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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
CORE
926
DELISTED
Core Mark Holding Co., Inc.
CORE
$1.59M 0.01%
36,868
– –
AEL
927
DELISTED
American Equity Investment Life Holding Company
AEL
$1.59M 0.01%
70,383
– –
JJSF icon
928
J&J Snack Foods
JJSF
$1.7B
$1.58M 0.01%
11,880
– –
EAT icon
929
Brinker International
EAT
$10.2B
$1.58M 0.01%
31,921
-64,579
-67% -$3.32M
MUR icon
930
Murphy Oil
MUR
$4.99B
$1.57M 0.01%
50,504
-2,724
-5% -$82.5K
WOR icon
931
Worthington Enterprises
WOR
$2.85B
$1.57M 0.01%
53,526
– –
VVC
932
DELISTED
Vectren Corporation
VVC
$1.56M 0.01%
30,000
– –
KRG icon
933
Kite Realty
KRG
$5.31B
$1.56M 0.01%
66,543
– –
NAVI icon
934
Navient
NAVI
$867M
$1.55M 0.01%
94,455
-56,908
-38% -$885K
FNGN
935
DELISTED
Financial Engines, Inc.
FNGN
$1.55M 0.01%
42,195
– –
SWC
936
DELISTED
Stillwater Mining Co
SWC
$1.55M 0.01%
95,961
– –
POWI icon
937
Power Integrations
POWI
$3.48B
$1.54M 0.01%
45,472
-100,000
-69% -$3.27M
LGND icon
938
Ligand Pharmaceuticals
LGND
$5.76B
$1.54M 0.01%
24,242
– –
ILG
939
DELISTED
ILG, Inc Common Stock
ILG
$1.54M 0.01%
84,536
– –
GK
940
DELISTED
G&K Services Inc
GK
$1.53M 0.01%
15,874
– –
VIAV icon
941
Viavi Solutions
VIAV
$10.6B
$1.52M 0.01%
186,111
– –
SPN
942
DELISTED
Superior Energy Services, Inc.
SPN
$1.52M 0.01%
9,000
-3,200
-26% -$534K
GAP
943
The Gap Inc
GAP
$7.34B
$1.52M 0.01%
67,654
-154,416
-70% -$3.98M
WNR
944
DELISTED
Western Refining Inc
WNR
$1.52M 0.01%
40,100
– –
HR
945
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.52M 0.01%
+50,000
New +$1.52M
TREX icon
946
Trex
TREX
$5.1B
$1.5M 0.01%
93,396
– –
SKYW icon
947
Skywest
SKYW
$4.21B
$1.49M 0.01%
40,863
– –
HRB icon
948
H&R Block
HRB
$6.76B
$1.49M 0.01%
64,606
-32,670
-34% -$747K
INDB icon
949
Independent Bank
INDB
$4.05B
$1.48M 0.01%
20,995
– –
ADNT icon
950
Adient
ADNT
$1.54B
$1.48M 0.01%
+25,180
New +$1.33M
36 37
38
39 40

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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.