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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
AKRX
1001
DELISTED
Akorn Inc
AKRX
$1.31M 0.01%
60,000
– –
AZZ icon
1002
AZZ Inc
AZZ
$4.52B
$1.31M 0.01%
20,483
– –
PFS icon
1003
Provident Financial Services
PFS
$3.26B
$1.3M 0.01%
46,055
– –
WABC icon
1004
Westamerica Bancorp
WABC
$1.39B
$1.3M 0.01%
20,687
– –
SFBS
1005
ServisFirst Bancshares
SFBS
$5B
$1.3M 0.01%
34,740
– –
AX icon
1006
Axos Financial
AX
$5.72B
$1.3M 0.01%
45,472
– –
WDFC icon
1007
WD-40
WDFC
$3.09B
$1.29M 0.01%
11,056
– –
LGF.B
1008
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$1.29M 0.01%
+52,500
New +$1.34M
BYD icon
1009
Boyd Gaming
BYD
$6.05B
$1.29M 0.01%
63,804
– –
IRBT
1010
DELISTED
iRobot
IRBT
$1.28M 0.01%
21,895
– –
SNCR
1011
DELISTED
Synchronoss Technologies
SNCR
$1.28M 0.01%
3,713
– –
SBRA icon
1012
Sabra Healthcare REIT
SBRA
$5.15B
$1.27M 0.01%
52,026
– –
SCL icon
1013
Stepan Co
SCL
$1.48B
$1.27M 0.01%
15,570
– –
AMRN
1014
Amarin Corp
AMRN
$299M
$1.26M 0.01%
+20,510
New +$1.3M
CSGS
1015
DELISTED
CSG Systems International
CSGS
$1.26M 0.01%
26,033
– –
MZTI
1016
The Marzetti Company
MZTI
$3.22B
$1.26M 0.01%
8,900
– –
LZB icon
1017
La-Z-Boy
LZB
$1.67B
$1.26M 0.01%
40,453
– –
COHR icon
1018
Coherent
COHR
$64B
$1.25M 0.01%
42,286
– –
PCH
1019
DELISTED
PotlatchDeltic
PCH
$1.25M 0.01%
+30,000
New +$1.21M
CBI
1020
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.25M 0.01%
+39,318
New +$1.23M
HMSY
1021
DELISTED
HMS Holdings Corp.
HMSY
$1.25M 0.01%
68,668
– –
APOG icon
1022
Apogee Enterprises
APOG
$888M
$1.25M 0.01%
23,248
– –
CHSP
1023
DELISTED
Chesapeake Lodging Trust
CHSP
$1.25M 0.01%
48,134
– –
DF
1024
DELISTED
Dean Foods Company
DF
$1.24M 0.01%
57,000
– –
FTR
1025
DELISTED
Frontier Communications Corp.
FTR
$1.24M 0.01%
24,385
-11,856
-33% -$650K
39 40
41
42 43

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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.