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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
(-8.7%)
Cap. Flow
-$2.57B
Cap. Flow
% of AUM
-13.6%
Top 10 Holdings %
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
221
Reduced
526
Closed
50
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
DTE Energy
DTE
|
+$52.9M |
| 2 |
Archer Daniels Midland
ADM
|
+$39.9M |
| 3 |
Hershey
HSY
|
+$33.9M |
| 4 |
Colgate-Palmolive
CL
|
+$23.2M |
| 5 |
FirstEnergy
FE
|
+$22M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$247M |
| 2 |
ExxonMobil
XOM
|
+$134M |
| 3 |
Microsoft
MSFT
|
+$117M |
| 4 |
Johnson & Johnson
JNJ
|
+$73.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
201
Northern Trust
NTRS
$34.7B
| $21.5M | 0.11% |
241,406
+36,364
| +18% | +$2.89M |
|
|
B
202
Barrick Mining
B
$66.7B
| $21.3M | 0.11% |
1,329,572
-530,575
| -29% | -$8.41M |
|
203
O'Reilly Automotive
ORLY
$74.8B
| $21.3M | 0.11% |
1,145,745
-237,150
| -17% | -$4.33M |
|
204
Zimmer Biomet
ZBH
$18.7B
| $21.2M | 0.11% |
211,529
+40,785
| +24% | +$4.37M |
|
205
Deluxe
DLX
$1.1B
| $20.9M | 0.11% |
292,234
+28,634
| +11% | +$1.92M |
|
206
Martin Marietta Materials
MLM
$32.8B
| $20.4M | 0.11% |
92,034
-11,126
| -11% | -$2.29M |
|
207
Intuitive Surgical
ISRG
$141B
| $19.7M | 0.1% |
279,747
+40,941
| +17% | +$3.01M |
|
208
Lockheed Martin
LMT
$138B
| $19.6M | 0.1% |
78,616
-134,793
| -63% | -$33.7M |
|
209
Vanguard Total Bond Market
BND
$162B
| $19.5M | 0.1% |
240,990
-36,400
| -13% | -$2.98M |
|
210
Sun Life Financial
SLF
$44.5B
| $19.3M | 0.1% |
500,947
-228,970
| -31% | -$8.3M |
|
211
Prologis
PLD
$134B
| $19.2M | 0.1% |
364,521
-8,761
| -2% | -$445K |
|
212
Raymond James Financial
RJF
$34.5B
| $18.9M | 0.1% |
409,500
+60,000
| +17% | +$2.65M |
|
213
Wabtec
WAB
$49.8B
| $18.7M | 0.1% |
225,280
-78,300
| -26% | -$6.45M |
|
214
Southern Company
SO
$106B
| $18.7M | 0.1% |
380,200
-46,638
| -11% | -$2.29M |
|
215
Marriott International
MAR
$92.7B
| $18.6M | 0.1% |
224,760
-50,414
| -18% | -$3.79M |
|
216
Reinsurance Group of America
RGA
$16.2B
| $18.6M | 0.1% |
147,600
+65,000
| +79% | +$7.62M |
|
217
Ambarella
AMBA
$3.63B
| $18.4M | 0.1% |
340,000
+60,000
| +21% | +$3.62M |
|
218
Cognizant
CTSH
$26.1B
| $18.4M | 0.1% |
328,061
-88,827
| -21% | -$4.75M |
|
219
Roper Technologies
ROP
$38.4B
| $18.3M | 0.1% |
100,137
-16,145
| -14% | -$2.89M |
|
|
HAR
220
DELISTED
Harman International Industries
HAR
| $18.3M | 0.1% |
164,854
+39,506
| +32% | +$3.81M |
|
|
SCG
221
DELISTED
Scana
SCG
| $18.3M | 0.1% |
249,605
+177,408
| +246% | +$12.7M |
|
|
PXD
222
DELISTED
Pioneer Natural Resource Co.
PXD
| $18.1M | 0.1% |
100,298
-18,912
| -16% | -$3.47M |
|
223
Newell Brands
NWL
$2.66B
| $18M | 0.09% |
402,172
-64,489
| -14% | -$3.12M |
|
|
STMP
224
DELISTED
Stamps.com, Inc.
STMP
| $17.9M | 0.09% |
156,514
+5,154
| +3% | +$536K |
|
225
Duke Energy
DUK
$96.7B
| $17.6M | 0.09% |
226,405
-218,526
| -49% | -$16.7M |
|
Similar funds
PCH
N
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.