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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 | |
|---|---|---|---|---|---|---|
776
CACI
CACI
$14.7B
| $2.38M | 0.01% |
19,151
| – | – |
|
777
First Financial Bankshares
FFIN
$5.04B
| $2.38M | 0.01% |
105,260
| – | – |
|
778
FMC
FMC
$1.28B
| $2.36M | 0.01% |
48,069
-20,518
| -30% | -$937K |
|
779
Helen of Troy
HELE
$701M
| $2.35M | 0.01% |
27,800
| – | – |
|
780
Spire
SR
$4.89B
| $2.34M | 0.01% |
36,313
| – | – |
|
|
NSR
781
DELISTED
Neustar Inc
NSR
| $2.34M | 0.01% |
70,000
-30,300
| -30% | -$803K |
|
|
CSRA
782
DELISTED
CSRA Inc.
CSRA
| $2.34M | 0.01% |
73,362
-149,722
| -67% | -$4.38M |
|
783
Valley National Bancorp
VLY
$8.29B
| $2.33M | 0.01% |
200,000
| – | – |
|
|
EVHC
784
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $2.32M | 0.01% |
+36,722
| New | +$2.4M |
|
|
SNV
785
DELISTED
Synovus
SNV
| $2.32M | 0.01% |
56,528
-50,000
| -47% | -$1.84M |
|
786
Avnet
AVT
$7.84B
| $2.32M | 0.01% |
48,700
| – | – |
|
|
TEN
787
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $2.32M | 0.01% |
37,100
| – | – |
|
788
B&G Foods
BGS
$295M
| $2.31M | 0.01% |
52,861
| – | – |
|
789
Xerox
XRX
$407M
| $2.31M | 0.01% |
100,443
-5,779
| -5% | -$144K |
|
|
LPNT
790
DELISTED
LifePoint Health, Inc.
LPNT
| $2.27M | 0.01% |
40,000
| – | – |
|
791
CF Industries
CF
$18B
| $2.26M | 0.01% |
71,855
-26,068
| -27% | -$701K |
|
|
CMD
792
DELISTED
Cantel Medical Corporation
CMD
| $2.26M | 0.01% |
28,694
| – | – |
|
793
Hope Bancorp
HOPE
$1.84B
| $2.25M | 0.01% |
102,979
| – | – |
|
794
Healthcare Services Group
HCSG
$1.48B
| $2.25M | 0.01% |
57,454
| – | – |
|
795
Belden
BDC
$5.32B
| $2.24M | 0.01% |
30,000
-30,000
| -50% | -$2.14M |
|
796
NiSource
NI
$20.4B
| $2.24M | 0.01% |
101,020
-864,224
| -90% | -$19.2M |
|
797
Atmos Energy
ATO
$28.7B
| $2.23M | 0.01% |
30,000
| – | – |
|
798
Shopify
SHOP
$199B
| $2.22M | 0.01% |
517,170
-168,020
| -25% | -$706K |
|
799
Sonoco
SON
$5.74B
| $2.21M | 0.01% |
41,900
| – | – |
|
|
SBNY
800
DELISTED
Signature Bank
SBNY
| $2.21M | 0.01% |
14,700
| – | – |
|
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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.