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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
-7.65%
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
$16.2B
AUM Growth
-$1.98B
(-11%)
Cap. Flow
-$334M
Cap. Flow
% of AUM
-2.06%
Top 10 Holdings %
Top 10 Hldgs %
16.52%
Holding
1,499
New
78
Increased
221
Reduced
447
Closed
631
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
WLL
Whiting Petroleum Corporation
WLL
|
+$78.9M |
| 2 |
CELG
Celgene Corp
CELG
|
+$61.2M |
| 3 |
Amgen
AMGN
|
+$60.8M |
| 4 |
Micron Technology
MU
|
+$57.9M |
| 5 |
Gilead Sciences
GILD
|
+$51.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Royal Bank of Canada
RY
|
+$123M |
| 2 |
AGN
Allergan plc
AGN
|
+$105M |
| 3 |
Honeywell
HON
|
+$36.6M |
| 4 |
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
|
+$33.8M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$30.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.02% |
| 2 | Healthcare | 13.17% |
| 3 | Technology | 11.91% |
| 4 | Industrials | 8.52% |
| 5 | Communication Services | 7.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
976
Future Fuel
FF
$249M
| – | – |
-16,500
| Closed | -$212K |
|
977
First Financial Bancorp
FFBC
$3.6B
| – | – |
-48,300
| Closed | -$867K |
|
978
First Financial Bankshares
FFIN
$5.04B
| – | – |
-100,000
| Closed | -$1.73M |
|
979
Federated Hermes
FHI
$4.74B
| – | – |
-200,000
| Closed | -$6.7M |
|
980
Comfort Systems
FIX
$60.8B
| – | – |
-29,000
| Closed | -$666K |
|
981
Fabrinet
FN
$20.3B
| – | – |
-23,039
| Closed | -$432K |
|
982
FNB Corp
FNB
$6.88B
| – | – |
-135,600
| Closed | -$1.94M |
|
983
Forestar Group
FOR
$1.51B
| – | – |
-27,300
| Closed | -$359K |
|
984
Forrester Research
FORR
$224M
| – | – |
-8,500
| Closed | -$306K |
|
|
FSP
985
Franklin Street Properties
FSP
$46.4M
| – | – |
-69,600
| Closed | -$787K |
|
986
Federal Signal
FSS
$7.51B
| – | – |
-48,700
| Closed | -$726K |
|
987
Flotek Industries
FTK
$1.25B
| – | – |
-6,517
| Closed | -$490K |
|
988
H.B. Fuller
FUL
$3.24B
| – | – |
-39,200
| Closed | -$1.59M |
|
989
Forward Air
FWRD
$682M
| – | – |
-24,000
| Closed | -$1.25M |
|
990
Glacier Bancorp
GBCI
$6.48B
| – | – |
-58,100
| Closed | -$1.71M |
|
991
Genesco
GCO
$394M
| – | – |
-18,800
| Closed | -$1.24M |
|
992
Green Dot
GDOT
$770M
| – | – |
-31,000
| Closed | -$593K |
|
993
The GEO Group
GEO
$4B
| – | – |
-86,513
| Closed | -$1.97M |
|
994
Geospace Technologies
GEOS
$66.5M
| – | – |
-10,300
| Closed | -$237K |
|
|
GES
995
DELISTED
Guess Inc
GES
| – | – |
-44,150
| Closed | -$846K |
|
996
Griffon
GFF
$4.8B
| – | – |
-31,800
| Closed | -$506K |
|
|
GIFI
997
DELISTED
Gulf Island Fabrication
GIFI
| – | – |
-10,800
| Closed | -$121K |
|
998
Group 1 Automotive
GPI
$3.14B
| – | – |
-16,700
| Closed | -$1.52M |
|
999
Green Plains
GPRE
$1.09B
| – | – |
-26,700
| Closed | -$736K |
|
1000
FerroAtlántica
GSM
$818M
| – | – |
-50,100
| Closed | -$887K |
|
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N
State of Tennessee, Department of Treasury's Q3 2015 Portfolio in Review
As of Q3 2015, State of Tennessee, Department of Treasury held 1,499 positions worth $16.2B, down 11% from $18.2B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
State of Tennessee, Department of Treasury's Q3 2015 filing shows 78 new, 221 increased, 447 reduced and 631 closed positions. Its largest new stake was WestRock Company: 809,574 shares worth $37.5M. The largest sale was Royal Bank of Canada, an estimated $123M.
By sector, the portfolio is most concentrated in Financials at 16% of assets, down from 16% a quarter earlier, followed by Healthcare and Technology.
- State of Tennessee, Department of Treasury's largest Q3 2015 buy was WestRock Company: 809,574 shares worth $37.5M.
- State of Tennessee, Department of Treasury added most to Whiting Petroleum Corporation in Q3 2015, an estimated $78.9M increase.
- State of Tennessee, Department of Treasury's biggest Q3 2015 reduction was Allergan plc, cutting an estimated $105M.
- State of Tennessee, Department of Treasury fully exited Royal Bank of Canada in Q3 2015, selling an estimated $123M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $16.2B portfolio in Q3 2015.
- State of Tennessee, Department of Treasury opened 78 new positions and closed 631 in Q3 2015.
- State of Tennessee, Department of Treasury's portfolio value fell 11% quarter-over-quarter to $16.2B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2015, filed 13 Nov 2015.