We are live on
!
Find out more
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
-7.65%
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
$16.2B
AUM Growth
-$1.98B
(-11%)
Cap. Flow
-$334M
Cap. Flow
% of AUM
-2.06%
Top 10 Holdings %
Top 10 Hldgs %
16.52%
Holding
1,499
New
78
Increased
221
Reduced
447
Closed
631
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
WLL
Whiting Petroleum Corporation
WLL
|
+$78.9M |
| 2 |
CELG
Celgene Corp
CELG
|
+$61.2M |
| 3 |
Amgen
AMGN
|
+$60.8M |
| 4 |
Micron Technology
MU
|
+$57.9M |
| 5 |
Gilead Sciences
GILD
|
+$51.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Royal Bank of Canada
RY
|
+$123M |
| 2 |
AGN
Allergan plc
AGN
|
+$105M |
| 3 |
Honeywell
HON
|
+$36.6M |
| 4 |
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
|
+$33.8M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$30.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.02% |
| 2 | Healthcare | 13.17% |
| 3 | Technology | 11.91% |
| 4 | Industrials | 8.52% |
| 5 | Communication Services | 7.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
Waters Corp
WAT
$40.6B
| $4.19M | 0.03% |
35,479
+22,379
| +171% | +$2.83M |
|
502
Masco
MAS
$14.7B
| $4.18M | 0.03% |
165,962
-26,203
| -14% | -$672K |
|
503
Equity Residential
EQR
$24.7B
| $4.16M | 0.03% |
55,400
-1,900
| -3% | -$140K |
|
|
MRO
504
DELISTED
Marathon Oil Corporation
MRO
| $4.16M | 0.03% |
270,146
-62,722
| -19% | -$1.19M |
|
505
G-III Apparel Group
GIII
$1.43B
| $4.14M | 0.03% |
67,200
-29,800
| -31% | -$2.05M |
|
506
Humana
HUM
$46.2B
| $4.08M | 0.03% |
22,800
-39,920
| -64% | -$7.38M |
|
507
Western Union
WU
$2.34B
| $4.08M | 0.03% |
222,210
-2,800
| -1% | -$53.3K |
|
508
Crown Castle
CCI
$32.2B
| $4.04M | 0.02% |
51,200
-1,400
| -3% | -$114K |
|
509
Omnicom Group
OMC
$24.2B
| $4.02M | 0.02% |
61,042
-1,300
| -2% | -$91.1K |
|
|
JNPR
510
DELISTED
Juniper Networks
JNPR
| $4.01M | 0.02% |
156,000
-2,500
| -2% | -$66.1K |
|
|
CVG
511
DELISTED
Convergys
CVG
| $3.98M | 0.02% |
172,200
| – | – |
|
512
Jack Henry & Associates
JKHY
$11.1B
| $3.95M | 0.02% |
56,800
-40,000
| -41% | -$2.75M |
|
513
Jones Lang LaSalle
JLL
$17B
| $3.91M | 0.02% |
27,200
| – | – |
|
514
Tanger
SKT
$4.42B
| $3.91M | 0.02% |
118,600
| – | – |
|
515
CBRE Group
CBRE
$44B
| $3.9M | 0.02% |
121,862
-1,500
| -1% | -$53.2K |
|
516
HF Sinclair
DINO
$16.3B
| $3.89M | 0.02% |
79,600
| – | – |
|
517
JetBlue
JBLU
$2.19B
| $3.87M | 0.02% |
150,000
-693,263
| -82% | -$16.3M |
|
|
LGF
518
DELISTED
Lions Gate Entertainment
LGF
| $3.86M | 0.02% |
105,000
| – | – |
|
|
LHO
519
DELISTED
LaSalle Hotel Properties
LHO
| $3.85M | 0.02% |
135,800
-20,000
| -13% | -$658K |
|
520
Williams Companies
WMB
$89.3B
| $3.83M | 0.02% |
104,000
-2,100
| -2% | -$105K |
|
|
NSR
521
DELISTED
Neustar Inc
NSR
| $3.82M | 0.02% |
140,300
| – | – |
|
522
Reliance Steel & Aluminium
RS
$21.7B
| $3.81M | 0.02% |
70,500
| – | – |
|
523
Air Products & Chemicals
APD
$68B
| $3.8M | 0.02% |
32,214
-648
| -2% | -$82.5K |
|
524
ACI Worldwide
ACIW
$5.42B
| $3.79M | 0.02% |
179,600
+20,000
| +13% | +$451K |
|
525
Regal Rexnord
RRX
$11.4B
| $3.79M | 0.02% |
67,100
| – | – |
|
Similar funds
PCH
N
State of Tennessee, Department of Treasury's Q3 2015 Portfolio in Review
As of Q3 2015, State of Tennessee, Department of Treasury held 1,499 positions worth $16.2B, down 11% from $18.2B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
State of Tennessee, Department of Treasury's Q3 2015 filing shows 78 new, 221 increased, 447 reduced and 631 closed positions. Its largest new stake was WestRock Company: 809,574 shares worth $37.5M. The largest sale was Royal Bank of Canada, an estimated $123M.
By sector, the portfolio is most concentrated in Financials at 16% of assets, down from 16% a quarter earlier, followed by Healthcare and Technology.
- State of Tennessee, Department of Treasury's largest Q3 2015 buy was WestRock Company: 809,574 shares worth $37.5M.
- State of Tennessee, Department of Treasury added most to Whiting Petroleum Corporation in Q3 2015, an estimated $78.9M increase.
- State of Tennessee, Department of Treasury's biggest Q3 2015 reduction was Allergan plc, cutting an estimated $105M.
- State of Tennessee, Department of Treasury fully exited Royal Bank of Canada in Q3 2015, selling an estimated $123M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 17% of its $16.2B portfolio in Q3 2015.
- State of Tennessee, Department of Treasury opened 78 new positions and closed 631 in Q3 2015.
- State of Tennessee, Department of Treasury's portfolio value fell 11% quarter-over-quarter to $16.2B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2015, filed 13 Nov 2015.