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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 | |
|---|---|---|---|---|---|---|
701
John Wiley & Sons Class A
WLY
$2.63B
| $3.07M | 0.02% |
56,300
| – | – |
|
|
WFM
702
DELISTED
Whole Foods Market Inc
WFM
| $3.05M | 0.02% |
99,285
-5,551
| -5% | -$167K |
|
703
Texas Capital Bancshares
TCBI
$4.38B
| $3.05M | 0.02% |
38,913
+2,454
| +7% | +$166K |
|
|
WGL
704
DELISTED
Wgl Holdings
WGL
| $3.05M | 0.02% |
+40,000
| New | +$2.69M |
|
705
Charles River Laboratories
CRL
$13.4B
| $3.05M | 0.02% |
40,000
-30,000
| -43% | -$2.28M |
|
706
Cathay General Bancorp
CATY
$4.31B
| $3.04M | 0.02% |
80,000
+10,000
| +14% | +$338K |
|
707
American Eagle Outfitters
AEO
$2.73B
| $3.03M | 0.02% |
200,000
| – | – |
|
708
UDR
UDR
$12.2B
| $3.03M | 0.02% |
83,169
-4,650
| -5% | -$159K |
|
|
ANSS
709
DELISTED
Ansys
ANSS
| $3.02M | 0.02% |
32,700
| – | – |
|
710
Hancock Whitney
HWC
$6.37B
| $3.02M | 0.02% |
+70,000
| New | +$2.66M |
|
711
Albemarle
ALB
$15.4B
| $3.01M | 0.02% |
34,954
-13,047
| -27% | -$1.1M |
|
712
Wynn Resorts
WYNN
$10.5B
| $3.01M | 0.02% |
34,743
-1,366
| -4% | -$128K |
|
713
Wintrust Financial
WTFC
$11B
| $2.98M | 0.02% |
41,122
| – | – |
|
714
Expeditors International
EXPD
$24.3B
| $2.98M | 0.02% |
56,286
-3,252
| -5% | -$170K |
|
715
Universal Health Services
UHS
$10.1B
| $2.98M | 0.02% |
28,021
-1,606
| -5% | -$190K |
|
716
United Bankshares
UBSI
$6.68B
| $2.98M | 0.02% |
64,346
+10,442
| +19% | +$443K |
|
717
IPG Photonics
IPGP
$3.57B
| $2.96M | 0.02% |
+30,000
| New | +$2.8M |
|
718
Mattel
MAT
$4.25B
| $2.95M | 0.02% |
107,030
-54,979
| -34% | -$1.67M |
|
719
Pentair
PNR
$10.7B
| $2.93M | 0.02% |
77,726
-33,744
| -30% | -$1.32M |
|
720
Hormel Foods
HRL
$13.4B
| $2.93M | 0.02% |
84,060
-32,321
| -28% | -$1.17M |
|
721
International Flavors & Fragrances
IFF
$21.4B
| $2.92M | 0.02% |
24,745
-1,428
| -5% | -$179K |
|
|
IPG
722
DELISTED
Interpublic Group of Companies
IPG
| $2.91M | 0.02% |
124,211
-104,640
| -46% | -$2.42M |
|
723
Jacobs Solutions
J
$16.8B
| $2.88M | 0.02% |
60,997
-18,945
| -24% | -$872K |
|
724
Tyler Technologies
TYL
$13.5B
| $2.85M | 0.02% |
20,000
| – | – |
|
725
Capri Holdings
CPRI
$1.77B
| $2.85M | 0.02% |
66,277
-36,274
| -35% | -$1.72M |
|
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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.