – |
|
735
Pinnacle West Capital
PNW
$12.3B
| $2.71M | 0.01% |
34,671
-32,087
| -48% | -$2.41M |
|
736
Home BancShares
HOMB
$6.3B
| $2.7M | 0.01% |
97,292
| – | – |
|
737
Steris
STE
$22.8B
| $2.7M | 0.01% |
40,000
+10,000
| +33% | +$678K |
|
738
Alliant Energy
LNT
$18.3B
| $2.69M | 0.01% |
71,013
-53,943
| -43% | -$1.99M |
|
739
Lamar Advertising Co
LAMR
$15.8B
| $2.69M | 0.01% |
40,000
-20,000
| -33% | -$1.3M |
|
740
Williams-Sonoma
WSM
$28.5B
| $2.69M | 0.01% |
111,000
| – | – |
|
741
Coty
COTY
$2.51B
| $2.68M | 0.01% |
+146,375
| New | +$3.02M |
|
742
EnerSys
ENS
$7.47B
| $2.67M | 0.01% |
+34,213
| New | +$2.51M |
|
743
Old Republic International
ORI
$10.3B
| $2.66M | 0.01% |
140,000
-100,000
| -42% | -$1.8M |
|
744
Rayonier
RYN
$6.49B
| $2.66M | 0.01% |
110,223
| – | – |
|
745
Macerich
MAC
$6.98B
| $2.66M | 0.01% |
37,528
-2,146
| -5% | -$153K |
|
|
COHR
746
DELISTED
Coherent Inc
COHR
| $2.66M | 0.01% |
19,341
| – | – |
|
|
DST
747
DELISTED
DST Systems Inc.
DST
| $2.64M | 0.01% |
49,200
| – | – |
|
748
Fulton Financial
FULT
$4.72B
| $2.63M | 0.01% |
140,000
| – | – |
|
|
VAR
749
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.62M | 0.01% |
33,324
-1,695
| -5% | -$137K |
|
750
Flowers Foods
FLO
$1.59B
| $2.6M | 0.01% |
130,000
| – | – |
|
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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.