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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 | |
|---|---|---|---|---|---|---|
126
Netflix
NFLX
$320B
| $37.3M | 0.2% |
3,015,000
+455,170
| +18% | +$5.39M |
|
127
iShares MSCI Philippines ETF
EPHE
$146M
| $35.8M | 0.19% |
1,105,327
| – | – |
|
128
Phillips 66
PSX
$90.9B
| $35.7M | 0.19% |
413,542
-26,265
| -6% | -$2.18M |
|
|
129
iShares MSCI EAFE ETF
EFA
$80.3B
| $35.6M | 0.19% |
617,040
-4,283,000
| -87% | -$247M |
|
|
SCHW
130
Charles Schwab
SCHW
$189B
| $35.5M | 0.19% |
900,219
-235,682
| -21% | -$8.42M |
|
131
CVS Health
CVS
$122B
| $34.5M | 0.18% |
437,778
-114,313
| -21% | -$9.25M |
|
132
EOG Resources
EOG
$74.8B
| $34.5M | 0.18% |
341,146
-21,228
| -6% | -$2.07M |
|
133
iShares MSCI Turkey ETF
TUR
$221M
| $33.8M | 0.18% |
1,041,989
| – | – |
|
|
WBA
134
DELISTED
Walgreens Boots Alliance
WBA
| $33.6M | 0.18% |
406,467
+36,298
| +10% | +$3M |
|
|
APC
135
DELISTED
Anadarko Petroleum
APC
| $33.2M | 0.18% |
476,306
-56,239
| -11% | -$3.66M |
|
136
Chubb
CB
$132B
| $33.1M | 0.18% |
250,827
+46,039
| +22% | +$5.87M |
|
137
Target
TGT
$70.4B
| $33M | 0.17% |
457,201
-78,968
| -15% | -$5.72M |
|
138
Enbridge
ENB
$112B
| $32.6M | 0.17% |
774,670
-346,215
| -31% | -$14.8M |
|
139
TC Energy
TRP
$65.9B
| $32.6M | 0.17% |
721,654
-238,394
| -25% | -$10.8M |
|
140
Capital One
COF
$136B
| $32.3M | 0.17% |
370,324
-56,095
| -13% | -$4.52M |
|
|
MON
141
DELISTED
Monsanto Co
MON
| $32.2M | 0.17% |
306,334
-28,492
| -9% | -$2.92M |
|
|
VMW
142
DELISTED
VMware, Inc
VMW
| $32M | 0.17% |
406,150
-13,850
| -3% | -$1.08M |
|
143
American Express
AXP
$230B
| $31.9M | 0.17% |
430,785
-227,767
| -35% | -$15.8M |
|
144
Bread Financial
BFH
$4.47B
| $31.8M | 0.17% |
174,601
+10,215
| +6% | +$1.78M |
|
145
Illinois Tool Works
ITW
$82.6B
| $31.5M | 0.17% |
256,979
-94,265
| -27% | -$11.4M |
|
146
Texas Instruments
TXN
$255B
| $31.2M | 0.17% |
428,231
-242,401
| -36% | -$17.3M |
|
147
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
| $31.2M | 0.16% |
634,800
+101,000
| +19% | +$4.99M |
|
148
BCE
BCE
$21.5B
| $31.2M | 0.16% |
720,661
-320,877
| -31% | -$14.2M |
|
|
MRSH
149
Marsh
MRSH
$89.7B
| $31.1M | 0.16% |
460,795
-133,930
| -23% | -$8.98M |
|
150
McKesson
MCK
$100B
| $31M | 0.16% |
220,747
+34,990
| +19% | +$5.15M |
|
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.