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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
UVV icon
1051
Universal Corp
UVV
$1.12B
$1.15M 0.01%
18,025
– –
CAL icon
1052
Caleres
CAL
$444M
$1.15M 0.01%
34,923
– –
NSIT icon
1053
Insight Enterprises
NSIT
$4.56B
$1.14M 0.01%
28,217
– –
NP
1054
DELISTED
Neenah, Inc. Common Stock
NP
$1.13M 0.01%
13,314
– –
ROG icon
1055
Rogers Corp
ROG
$2.54B
$1.13M 0.01%
14,645
– –
KALU icon
1056
Kaiser Aluminum
KALU
$2.99B
$1.12M 0.01%
14,376
– –
BPFH
1057
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.11M 0.01%
67,388
– –
CLH icon
1058
Clean Harbors
CLH
$17B
$1.11M 0.01%
+20,000
New +$1.01M
DDD icon
1059
3D Systems Corp
DDD
$616M
$1.11M 0.01%
83,500
– –
MATV icon
1060
Mativ Holdings
MATV
$662M
$1.11M 0.01%
24,374
– –
TDC icon
1061
Teradata
TDC
$2.59B
$1.11M 0.01%
40,722
-2,158
-5% -$60.9K
INN
1062
Summit Hotel Properties
INN
$662M
$1.1M 0.01%
68,822
– –
SEM
1063
DELISTED
Select Medical
SEM
$1.1M 0.01%
154,154
– –
UNT
1064
DELISTED
UNIT Corporation
UNT
$1.1M 0.01%
40,989
– –
FSP
1065
Franklin Street Properties
FSP
$46.7M
$1.1M 0.01%
84,896
– –
KEYS icon
1066
Keysight
KEYS
$61.1B
$1.1M 0.01%
30,000
– –
BLD
1067
DELISTED
TopBuild
BLD
$1.09M 0.01%
30,724
– –
AAON icon
1068
Aaon
AAON
$7.17B
$1.09M 0.01%
49,481
– –
CNSL
1069
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.08M 0.01%
40,351
– –
GPOR
1070
DELISTED
Gulfport Energy Corp.
GPOR
$1.08M 0.01%
50,000
– –
OLLI icon
1071
Ollie's Bargain Outlet
OLLI
$4.64B
$1.08M 0.01%
+38,000
New +$1.1M
GOV
1072
DELISTED
Government Properties Income Trust
GOV
$1.08M 0.01%
56,713
– –
WERN icon
1073
Werner Enterprises
WERN
$2.35B
$1.08M 0.01%
+40,000
New +$1.03M
NSP icon
1074
Insperity
NSP
$1.99B
$1.07M 0.01%
30,278
– –
MINI
1075
DELISTED
Mobile Mini Inc
MINI
$1.07M 0.01%
35,467
– –
41 42
43
44 45

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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.