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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
ANF icon
1276
Abercrombie & Fitch
ANF
$4.89B
$649K ﹤0.01%
+54,055
New +$803K
UHT
1277
Universal Health Realty Income Trust
UHT
$572M
$645K ﹤0.01%
9,832
– –
ITGR icon
1278
Integer Holdings
ITGR
$4.25B
$643K ﹤0.01%
21,841
– –
LNN icon
1279
Lindsay Corp
LNN
$1.17B
$642K ﹤0.01%
8,600
– –
MTRN icon
1280
Materion
MTRN
$5.94B
$641K ﹤0.01%
16,181
– –
FRGI
1281
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$640K ﹤0.01%
21,435
– –
FOXF icon
1282
Fox Factory Holding Corp
FOXF
$890M
$636K ﹤0.01%
22,936
+4,410
+24% +$105K
FINL
1283
DELISTED
Finish Line
FINL
$636K ﹤0.01%
33,830
– –
GFF icon
1284
Griffon
GFF
$4.82B
$635K ﹤0.01%
24,224
– –
RRGB icon
1285
Red Robin
RRGB
$186M
$630K ﹤0.01%
11,163
– –
IQNT
1286
DELISTED
Inteliquent, Inc.
IQNT
$623K ﹤0.01%
27,200
– –
TYPE
1287
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$622K ﹤0.01%
31,338
– –
BJRI icon
1288
BJ's Restaurants
BJRI
$1.42B
$620K ﹤0.01%
15,777
– –
CATO icon
1289
Cato Corp
CATO
$67.3M
$619K ﹤0.01%
20,585
– –
LKSD
1290
DELISTED
LSC Communications, Inc.
LKSD
$619K ﹤0.01%
+20,867
New +$496K
ESND
1291
DELISTED
Essendant Inc.
ESND
$619K ﹤0.01%
29,626
– –
LMNX
1292
DELISTED
Luminex Corp
LMNX
$615K ﹤0.01%
30,417
– –
RTEC
1293
DELISTED
Rudolph Technologies Inc
RTEC
$615K ﹤0.01%
26,320
– –
ATW
1294
DELISTED
Atwood Oceanics
ATW
$612K ﹤0.01%
46,637
– –
PMC
1295
DELISTED
PharMerica Corporation
PMC
$605K ﹤0.01%
24,067
– –
PLUS icon
1296
ePlus
PLUS
$2.3B
$603K ﹤0.01%
20,944
– –
CTS icon
1297
CTS Corp
CTS
$1.78B
$601K ﹤0.01%
26,832
– –
EXTN
1298
DELISTED
Exterran Corporation
EXTN
$601K ﹤0.01%
25,143
-2,355
-9% -$44.6K
BFS
1299
Saul Centers
BFS
$857M
$600K ﹤0.01%
9,012
– –
SXC icon
1300
SunCoke Energy
SXC
$785M
$593K ﹤0.01%
52,333
– –
50 51
52
53 54

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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.