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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
LMOS
1451
DELISTED
Lumos Networks Corp
LMOS
$286K ﹤0.01%
18,332
– –
COHU icon
1452
Cohu
COHU
$2.76B
$285K ﹤0.01%
20,483
– –
FOR icon
1453
Forestar Group
FOR
$1.49B
$282K ﹤0.01%
21,223
+5,885
+38% +$72K
SRDX
1454
DELISTED
Surmodics
SRDX
$276K ﹤0.01%
10,856
– –
MYE icon
1455
Myers Industries
MYE
$1.26B
$274K ﹤0.01%
19,151
– –
DGII icon
1456
Digi International
DGII
$3.23B
$273K ﹤0.01%
19,868
– –
CLD
1457
DELISTED
Cloud Peak Energy Inc
CLD
$273K ﹤0.01%
48,749
– –
ENVA icon
1458
Enova International
ENVA
$6.49B
$265K ﹤0.01%
21,132
– –
CENT icon
1459
Central Garden & Pet Co
CENT
$2.8B
$264K ﹤0.01%
9,985
– –
VTOL icon
1460
Bristow Group
VTOL
$1.36B
$262K ﹤0.01%
7,732
– –
RRTS
1461
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$251K ﹤0.01%
967
– –
DHX icon
1462
DHI Group
DHX
$169M
$250K ﹤0.01%
39,948
– –
SPPI
1463
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$250K ﹤0.01%
56,431
– –
BGFV
1464
DELISTED
Big 5 Sporting Goods
BGFV
$249K ﹤0.01%
14,338
– –
FF icon
1465
Future Fuel
FF
$252M
$235K ﹤0.01%
16,898
– –
PERY
1466
DELISTED
Perry Ellis International Inc
PERY
$230K ﹤0.01%
9,217
– –
CMTL icon
1467
Comtech Telecommunications
CMTL
$51.8M
$227K ﹤0.01%
19,122
– –
DSPG
1468
DELISTED
DSP Group Inc
DSPG
$221K ﹤0.01%
16,898
– –
BELFB
1469
Bel Fuse Inc Class B
BELFB
$4.26B
$218K ﹤0.01%
7,067
– –
ORN icon
1470
Orion Group Holdings
ORN
$396M
$218K ﹤0.01%
21,916
– –
GEOS icon
1471
Geospace Technologies
GEOS
$65.8M
$215K ﹤0.01%
10,549
– –
LOCO icon
1472
El Pollo Loco
LOCO
$474M
$209K ﹤0.01%
17,000
– –
MCRI icon
1473
Monarch Casino & Resort
MCRI
$2.2B
$209K ﹤0.01%
8,091
– –
QURE icon
1474
uniQure
QURE
$3.14B
$207K ﹤0.01%
+36,956
New +$248K
VICR icon
1475
Vicor
VICR
$10.6B
$199K ﹤0.01%
13,211
– –
57 58
59
60 61

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PCH
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N
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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.