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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 | |
|---|---|---|---|---|---|---|
|
KS
676
DELISTED
KapStone Paper and Pack Corp.
KS
| $3.28M | 0.02% |
148,801
| – | – |
|
677
Jack Henry & Associates
JKHY
$11.1B
| $3.27M | 0.02% |
36,800
-20,000
| -35% | -$1.71M |
|
|
PACW
678
DELISTED
PacWest Bancorp
PACW
| $3.27M | 0.02% |
60,000
| – | – |
|
|
MSCC
679
DELISTED
Microsemi Corp
MSCC
| $3.24M | 0.02% |
60,000
| – | – |
|
680
C.H. Robinson
CHRW
$17.5B
| $3.23M | 0.02% |
44,127
-269,507
| -86% | -$19.5M |
|
681
Masco
MAS
$14.7B
| $3.23M | 0.02% |
102,214
-118,115
| -54% | -$3.79M |
|
682
Crane NXT
CXT
$2.96B
| $3.23M | 0.02% |
+128,979
| New | +$3.13M |
|
683
Teleflex
TFX
$5.82B
| $3.22M | 0.02% |
20,000
| – | – |
|
684
Chemours
CC
$2.3B
| $3.22M | 0.02% |
145,760
| – | – |
|
685
First Horizon
FHN
$12.3B
| $3.2M | 0.02% |
160,000
-110,000
| -41% | -$1.94M |
|
|
ANDV
686
DELISTED
Andeavor
ANDV
| $3.2M | 0.02% |
36,578
-13,574
| -27% | -$1.15M |
|
|
VRE
687
DELISTED
Veris Residential
VRE
| $3.19M | 0.02% |
110,000
| – | – |
|
688
Federal Realty Investment Trust
FRT
$10.3B
| $3.18M | 0.02% |
22,377
-10,368
| -32% | -$1.47M |
|
689
The Mosaic Company
MOS
$6.92B
| $3.18M | 0.02% |
108,391
-6,767
| -6% | -$182K |
|
690
DaVita
DVA
$11.4B
| $3.17M | 0.02% |
49,454
-21,261
| -30% | -$1.32M |
|
691
MGM Resorts International
MGM
$11.1B
| $3.17M | 0.02% |
+110,000
| New | +$3.05M |
|
692
Olin
OLN
$2.17B
| $3.17M | 0.02% |
123,600
| – | – |
|
693
Brown & Brown
BRO
$24B
| $3.14M | 0.02% |
140,000
| – | – |
|
694
Fortinet
FTNT
$121B
| $3.13M | 0.02% |
520,500
| – | – |
|
|
XL
695
DELISTED
XL Group Ltd.
XL
| $3.12M | 0.02% |
83,605
-59,477
| -42% | -$2.13M |
|
696
Tractor Supply
TSCO
$18.8B
| $3.11M | 0.02% |
204,980
-14,790
| -7% | -$210K |
|
697
FirstService
FSV
$6.18B
| $3.1M | 0.02% |
48,660
-24,259
| -33% | -$1.06M |
|
698
Murphy USA
MUSA
$10.4B
| $3.09M | 0.02% |
50,300
| – | – |
|
699
Jefferies Financial Group
JEF
$12.9B
| $3.08M | 0.02% |
148,236
+29,082
| +24% | +$543K |
|
700
Bio-Techne
TECH
$11.2B
| $3.08M | 0.02% |
120,000
| – | – |
|
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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.