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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
MBI icon
1526
MBIA
MBI
$254M
– –
-25,000
Closed -$195K
MTG icon
1527
MGIC Investment
MTG
$6.29B
– –
-20,000
Closed -$160K
NTCT icon
1528
NETSCOUT
NTCT
$2.87B
– –
-50,000
Closed -$1.46M
NWE icon
1529
NorthWestern Energy
NWE
$4.41B
– –
-15,669
Closed -$901K
ODP
1530
DELISTED
ODP
ODP
– –
-4,500
Closed -$161K
PBH icon
1531
Prestige Consumer Healthcare
PBH
$2.45B
– –
-20,000
Closed -$965K
TEVA icon
1532
Teva Pharmaceuticals
TEVA
$42.8B
– –
-320,112
Closed -$14.7M
TGI
1533
DELISTED
Triumph Group
TGI
– –
-75,400
Closed -$2.1M
TNET icon
1534
TriNet
TNET
$3.12B
– –
-22,985
Closed -$497K
TRMK icon
1535
Trustmark
TRMK
$2.81B
– –
-130,000
Closed -$3.58M
UTI icon
1536
Universal Technical Institute
UTI
$1.45B
– –
-17,103
Closed -$30K
VSAT icon
1537
Viasat
VSAT
$11.8B
– –
-20,000
Closed -$1.49M
X
1538
DELISTED
US Steel
X
– –
-20,000
Closed -$377K
VOXX
1539
DELISTED
VOXX International Corporation Class A
VOXX
– –
-15,362
Closed -$46K
PRMW
1540
DELISTED
Primo Water Corporation
PRMW
– –
-80,205
Closed -$1.14M
NUVA
1541
DELISTED
NuVasive, Inc.
NUVA
– –
-22
Closed -$1K
MDP
1542
DELISTED
Meredith Corporation
MDP
– –
-20,000
Closed -$1.04M
MXIM
1543
DELISTED
Maxim Integrated Products
MXIM
– –
-50,000
Closed -$2M
NAV
1544
DELISTED
Navistar International
NAV
– –
-15,000
Closed -$343K
TECD
1545
DELISTED
Tech Data Corp
TECD
– –
-30,000
Closed -$2.54M
JCP
1546
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-40,000
Closed -$369K
AVP
1547
DELISTED
Avon Products, Inc.
AVP
– –
-40,000
Closed -$226K
ENH
1548
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-50,000
Closed -$3.27M
LGF
1549
DELISTED
Lions Gate Entertainment
LGF
– –
-105,000
Closed -$2.1M
ININ
1550
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-13,826
Closed -$832K
59 60 61
62
63

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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.