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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 15.34%
2 Technology 12.33%
3 Healthcare 10.23%
4 Industrials 9.09%
5 Communication Services 7.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LOGM
851
DELISTED
LogMein, Inc.
LOGM
$1.93M 0.01%
19,943
– –
BBBY
852
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.93M 0.01%
47,362
-3,400
-7% -$147K
B
853
DELISTED
Barnes Group Inc.
B
$1.92M 0.01%
40,556
– –
OGS icon
854
ONE Gas
OGS
$5.09B
$1.92M 0.01%
30,000
– –
ALLE icon
855
Allegion
ALLE
$14.2B
$1.91M 0.01%
29,866
-24,421
-45% -$1.62M
EGP icon
856
EastGroup Properties
EGP
$11B
$1.91M 0.01%
25,808
– –
BUFF
857
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$1.91M 0.01%
+79,260
New +$1.92M
PBCT
858
DELISTED
People's United Financial Inc
PBCT
$1.88M 0.01%
97,147
-5,108
-5% -$90.3K
MDCO
859
DELISTED
Medicines Co
MDCO
$1.88M 0.01%
55,365
– –
RES icon
860
RPC Inc
RES
$1.39B
$1.87M 0.01%
94,200
– –
SEIC icon
861
SEI Investments
SEIC
$12.8B
$1.87M 0.01%
37,800
– –
THO icon
862
Thor Industries
THO
$4.11B
$1.86M 0.01%
+18,552
New +$1.67M
AIT icon
863
Applied Industrial Technologies
AIT
$13.2B
$1.85M 0.01%
31,123
– –
MENT
864
DELISTED
Mentor Graphics Corp
MENT
$1.84M 0.01%
50,000
– –
NGVT icon
865
Ingevity
NGVT
$2.59B
$1.84M 0.01%
33,580
– –
ROIC
866
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.84M 0.01%
87,085
– –
LAD icon
867
Lithia Motors
LAD
$8.32B
$1.84M 0.01%
18,988
– –
LXP icon
868
LXP Industrial Trust
LXP
$3.58B
$1.84M 0.01%
34,001
– –
SPLS
869
DELISTED
Staples Inc
SPLS
$1.84M 0.01%
202,852
-101,032
-33% -$881K
DRH icon
870
Diamondrock Hospitality Co
DRH
$2.51B
$1.83M 0.01%
159,048
– –
AXE
871
DELISTED
Anixter International Inc
AXE
$1.83M 0.01%
22,633
– –
WTRG icon
872
Essential Utilities
WTRG
$11.5B
$1.83M 0.01%
61,000
– –
FCFS icon
873
FirstCash
FCFS
$9.14B
$1.82M 0.01%
38,827
– –
ABM icon
874
ABM Industries
ABM
$2.82B
$1.82M 0.01%
44,569
-38,115
-46% -$1.55M
CVBF icon
875
CVB Financial
CVBF
$4.08B
$1.81M 0.01%
79,063
– –
33 34
35
36 37

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PCH
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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.