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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
FCF icon
1101
First Commonwealth Financial
FCF
$2.19B
$1.01M 0.01%
71,075
– –
VSM
1102
DELISTED
Versum Materials, Inc.
VSM
$1.01M 0.01%
+35,924
New +$894K
ABG icon
1103
Asbury Automotive
ABG
$3.78B
$1.01M 0.01%
16,314
– –
AXON
1104
Axon Enterprise
AXON
$50B
$1.01M 0.01%
41,521
– –
AMSF icon
1105
AMERISAFE
AMSF
$504M
$1M 0.01%
16,102
+1,150
+8% +$69.8K
TNC icon
1106
Tennant Co
TNC
$1.15B
$1M 0.01%
14,098
– –
NTT
1107
DELISTED
Nippon Telegraph & Telephone
NTT
$1M 0.01%
+23,872
New +$1.01M
SONC
1108
DELISTED
Sonic Corp
SONC
$1M 0.01%
37,813
– –
EIG icon
1109
Employers Holdings
EIG
$871M
$998K 0.01%
25,194
– –
SCAI
1110
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$998K 0.01%
21,560
-50,368
-70% -$2.25M
SVU
1111
DELISTED
SUPERVALU Inc.
SVU
$996K 0.01%
30,463
-2,857
-9% -$94.8K
SUPN icon
1112
Supernus Pharmaceuticals
SUPN
$2.74B
$994K 0.01%
39,380
– –
AN icon
1113
AutoNation
AN
$6.89B
$993K 0.01%
20,409
-8,979
-31% -$417K
HE icon
1114
Hawaiian Electric Industries
HE
$2.04B
$992K 0.01%
+30,000
New +$915K
AJRD
1115
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$990K 0.01%
55,160
– –
FIX icon
1116
Comfort Systems
FIX
$60.8B
$989K 0.01%
29,700
– –
AMD icon
1117
Advanced Micro Devices
AMD
$789B
$986K 0.01%
+86,960
New +$729K
TLRD
1118
DELISTED
Tailored Brands, Inc.
TLRD
$986K 0.01%
38,610
– –
THRM icon
1119
Gentherm
THRM
$1.32B
$983K 0.01%
29,043
– –
SCHL icon
1120
Scholastic
SCHL
$784M
$982K 0.01%
20,687
– –
TILE icon
1121
Interface
TILE
$2.24B
$975K 0.01%
52,538
– –
OMCL icon
1122
Omnicell
OMCL
$1.72B
$972K 0.01%
28,676
– –
COTV
1123
DELISTED
Cotiviti Holdings, Inc.
COTV
$971K 0.01%
+28,241
New +$935K
AMED
1124
DELISTED
Amedisys
AMED
$965K 0.01%
22,633
– –
PRLB icon
1125
Protolabs
PRLB
$2.21B
$965K 0.01%
18,790
– –
43 44
45
46 47

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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.