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State of Tennessee, Department of Treasury

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
+5.1%
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
$20.7B
AUM Growth
+$1.02B
Cap. Flow
+$67.4M
Cap. Flow %
0.33%
Top 10 Hldgs %
16.97%
Holding
1,493
New
46
Increased
468
Reduced
355
Closed
36

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$243M
2
GILD icon
Gilead Sciences
GILD
+$63.3M
3
MDT icon
Medtronic
MDT
+$58.6M
4
LLY icon
Eli Lilly
LLY
+$51M
5
SYY icon
Sysco
SYY
+$44.4M

Top Sells

Rank Stock Value
1
ESRX
Express Scripts Holding Company
ESRX
+$57.5M
2
SYK icon
Stryker
SYK
+$56.6M
3
PFE icon
Pfizer
PFE
+$53.4M
4
CVS icon
CVS Health
CVS
+$46.7M
5
CERN
Cerner Corp
CERN
+$46.3M

Sector Composition

Rank Sector Weight
1 Financials 14.22%
2 Technology 13.01%
3 Healthcare 11.43%
4 Industrials 9.07%
5 Consumer Discretionary 7.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WSO icon
726
Watsco Inc
WSO
$12.8B
$2.72M 0.01%
+19,291
New +$2.76M
CMA
727
DELISTED
Comerica
CMA
$2.71M 0.01%
57,187
+18,332
+47% +$831K
CLGX
728
DELISTED
Corelogic, Inc.
CLGX
$2.68M 0.01%
68,300
– –
NSR
729
DELISTED
Neustar Inc
NSR
$2.67M 0.01%
100,300
+20,000
+25% +$500K
CRUS icon
730
Cirrus Logic
CRUS
$6.06B
$2.66M 0.01%
50,000
-49,640
-50% -$2.39M
RYN icon
731
Rayonier
RYN
$6.49B
$2.65M 0.01%
110,223
– –
CGNX icon
732
Cognex
CGNX
$11B
$2.64M 0.01%
100,000
– –
BRO icon
733
Brown & Brown
BRO
$23.8B
$2.64M 0.01%
+140,000
New +$2.59M
NNN icon
734
NNN REIT
NNN
$8.88B
$2.63M 0.01%
51,800
-20,000
-28% -$1.02M
THS
735
DELISTED
Treehouse Foods
THS
$2.62M 0.01%
30,000
– –
LEN icon
736
Lennar Class A
LEN
$20.9B
$2.62M 0.01%
64,896
+22,887
+54% +$1.01M
STLD icon
737
Steel Dynamics
STLD
$37B
$2.61M 0.01%
104,500
– –
BGS icon
738
B&G Foods
BGS
$293M
$2.6M 0.01%
52,861
+3,400
+7% +$164K
SPLS
739
DELISTED
Staples Inc
SPLS
$2.6M 0.01%
303,884
+70,469
+30% +$620K
LYV icon
740
Live Nation Entertainment
LYV
$44B
$2.58M 0.01%
93,900
– –
PACW
741
DELISTED
PacWest Bancorp
PACW
$2.58M 0.01%
60,000
– –
XLU icon
742
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$2.55M 0.01%
104,212
-189,618
-65% -$4.81M
DRI icon
743
Darden Restaurants
DRI
$25.5B
$2.54M 0.01%
41,504
+15,861
+62% +$984K
TECD
744
DELISTED
Tech Data Corp
TECD
$2.54M 0.01%
30,000
– –
FR icon
745
First Industrial Realty Trust
FR
$8.36B
$2.54M 0.01%
+90,000
New +$2.57M
NDAQ icon
746
Nasdaq
NDAQ
$54.2B
$2.54M 0.01%
112,626
+36,291
+48% +$838K
OLN icon
747
Olin
OLN
$2.17B
$2.54M 0.01%
123,600
– –
GRMN
748
Garmin
GRMN
$60B
$2.52M 0.01%
52,420
+26,237
+100% +$1.29M
MSCC
749
DELISTED
Microsemi Corp
MSCC
$2.52M 0.01%
60,000
– –
SAIC icon
750
Saic
SAIC
$5.36B
$2.5M 0.01%
36,114
– –
28 29
30
31 32

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State of Tennessee, Department of Treasury's Q3 2016 Portfolio in Review

As of Q3 2016, State of Tennessee, Department of Treasury held 1,493 positions worth $20.7B, up 5.2% from $19.7B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury's Q3 2016 filing shows 46 new, 468 increased, 355 reduced and 36 closed positions. Its largest new stake was Charter Communications: 160,124 shares worth $43.2M. The largest sale was Express Scripts Holding Company, an estimated $57.5M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q3 2016 buy was Charter Communications: 160,124 shares worth $43.2M.
  • State of Tennessee, Department of Treasury added most to iShares MSCI EAFE ETF in Q3 2016, an estimated $243M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2016 reduction was Express Scripts Holding Company, cutting an estimated $57.5M.
  • State of Tennessee, Department of Treasury fully exited EMC CORPORATION in Q3 2016, selling an estimated $21.4M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $20.7B portfolio in Q3 2016.
  • State of Tennessee, Department of Treasury opened 46 new positions and closed 36 in Q3 2016.
  • State of Tennessee, Department of Treasury's portfolio value rose 5.2% quarter-over-quarter to $20.7B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2016, filed 9 Nov 2016.