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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 | |
|---|---|---|---|---|---|---|
51
Applied Materials
AMAT
$442B
| $68.8M | 0.36% |
2,132,496
-369,788
| -15% | -$11.3M |
|
52
iShares MSCI Thailand ETF
THD
$354M
| $67.3M | 0.36% |
933,726
| – | – |
|
53
Intel
INTC
$532B
| $66.8M | 0.35% |
1,840,696
-1,377,870
| -43% | -$49.3M |
|
54
Micron Technology
MU
$1.1T
| $66.2M | 0.35% |
3,019,281
-405,419
| -12% | -$7.62M |
|
55
AbbVie
ABBV
$443B
| $65.5M | 0.35% |
1,045,678
-273,662
| -21% | -$16.7M |
|
|
56
DTE Energy
DTE
$28.9B
| $62.7M | 0.33% |
747,346
+657,427
| +731% | +$52.9M |
|
|
CELG
57
DELISTED
Celgene Corp
CELG
| $62.2M | 0.33% |
537,689
-29,207
| -5% | -$3.25M |
|
58
Canadian National Railway
CNI
$77.3B
| $62.2M | 0.33% |
923,320
+1,908
| +0.2% | +$126K |
|
59
RTX Corp
RTX
$296B
| $61.9M | 0.33% |
896,913
-144,867
| -14% | -$9.6M |
|
60
Sysco
SYY
$40.5B
| $61.2M | 0.32% |
1,105,520
-45,415
| -4% | -$2.36M |
|
61
iShares MBS ETF
MBB
$39.2B
| $61.1M | 0.32% |
574,900
+76,600
| +15% | +$8.28M |
|
62
Gilead Sciences
GILD
$170B
| $60.1M | 0.32% |
838,890
-237,845
| -22% | -$17.7M |
|
|
AGN
63
DELISTED
Allergan plc
AGN
| $59.9M | 0.32% |
285,244
-31,903
| -10% | -$6.61M |
|
|
TWX
64
DELISTED
Time Warner Inc
TWX
| $59.7M | 0.32% |
618,494
+27,123
| +5% | +$2.41M |
|
65
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
| $59.4M | 0.31% |
515,300
+88,400
| +21% | +$9.94M |
|
66
Coca-Cola
KO
$377B
| $58.7M | 0.31% |
1,415,345
-577,833
| -29% | -$24M |
|
67
Biogen
BIIB
$31.1B
| $58.5M | 0.31% |
206,256
-44,316
| -18% | -$13.1M |
|
68
SLB Ltd
SLB
$77.3B
| $57.6M | 0.3% |
686,001
-49,977
| -7% | -$4.1M |
|
69
iShares MSCI Malaysia ETF
EWM
$331M
| $57.1M | 0.3% |
2,034,512
| – | – |
|
70
Union Pacific
UNP
$177B
| $56.6M | 0.3% |
545,501
-182,650
| -25% | -$18M |
|
71
Scotiabank
BNS
$110B
| $56.1M | 0.3% |
1,006,908
-442,770
| -31% | -$24.1M |
|
72
Medtronic
MDT
$116B
| $55.8M | 0.3% |
783,739
-201,854
| -20% | -$15.9M |
|
73
Adobe
ADBE
$102B
| $55.6M | 0.29% |
539,634
+146,400
| +37% | +$15.5M |
|
|
74
Archer Daniels Midland
ADM
$38.8B
| $55.1M | 0.29% |
1,208,095
+901,538
| +294% | +$39.9M |
|
|
AET
75
DELISTED
Aetna Inc
AET
| $54.7M | 0.29% |
441,483
+60,607
| +16% | +$7.26M |
|
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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.