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
LCI
1351
DELISTED
Lannett Company, Inc.
LCI
$488K ﹤0.01%
5,530
– –
MHO icon
1352
M/I Homes
MHO
$3.87B
$487K ﹤0.01%
19,356
– –
SNEX icon
1353
StoneX
SNEX
$8.08B
$487K ﹤0.01%
62,218
– –
MTUS icon
1354
Metallus
MTUS
$895M
$487K ﹤0.01%
31,441
– –
UPBD icon
1355
Upbound Group
UPBD
$1.14B
$486K ﹤0.01%
43,175
– –
DCOM
1356
DELISTED
Dime Community Bancshares
DCOM
$486K ﹤0.01%
24,170
– –
AVTA
1357
DELISTED
Avantax, Inc. Common Stock
AVTA
$485K ﹤0.01%
32,875
– –
ONTO icon
1358
Onto Innovation
ONTO
$20.9B
$483K ﹤0.01%
19,254
– –
PRFT
1359
DELISTED
Perficient Inc
PRFT
$482K ﹤0.01%
27,549
– –
MYRG icon
1360
MYR Group
MYRG
$5.19B
$481K ﹤0.01%
12,771
– –
DFIN icon
1361
Donnelley Financial Solutions
DFIN
$1.17B
$480K ﹤0.01%
+20,867
New +$442K
MTRX icon
1362
Matrix Service
MTRX
$330M
$479K ﹤0.01%
21,097
– –
EGL
1363
DELISTED
Engility Holdings, Inc.
EGL
$476K ﹤0.01%
14,133
– –
BEAT
1364
DELISTED
BioTelemetry, Inc.
BEAT
$475K ﹤0.01%
21,260
– –
OFG icon
1365
OFG Bancorp
OFG
$2.27B
$474K ﹤0.01%
36,152
– –
BFX
1366
DELISTED
BowFlex Inc.
BFX
$462K ﹤0.01%
24,955
– –
NXGN
1367
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$462K ﹤0.01%
35,128
– –
MCS icon
1368
Marcus Corp
MCS
$919M
$461K ﹤0.01%
14,645
– –
TTI icon
1369
TETRA Technologies
TTI
$1.29B
$461K ﹤0.01%
91,759
+19,150
+26% +$104K
REX icon
1370
REX American Resources
REX
$1.44B
$460K ﹤0.01%
27,960
– –
VSI
1371
DELISTED
Vitamin Shoppe Inc.
VSI
$460K ﹤0.01%
19,360
– –
GNCMA
1372
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$458K ﹤0.01%
23,555
– –
RGP icon
1373
Resources Connection
RGP
$145M
$453K ﹤0.01%
23,552
-7,070
-23% -$113K
OPB
1374
DELISTED
Opus Bank Common Stock
OPB
$452K ﹤0.01%
15,031
– –
UTEK
1375
DELISTED
Ultratech Inc.
UTEK
$447K ﹤0.01%
18,651
– –
53 54
55
56 57

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.