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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
TSE
976
DELISTED
Trinseo
TSE
$1.4M 0.01%
+23,644
New +$1.33M
DNB
977
DELISTED
Dun & Bradstreet
DNB
$1.4M 0.01%
11,525
-414
-3% -$51K
JACK icon
978
Jack in the Box
JACK
$358M
$1.4M 0.01%
12,500
– –
HQY icon
979
HealthEquity
HQY
$8.83B
$1.4M 0.01%
34,417
– –
HMN icon
980
Horace Mann Educators
HMN
$2.1B
$1.39M 0.01%
32,567
– –
MGLN
981
DELISTED
Magellan Health Services, Inc.
MGLN
$1.39M 0.01%
18,518
-1,235
-6% -$79K
NTGR icon
982
NETGEAR
NTGR
$647M
$1.39M 0.01%
25,603
– –
ACIA
983
DELISTED
Acacia Communications Inc
ACIA
$1.39M 0.01%
+22,546
New +$1.72M
BWP
984
DELISTED
Boardwalk Pipeline Partners
BWP
$1.39M 0.01%
80,041
-17,241
-18% -$295K
HW
985
DELISTED
Headwaters Inc
HW
$1.38M 0.01%
58,785
– –
NWSA icon
986
News Corp Class A
NWSA
$15.6B
$1.37M 0.01%
119,398
-315,738
-73% -$3.9M
CCOI icon
987
Cogent Communications
CCOI
$530M
$1.36M 0.01%
32,910
– –
NWN icon
988
Northwest Natural Holdings
NWN
$2.14B
$1.36M 0.01%
22,757
+1,045
+5% +$60.8K
AWR icon
989
American States Water
AWR
$3.52B
$1.36M 0.01%
29,802
– –
CBM
990
DELISTED
Cambrex Corporation
CBM
$1.35M 0.01%
25,091
– –
AF
991
DELISTED
Astoria Financial Corporation
AF
$1.35M 0.01%
72,509
– –
KWR icon
992
Quaker Houghton
KWR
$2.95B
$1.35M 0.01%
10,549
– –
EXLS icon
993
EXL Service
EXLS
$5.36B
$1.35M 0.01%
133,525
– –
AAT
994
American Assets Trust
AAT
$1.41B
$1.35M 0.01%
31,236
– –
KFY icon
995
Korn Ferry
KFY
$4.36B
$1.35M 0.01%
45,745
– –
THC icon
996
Tenet Healthcare
THC
$21.5B
$1.34M 0.01%
90,000
-80,000
-47% -$1.44M
DHC
997
Diversified Healthcare Trust
DHC
$2.03B
$1.32M 0.01%
70,000
– –
CWT icon
998
California Water Service
CWT
$3.1B
$1.32M 0.01%
39,036
– –
IOSP icon
999
Innospec
IOSP
$2.31B
$1.32M 0.01%
19,254
– –
ICOL
1000
DELISTED
iShares MSCI Colombia ETF
ICOL
$1.31M 0.01%
101,212
– –
38 39
40
41 42

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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.