We are live on ! Find out more
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
ESNT icon
1151
Essent Group
ESNT
$6.23B
$907K ﹤0.01%
+28,022
New +$825K
KLIC icon
1152
Kulicke & Soffa
KLIC
$5.01B
$907K ﹤0.01%
56,839
– –
SXI icon
1153
Standex International
SXI
$3.97B
$900K ﹤0.01%
10,241
– –
TMP icon
1154
Tompkins Financial
TMP
$1.45B
$900K ﹤0.01%
9,524
– –
GBX icon
1155
The Greenbrier Companies
GBX
$1.42B
$897K ﹤0.01%
21,587
+300
+1% +$11.2K
EBS icon
1156
Emergent Biosolutions
EBS
$230M
$896K ﹤0.01%
27,295
– –
GCI
1157
DELISTED
Gannett Co., Inc
GCI
$893K ﹤0.01%
91,967
– –
CAKE icon
1158
Cheesecake Factory
CAKE
$5.57B
$892K ﹤0.01%
+14,896
New +$842K
HAFC icon
1159
Hanmi Financial
HAFC
$963M
$890K ﹤0.01%
25,501
– –
ADTN icon
1160
Adtran
ADTN
$658M
$887K ﹤0.01%
39,685
– –
SSP icon
1161
E.W. Scripps
SSP
$310M
$884K ﹤0.01%
45,740
– –
PATK icon
1162
Patrick Industries
PATK
$2.78B
$882K ﹤0.01%
26,021
– –
AIR icon
1163
AAR Corp
AIR
$5.77B
$880K ﹤0.01%
26,627
– –
GTLS
1164
DELISTED
Chart Industries
GTLS
$880K ﹤0.01%
24,420
– –
PBI icon
1165
Pitney Bowes
PBI
$2.28B
$879K ﹤0.01%
57,851
-42,887
-43% -$683K
AIRM
1166
DELISTED
Air Methods Corp
AIRM
$875K ﹤0.01%
27,471
– –
CLW icon
1167
Clearwater Paper
CLW
$354M
$874K ﹤0.01%
13,333
-800
-6% -$49.5K
SAIA icon
1168
Saia
SAIA
$10.1B
$873K ﹤0.01%
19,766
– –
ASRT
1169
DELISTED
Assertio
ASRT
$869K ﹤0.01%
804
– –
NVRI icon
1170
Enviri
NVRI
$564M
$869K ﹤0.01%
63,906
– –
USG
1171
DELISTED
Usg
USG
$866K ﹤0.01%
+29,977
New +$825K
CYNO
1172
DELISTED
Cynosure, Inc. Class A
CYNO
$866K ﹤0.01%
19,000
– –
BMI icon
1173
Badger Meter
BMI
$3.78B
$863K ﹤0.01%
23,346
– –
STC icon
1174
Stewart Information Services
STC
$2.07B
$858K ﹤0.01%
18,613
– –
ECOL
1175
DELISTED
US Ecology, Inc.
ECOL
$856K ﹤0.01%
17,410
– –
45 46
47
48 49

Similar funds

Eagle Capital Management (New York)
Eagle Capital Management (New York) New York $29.8B AUM 12.13% 1-Year Est. Return
Coatue Management
Coatue Management New York $29.1B AUM 96.54% 1-Year Est. Return
Hudson Bay Capital Management
Hudson Bay Capital Management Stamford, Connecticut $29B AUM 30.2% 1-Year Est. Return
Lord, Abbett & Co
Lord, Abbett & Co Jersey City, New Jersey $30.6B AUM 57.44% 1-Year Est. Return
Ohio Public Employees Retirement System (OPERS)
Ohio Public Employees Retirement System (OPERS) Columbus, Ohio $30.9B AUM 29.72% 1-Year Est. Return
PCH
Polar Capital Holdings London, United Kingdom $28.2B AUM 115.26% 1-Year Est. Return
N
Natixis Paris, France $28B AUM 26.79% 1-Year Est. Return
Gates Foundation Trust
Gates Foundation Trust Kirkland, Washington $31.7B AUM 20.52% 1-Year Est. Return

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.