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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
BCC icon
1251
Boise Cascade
BCC
$2.94B
$705K ﹤0.01%
31,338
– –
PRSU
1252
Pursuit Attractions and Hospitality Inc
PRSU
$1.29B
$705K ﹤0.01%
15,976
– –
STRA icon
1253
Strategic Education
STRA
$1.86B
$702K ﹤0.01%
8,705
– –
MDXG icon
1254
MiMedx Group
MDXG
$614M
$701K ﹤0.01%
79,166
– –
WING icon
1255
Wingstop
WING
$3.14B
$701K ﹤0.01%
+23,685
New +$696K
USPH icon
1256
US Physical Therapy
USPH
$1.24B
$697K ﹤0.01%
9,934
– –
OXM icon
1257
Oxford Industries
OXM
$548M
$696K ﹤0.01%
11,573
– –
ATNI icon
1258
ATN International
ATNI
$494M
$689K ﹤0.01%
8,603
– –
NFBK
1259
DELISTED
Northfield Bancorp
NFBK
$687K ﹤0.01%
34,409
– –
ACOR
1260
DELISTED
Acorda Therapeutics
ACOR
$687K ﹤0.01%
304
– –
WGO icon
1261
Winnebago Industries
WGO
$918M
$684K ﹤0.01%
21,609
– –
DEL
1262
DELISTED
Deltic Timber
DEL
$679K ﹤0.01%
8,808
– –
BANC icon
1263
Banc of California
BANC
$3.12B
$678K ﹤0.01%
39,086
– –
HIBB
1264
DELISTED
Hibbett, Inc. Common Stock
HIBB
$678K ﹤0.01%
18,189
– –
INVA icon
1265
Innoviva
INVA
$1.5B
$673K ﹤0.01%
+62,873
New +$660K
EXPR
1266
DELISTED
Express, Inc.
EXPR
$672K ﹤0.01%
3,120
– –
WD icon
1267
Walker & Dunlop
WD
$1.46B
$671K ﹤0.01%
21,507
– –
CRAY
1268
DELISTED
Cray, Inc.
CRAY
$671K ﹤0.01%
32,439
-100,000
-76% -$2.06M
AEGN
1269
DELISTED
Aegion Corp
AEGN
$670K ﹤0.01%
28,285
– –
CVCO icon
1270
Cavco Industries
CVCO
$4.63B
$669K ﹤0.01%
6,695
– –
TDAY
1271
USA Today Co
TDAY
$997M
$668K ﹤0.01%
+41,800
New +$645K
NBHC icon
1272
National Bank Holdings
NBHC
$1.95B
$662K ﹤0.01%
+20,750
New +$557K
TRST
1273
Trustco Bank Corp NY
TRST
$973M
$662K ﹤0.01%
15,137
– –
KOP icon
1274
Koppers
KOP
$870M
$660K ﹤0.01%
16,386
– –
IBP icon
1275
Installed Building Products
IBP
$6.56B
$652K ﹤0.01%
15,778
– –
49 50
51
52 53

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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.