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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
+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
Cap. Flow
-$2.57B
Cap. Flow %
-13.6%
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
221
Reduced
526
Closed
50

Top Buys

Rank Stock Value
1
DTE icon
DTE Energy
DTE
+$52.9M
2
ADM icon
Archer Daniels Midland
ADM
+$39.9M
3
HSY icon
Hershey
HSY
+$33.9M
4
CL icon
Colgate-Palmolive
CL
+$23.2M
5
FE icon
FirstEnergy
FE
+$22M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$247M
2
XOM icon
ExxonMobil
XOM
+$134M
3
MSFT icon
Microsoft
MSFT
+$117M
4
JNJ icon
Johnson & Johnson
JNJ
+$73.3M
5
AMZN icon
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
EXPO icon
1026
Exponent
EXPO
$3.21B
$1.24M 0.01%
40,966
– –
EPAC icon
1027
Enerpac Tool Group
EPAC
$1.88B
$1.23M 0.01%
47,520
– –
GPI icon
1028
Group 1 Automotive
GPI
$3.12B
$1.23M 0.01%
15,797
– –
ZLTQ
1029
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.23M 0.01%
28,291
– –
PRGS icon
1030
Progress Software
PRGS
$1.82B
$1.23M 0.01%
38,506
– –
MEI icon
1031
Methode Electronics
MEI
$602M
$1.22M 0.01%
29,479
– –
MATX icon
1032
Matsons
MATX
$6.48B
$1.22M 0.01%
34,411
– –
ORAN
1033
DELISTED
Orange
ORAN
$1.21M 0.01%
+80,000
New +$1.19M
ABCB icon
1034
Ameris Bancorp
ABCB
$6.03B
$1.21M 0.01%
27,694
– –
RMBS icon
1035
Rambus
RMBS
$10.8B
$1.2M 0.01%
87,390
– –
CCMP
1036
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$1.2M 0.01%
19,049
– –
BHE icon
1037
Benchmark Electronics
BHE
$2.92B
$1.2M 0.01%
39,398
– –
HUBG icon
1038
HUB Group
HUBG
$2.51B
$1.2M 0.01%
54,622
– –
SPTN
1039
DELISTED
SpartanNash
SPTN
$1.19M 0.01%
30,130
– –
ESE icon
1040
ESCO Technologies
ESE
$7.92B
$1.19M 0.01%
20,995
– –
FELE icon
1041
Franklin Electric
FELE
$4.67B
$1.19M 0.01%
30,533
– –
BANR icon
1042
Banner Corp
BANR
$2.51B
$1.18M 0.01%
21,194
– –
OI icon
1043
O-I Glass
OI
$1.05B
$1.18M 0.01%
67,900
-133,598
-66% -$2.43M
NPO icon
1044
Enpro
NPO
$7.19B
$1.18M 0.01%
17,513
– –
DCH
1045
Dauch Corp
DCH
$1.6B
$1.17M 0.01%
60,630
– –
GWR
1046
DELISTED
Genesee & Wyoming Inc.
GWR
$1.17M 0.01%
16,800
– –
FWRD icon
1047
Forward Air
FWRD
$663M
$1.17M 0.01%
24,579
– –
TXRH icon
1048
Texas Roadhouse
TXRH
$13.6B
$1.16M 0.01%
+24,091
New +$1.06M
FN icon
1049
Fabrinet
FN
$20.4B
$1.16M 0.01%
28,790
– –
EGOV
1050
DELISTED
NIC Inc
EGOV
$1.16M 0.01%
48,544
– –
40 41
42
43 44

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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.