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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
TTEC icon
1401
TTEC Holdings
TTEC
$79.9M
$400K ﹤0.01%
13,109
– –
MPAA icon
1402
Motorcar Parts of America
MPAA
$236M
$398K ﹤0.01%
14,799
– –
LION
1403
DELISTED
Fidelity Southern Corporation
LION
$398K ﹤0.01%
+16,815
New +$356K
HVT icon
1404
Haverty Furniture Companies
HVT
$447M
$391K ﹤0.01%
16,489
– –
TWI icon
1405
Titan International
TWI
$445M
$390K ﹤0.01%
34,821
– –
AVD icon
1406
American Vanguard Corp
AVD
$65.5M
$388K ﹤0.01%
20,278
– –
BH icon
1407
Biglari Holdings Class B
BH
$1.23B
$388K ﹤0.01%
1,230
– –
ANGO icon
1408
AngioDynamics
ANGO
$651M
$386K ﹤0.01%
22,865
– –
LGIH icon
1409
LGI Homes
LGIH
$1.35B
$385K ﹤0.01%
13,400
– –
CDR
1410
DELISTED
Cedar Realty Trust, Inc
CDR
$385K ﹤0.01%
8,938
– –
AORT icon
1411
Artivion
AORT
$1.38B
$384K ﹤0.01%
20,073
– –
HZO icon
1412
MarineMax
HZO
$1.15B
$384K ﹤0.01%
19,868
– –
NILE
1413
DELISTED
Blue Nile, Inc.
NILE
$383K ﹤0.01%
9,422
– –
UFI icon
1414
UNIFI
UFI
$126M
$378K ﹤0.01%
11,573
– –
XOXO
1415
DELISTED
Xo Group Inc
XOXO
$376K ﹤0.01%
19,356
– –
FORR icon
1416
Forrester Research
FORR
$221M
$374K ﹤0.01%
8,705
– –
MOV icon
1417
Movado Group
MOV
$813M
$374K ﹤0.01%
13,006
– –
PETS icon
1418
PetMed Express
PETS
$42.1M
$373K ﹤0.01%
16,181
– –
MODV
1419
DELISTED
ModivCare
MODV
$372K ﹤0.01%
9,764
– –
MED icon
1420
Medifast
MED
$131M
$371K ﹤0.01%
8,919
– –
LDR
1421
DELISTED
Landauer Inc
LDR
$369K ﹤0.01%
7,681
– –
ANIP icon
1422
ANI Pharmaceuticals
ANIP
$1.72B
$366K ﹤0.01%
6,042
– –
EXAR
1423
DELISTED
Exar Corporation
EXAR
$360K ﹤0.01%
33,408
– –
SPOK icon
1424
Spok Holdings
SPOK
$227M
$359K ﹤0.01%
17,308
– –
WCIC
1425
DELISTED
WCI Communities, Inc.
WCIC
$357K ﹤0.01%
15,230
– –
55 56
57
58 59

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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.