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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
AGYS icon
1501
Agilysys
AGYS
$3.06B
$115K ﹤0.01%
11,061
– –
NOG icon
1502
Northern Oil and Gas
NOG
$2.55B
$112K ﹤0.01%
4,086
– –
SSI
1503
DELISTED
Stage Stores Inc
SSI
$111K ﹤0.01%
25,399
– –
JE
1504
DELISTED
Just Energy Group Inc
JE
$109K ﹤0.01%
+606
New +$106K
QNST icon
1505
QuinStreet
QNST
$1.19B
$99K ﹤0.01%
26,423
– –
FNBC
1506
DELISTED
First NBC Bank Holding Company
FNBC
$92K ﹤0.01%
12,597
– –
ADPT
1507
DELISTED
Adeptus Health Inc
ADPT
$91K ﹤0.01%
11,969
– –
CDI
1508
DELISTED
CDI Corp.
CDI
$86K ﹤0.01%
11,573
– –
RPD icon
1509
Rapid7
RPD
$861M
$61K ﹤0.01%
5,000
– –
LXFR icon
1510
Luxfer Holdings
LXFR
$457M
$37K ﹤0.01%
+3,410
New +$36.1K
CBR
1511
DELISTED
CIBER Inc.
CBR
$36K ﹤0.01%
56,327
– –
ENZY
1512
DELISTED
Enzymotec Ltd
ENZY
$21K ﹤0.01%
+3,198
New +$21.1K
NMBL
1513
DELISTED
Nimble Storage, Inc.
NMBL
$8K ﹤0.01%
966
– –
AA icon
1514
Alcoa
AA
$13.4B
– –
-301,022
Closed -$7.33M
BMRN icon
1515
BioMarin Pharmaceuticals
BMRN
$13.4B
– –
-18,371
Closed -$1.7M
BPOP icon
1516
Popular Inc
BPOP
$11.3B
– –
-105,392
Closed -$4.03M
CIVI
1517
DELISTED
Civitas Resources
CIVI
– –
-277
Closed -$32K
CUZ icon
1518
Cousins Properties
CUZ
$4.91B
– –
-59,141
Closed -$1.74M
HEES
1519
DELISTED
H&E Equipment Services
HEES
– –
-145,000
Closed -$2.43M
HHS icon
1520
Harte-Hanks
HHS
$21.4M
– –
-3,451
Closed -$56K
IBB icon
1521
iShares Biotechnology ETF
IBB
$9.85B
– –
-120,000
Closed -$11.6M
IPAC icon
1522
iShares Core MSCI Pacific ETF
IPAC
$2.79B
– –
-426,720
Closed -$21.7M
IPI icon
1523
Intrepid Potash
IPI
$487M
– –
-4,506
Closed -$51K
LFUS icon
1524
Littelfuse
LFUS
$11.6B
– –
-18,025
Closed -$2.32M
LPX icon
1525
Louisiana-Pacific
LPX
$5.2B
– –
-20,000
Closed -$377K
59 60
61
62 63

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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.