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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
CIR
1176
DELISTED
CIRCOR International, Inc
CIR
$849K ﹤0.01%
13,083
– –
ENSG icon
1177
The Ensign Group
ENSG
$10.6B
$846K ﹤0.01%
40,727
– –
INGN icon
1178
Inogen
INGN
$154M
$846K ﹤0.01%
12,588
– –
SCSC icon
1179
Scansource
SCSC
$1.06B
$845K ﹤0.01%
20,941
– –
SMP icon
1180
Standard Motor Products
SMP
$870M
$845K ﹤0.01%
15,874
– –
SNBR
1181
DELISTED
Sleep Number
SNBR
$844K ﹤0.01%
37,304
– –
MDC
1182
DELISTED
M.D.C. Holdings, Inc.
MDC
$843K ﹤0.01%
41,361
-2,068
-5% -$38.5K
LDL
1183
DELISTED
Lydall, Inc.
LDL
$842K ﹤0.01%
13,621
– –
BOBE
1184
DELISTED
Bob Evans Farms, Inc.
BOBE
$840K ﹤0.01%
15,793
– –
CFNL
1185
DELISTED
Cardinal Financial Corp
CFNL
$840K ﹤0.01%
25,603
– –
CHCO icon
1186
City Holding Co
CHCO
$2.08B
$838K ﹤0.01%
12,392
– –
HF
1187
DELISTED
HFF Inc.
HF
$833K ﹤0.01%
27,549
– –
UFCS icon
1188
United Fire Group
UFCS
$1.38B
$831K ﹤0.01%
16,898
– –
MANT
1189
DELISTED
Mantech International Corp
MANT
$827K ﹤0.01%
19,567
– –
ASNA
1190
DELISTED
Ascena Retail Group, Inc.
ASNA
$825K ﹤0.01%
+6,667
New +$806K
ALOG
1191
DELISTED
Analogic Corp
ALOG
$824K ﹤0.01%
9,934
– –
CALY
1192
Callaway Golf Company
CALY
$2.95B
$821K ﹤0.01%
74,907
– –
TBI
1193
Trueblue
TBI
$309M
$820K ﹤0.01%
33,284
– –
MAGN
1194
Magnera Corp
MAGN
$433M
$820K ﹤0.01%
2,639
– –
WNC icon
1195
Wabash National
WNC
$509M
$818K ﹤0.01%
51,710
– –
SMCI icon
1196
Super Micro Computer
SMCI
$25.3B
$816K ﹤0.01%
290,850
– –
IPHS
1197
DELISTED
Innophos Holdings, Inc.
IPHS
$816K ﹤0.01%
15,618
– –
GDOT icon
1198
Green Dot
GDOT
$770M
$813K ﹤0.01%
34,516
– –
LABL
1199
DELISTED
Multi-Color Corp
LABL
$813K ﹤0.01%
10,472
– –
RGEN icon
1200
Repligen
RGEN
$9.45B
$811K ﹤0.01%
26,320
– –
46 47
48
49 50

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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.