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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
OSIS icon
1076
OSI Systems
OSIS
$3.77B
$1.07M 0.01%
14,070
– –
PDCO
1077
DELISTED
Patterson Companies, Inc.
PDCO
$1.07M 0.01%
26,033
-1,367
-5% -$59K
KAMN
1078
DELISTED
Kaman Corp
KAMN
$1.06M 0.01%
21,712
– –
STBA icon
1079
S&T Bancorp
STBA
$1.82B
$1.06M 0.01%
27,140
– –
AIN icon
1080
Albany International
AIN
$1.83B
$1.06M 0.01%
22,838
– –
AVNT icon
1081
Avient
AVNT
$4.24B
$1.06M 0.01%
33,000
– –
PLKI
1082
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.06M 0.01%
17,464
– –
FLOW
1083
DELISTED
SPX FLOW, Inc.
FLOW
$1.05M 0.01%
32,875
– –
TUP
1084
DELISTED
Tupperware Brands Corporation
TUP
$1.05M 0.01%
20,000
– –
DIN icon
1085
Dine Brands
DIN
$434M
$1.05M 0.01%
13,621
– –
CALM icon
1086
Cal-Maine
CALM
$3.87B
$1.04M 0.01%
23,634
– –
ROCK icon
1087
Gibraltar Industries
ROCK
$1.43B
$1.04M 0.01%
25,063
– –
PEI
1088
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$1.04M 0.01%
3,666
– –
CPRT icon
1089
Copart
CPRT
$28.9B
$1.04M 0.01%
150,400
– –
GCO icon
1090
Genesco
GCO
$389M
$1.04M 0.01%
16,721
– –
MTH icon
1091
Meritage Homes
MTH
$4.77B
$1.03M 0.01%
59,400
– –
GIII icon
1092
G-III Apparel Group
GIII
$1.42B
$1.03M 0.01%
34,876
-49,083
-58% -$1.43M
ENDP
1093
DELISTED
Endo International plc
ENDP
$1.03M 0.01%
62,428
-535,167
-90% -$9.42M
AAWW
1094
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.02M 0.01%
19,663
– –
NAVG
1095
DELISTED
Navigators Group Inc
NAVG
$1.02M 0.01%
17,410
– –
NCI
1096
DELISTED
Navigant Consulting, Inc.
NCI
$1.02M 0.01%
39,019
– –
KG
1097
Kestrel Group
KG
$60.5M
$1.02M 0.01%
2,923
+422
+17% +$129K
ASTE icon
1098
Astec Industries
ASTE
$997M
$1.02M 0.01%
15,055
– –
EGHT icon
1099
8x8 Inc
EGHT
$292M
$1.01M 0.01%
70,972
– –
EBIX
1100
DELISTED
Ebix Inc
EBIX
$1.01M 0.01%
17,777
– –
42 43
44
45 46

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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.