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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 | |
|---|---|---|---|---|---|---|
76
Philip Morris
PM
$297B
| $54.5M | 0.29% |
595,901
-66,962
| -10% | -$6.2M |
|
77
Mastercard
MA
$490B
| $54.4M | 0.29% |
527,033
+105,010
| +25% | +$10.9M |
|
78
American International
AIG
$39.7B
| $53.9M | 0.29% |
825,895
-527,041
| -39% | -$33.1M |
|
79
Morgan Stanley
MS
$344B
| $53.6M | 0.28% |
1,268,958
-81,673
| -6% | -$3.09M |
|
80
Skyworks Solutions
SWKS
$10.4B
| $53.1M | 0.28% |
711,383
-57,532
| -7% | -$4.43M |
|
81
Kraft Heinz
KHC
$29.7B
| $52.2M | 0.28% |
597,853
-181,486
| -23% | -$15.5M |
|
82
Prudential Financial
PRU
$42.6B
| $52.2M | 0.28% |
501,447
+22,744
| +5% | +$2.16M |
|
83
Booking.com
BKNG
$159B
| $52.2M | 0.28% |
889,725
+97,450
| +12% | +$5.82M |
|
84
Marathon Petroleum
MPC
$98.7B
| $52M | 0.27% |
1,032,568
-31,043
| -3% | -$1.41M |
|
85
NXP Semiconductors
NXPI
$58.5B
| $52M | 0.27% |
530,169
-11,401
| -2% | -$1.13M |
|
86
MetLife
MET
$61.6B
| $51.3M | 0.27% |
1,067,561
+22,584
| +2% | +$1.04M |
|
87
DuPont de Nemours
DD
$19.3B
| $51.1M | 0.27% |
352,752
-126,390
| -26% | -$17.6M |
|
|
BNY
88
Bank of New York Mellon
BNY
$110B
| $50.6M | 0.27% |
1,068,347
+224,699
| +27% | +$10.1M |
|
89
Starbucks
SBUX
$126B
| $48M | 0.25% |
864,007
-150,080
| -15% | -$8.31M |
|
90
Thermo Fisher Scientific
TMO
$222B
| $47.9M | 0.25% |
339,356
+40,455
| +14% | +$5.96M |
|
91
CenterPoint Energy
CNP
$26.8B
| $47.6M | 0.25% |
1,932,352
+31,774
| +2% | +$743K |
|
92
US Bancorp
USB
$101B
| $47.4M | 0.25% |
921,859
-620,180
| -40% | -$29.5M |
|
|
93
Colgate-Palmolive
CL
$73.8B
| $47.2M | 0.25% |
721,443
+338,185
| +88% | +$23.2M |
|
94
Oracle
ORCL
$445B
| $46.9M | 0.25% |
1,219,749
-735,771
| -38% | -$28.8M |
|
95
Qorvo
QRVO
$8.64B
| $46.6M | 0.25% |
883,955
-37,535
| -4% | -$2.04M |
|
96
IBM
IBM
$221B
| $45.9M | 0.24% |
288,974
-366,227
| -56% | -$55.8M |
|
97
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.9B
| $45.5M | 0.24% |
530,500
+43,000
| +9% | +$3.74M |
|
98
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
| $44.8M | 0.24% |
501,000
+65,400
| +15% | +$5.93M |
|
|
99
Hershey
HSY
$37.4B
| $44.7M | 0.24% |
432,302
+343,011
| +384% | +$33.9M |
|
100
Nike
NKE
$60.4B
| $44.6M | 0.24% |
876,965
-146,488
| -14% | -$7.51M |
|
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.