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
BNED icon
1426
Barnes & Noble Education
BNED
$425M
$356K ﹤0.01%
310
– –
FTD
1427
DELISTED
FTD Companies, Inc. Common Stock
FTD
$356K ﹤0.01%
14,932
– –
ENTA icon
1428
Enanta Pharmaceuticals
ENTA
$404M
$350K ﹤0.01%
10,446
– –
FLY
1429
DELISTED
Fly Leasing Limited
FLY
$345K ﹤0.01%
+25,966
New +$337K
CENX icon
1430
Century Aluminum
CENX
$4.81B
$341K ﹤0.01%
39,839
– –
APEI icon
1431
American Public Education
APEI
$848M
$339K ﹤0.01%
13,826
– –
LL
1432
DELISTED
LL Flooring Holdings, Inc.
LL
$337K ﹤0.01%
21,404
– –
AMRI
1433
DELISTED
Albany Molecular Research Inc
AMRI
$336K ﹤0.01%
17,897
– –
ZUMZ icon
1434
Zumiez
ZUMZ
$319M
$335K ﹤0.01%
15,318
– –
DAKT icon
1435
Daktronics
DAKT
$987M
$333K ﹤0.01%
31,134
– –
BKMU
1436
DELISTED
Bank Mutual Corp
BKMU
$327K ﹤0.01%
34,616
– –
HSII
1437
DELISTED
Heidrick & Struggles
HSII
$317K ﹤0.01%
13,109
– –
HLIT icon
1438
Harmonic Inc
HLIT
$1.4B
$315K ﹤0.01%
62,999
– –
OSPN icon
1439
OneSpan
OSPN
$603M
$315K ﹤0.01%
23,043
– –
AFAM
1440
DELISTED
Almost Family Inc
AFAM
$314K ﹤0.01%
7,127
– –
SHOE
1441
Shoe Station Group
SHOE
$419M
$310K ﹤0.01%
23,000
– –
WRLD icon
1442
World Acceptance Corp
WRLD
$887M
$306K ﹤0.01%
4,767
– –
TESO
1443
DELISTED
Tesco Corp
TESO
$306K ﹤0.01%
37,081
– –
IVC
1444
DELISTED
Invacare Corporation
IVC
$305K ﹤0.01%
23,350
– –
CRVL icon
1445
CorVel
CRVL
$3.17B
$304K ﹤0.01%
24,885
– –
PKE icon
1446
Park Aerospace
PKE
$801M
$304K ﹤0.01%
16,284
– –
HCI icon
1447
HCI Group
HCI
$2.31B
$295K ﹤0.01%
7,476
– –
LPSN icon
1448
LivePerson
LPSN
$34.7M
$295K ﹤0.01%
2,608
– –
POWL icon
1449
Powell Industries
POWL
$7.54B
$288K ﹤0.01%
22,122
– –
ELOS
1450
DELISTED
Syneron Medical Ltd
ELOS
$287K ﹤0.01%
+34,112
New +$267K
56 57
58
59 60

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.