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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
+7.12%
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
$22.4B
AUM Growth
+$2.68B
Cap. Flow
+$1.47B
Cap. Flow %
6.57%
Top 10 Hldgs %
17.44%
Holding
1,558
New
85
Increased
369
Reduced
861
Closed
45

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$129M
2
AMZN icon
Amazon
AMZN
+$92.3M
3
XOM icon
ExxonMobil
XOM
+$78.4M
4
AMGN icon
Amgen
AMGN
+$71.1M
5
JNJ icon
Johnson & Johnson
JNJ
+$69.7M

Top Sells

Rank Stock Value
1
PM icon
Philip Morris
PM
+$89.7M
2
DD icon
DuPont de Nemours
DD
+$78.5M
3
IJH icon
iShares Core S&P Mid-Cap ETF
IJH
+$54.5M
4
GILD icon
Gilead Sciences
GILD
+$49.1M
5
UNH icon
UnitedHealth
UNH
+$42.9M

Sector Composition

Rank Sector Weight
1 Financials 15.39%
2 Technology 14.74%
3 Healthcare 10.3%
4 Industrials 10.2%
5 Consumer Discretionary 8.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RMBS icon
1026
Rambus
RMBS
$10.8B
$1.24M 0.01%
87,299
-9,505
-10% -$137K
INN
1027
Summit Hotel Properties
INN
$656M
$1.24M 0.01%
81,389
-8,861
-10% -$137K
WABC icon
1028
Westamerica Bancorp
WABC
$1.39B
$1.23M 0.01%
20,666
-2,250
-10% -$132K
CBM
1029
DELISTED
Cambrex Corporation
CBM
$1.23M 0.01%
25,624
-2,790
-10% -$138K
SCL icon
1030
Stepan Co
SCL
$1.48B
$1.23M 0.01%
15,554
-1,693
-10% -$139K
ESE icon
1031
ESCO Technologies
ESE
$7.79B
$1.23M 0.01%
20,343
-2,914
-13% -$177K
JACK icon
1032
Jack in the Box
JACK
$358M
$1.23M 0.01%
12,500
– –
DBI icon
1033
Designer Brands
DBI
$312M
$1.23M 0.01%
57,230
-2,056
-3% -$42.2K
MINI
1034
DELISTED
Mobile Mini Inc
MINI
$1.22M 0.01%
35,431
-3,857
-10% -$132K
PPBI
1035
DELISTED
Pacific Premier Bancorp
PPBI
$1.22M 0.01%
+30,526
New +$1.2M
SNBR
1036
DELISTED
Sleep Number
SNBR
$1.22M 0.01%
32,369
-4,373
-12% -$149K
LZB icon
1037
La-Z-Boy
LZB
$1.67B
$1.22M 0.01%
38,987
-4,245
-10% -$122K
BCC icon
1038
Boise Cascade
BCC
$2.94B
$1.21M 0.01%
30,341
-4,373
-13% -$162K
GIII icon
1039
G-III Apparel Group
GIII
$1.43B
$1.21M 0.01%
32,685
-5,948
-15% -$174K
NP
1040
DELISTED
Neenah, Inc. Common Stock
NP
$1.21M 0.01%
13,300
-1,448
-10% -$127K
ANGL icon
1041
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
$1.2M 0.01%
+40,200
New +$1.21M
EPAC icon
1042
Enerpac Tool Group
EPAC
$1.89B
$1.2M 0.01%
47,471
-5,168
-10% -$133K
GBX icon
1043
The Greenbrier Companies
GBX
$1.42B
$1.2M 0.01%
22,468
-2,446
-10% -$123K
AAT
1044
American Assets Trust
AAT
$1.41B
$1.19M 0.01%
31,204
-3,397
-10% -$134K
AMED
1045
DELISTED
Amedisys
AMED
$1.19M 0.01%
22,609
-2,462
-10% -$130K
FCPT icon
1046
Four Corners Property Trust
FCPT
$2.76B
$1.19M 0.01%
46,333
-5,045
-10% -$129K
NVRI icon
1047
Enviri
NVRI
$564M
$1.19M 0.01%
63,840
-6,951
-10% -$134K
PRAA icon
1048
PRA Group
PRAA
$762M
$1.19M 0.01%
35,871
-5,680
-14% -$180K
VREX icon
1049
Varex Imaging
VREX
$780M
$1.19M 0.01%
29,554
-3,883
-12% -$140K
MEI icon
1050
Methode Electronics
MEI
$593M
$1.18M 0.01%
29,448
-3,207
-10% -$143K
40 41
42
43 44

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State of Tennessee, Department of Treasury's Q4 2017 Portfolio in Review

As of Q4 2017, State of Tennessee, Department of Treasury held 1,558 positions worth $22.4B, up 14% from $19.7B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

State of Tennessee, Department of Treasury deployed $1.47B of net new capital in Q4 2017, opening 85 new positions and adding to 369 existing holdings. Its largest new stake was Wright Medical Group Inc: 931,900 shares worth $20.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 16% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Philip Morris, an estimated $89.7M trimmed.

  • State of Tennessee, Department of Treasury's largest Q4 2017 buy was Wright Medical Group Inc: 931,900 shares worth $20.7M.
  • State of Tennessee, Department of Treasury added most to Microsoft in Q4 2017, an estimated $129M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2017 reduction was Philip Morris, cutting an estimated $89.7M.
  • State of Tennessee, Department of Treasury fully exited NXP Semiconductors in Q4 2017, selling an estimated $17.5M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $22.4B portfolio in Q4 2017.
  • State of Tennessee, Department of Treasury opened 85 new positions and closed 45 in Q4 2017.
  • State of Tennessee, Department of Treasury's portfolio value rose 14% quarter-over-quarter to $22.4B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2017, filed 12 Feb 2018.