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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
IPCC
1201
DELISTED
Infinity Property & Casualty C
IPCC
$810K ﹤0.01%
9,217
– –
AMWD
1202
DELISTED
American Woodmark
AMWD
$808K ﹤0.01%
10,743
– –
CMC icon
1203
Commercial Metals
CMC
$7.98B
$808K ﹤0.01%
37,100
-30,000
-45% -$588K
CENTA icon
1204
Central Garden & Pet Co Class A
CENTA
$2.41B
$807K ﹤0.01%
32,644
– –
SAFT icon
1205
Safety Insurance
SAFT
$1.52B
$805K ﹤0.01%
10,917
– –
AIG.WS
1206
DELISTED
American International Group, Inc.
AIG.WS
$799K ﹤0.01%
34,045
– –
NTRI
1207
DELISTED
NutriSystem, Inc.
NTRI
$798K ﹤0.01%
23,043
– –
DIOD icon
1208
Diodes
DIOD
$4.48B
$797K ﹤0.01%
31,031
– –
GPRE icon
1209
Green Plains
GPRE
$1.09B
$796K ﹤0.01%
28,573
– –
CTRE icon
1210
CareTrust REIT
CTRE
$9.18B
$794K ﹤0.01%
51,838
+6,583
+15% +$94.1K
BGG
1211
DELISTED
Briggs & Stratton Corp.
BGG
$793K ﹤0.01%
35,640
– –
KBH icon
1212
KB Home
KBH
$3.45B
$791K ﹤0.01%
50,000
– –
HLX icon
1213
Helix Energy Solutions
HLX
$1.49B
$790K ﹤0.01%
89,532
+9,305
+12% +$89.7K
CPF icon
1214
Central Pacific Financial
CPF
$1B
$788K ﹤0.01%
25,091
– –
CUBI icon
1215
Customers Bancorp
CUBI
$2.82B
$788K ﹤0.01%
21,985
+1,705
+8% +$50.4K
URBN icon
1216
Urban Outfitters
URBN
$6.53B
$784K ﹤0.01%
27,519
-51,714
-65% -$1.74M
RGR icon
1217
Sturm, Ruger & Co
RGR
$601M
$783K ﹤0.01%
14,850
– –
SHLM
1218
DELISTED
Schulman (A.) Inc
SHLM
$781K ﹤0.01%
23,350
– –
CMO
1219
DELISTED
Capstead Mortgage Corp.
CMO
$781K ﹤0.01%
76,605
– –
SPXC icon
1220
SPX Corp
SPXC
$10.6B
$780K ﹤0.01%
32,875
– –
XXIA
1221
DELISTED
Ixia
XXIA
$780K ﹤0.01%
48,442
– –
FSS icon
1222
Federal Signal
FSS
$7.51B
$779K ﹤0.01%
49,875
– –
EPAY
1223
DELISTED
Bottomline Technologies Inc
EPAY
$779K ﹤0.01%
31,134
– –
PIPR icon
1224
Piper Sandler
PIPR
$5.54B
$776K ﹤0.01%
42,832
– –
IPXL
1225
DELISTED
Impax Laboratories, Inc.
IPXL
$776K ﹤0.01%
58,532
– –
47 48
49
50 51

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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.