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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 | |
|---|---|---|---|---|---|---|
151
Boston Scientific
BSX
$74.9B
| $30.8M | 0.16% |
1,424,989
+122,523
| +9% | +$2.67M |
|
|
HOLX
152
DELISTED
Hologic
HOLX
| $30.8M | 0.16% |
767,300
+371,541
| +94% | +$14.3M |
|
153
General Motors
GM
$76.3B
| $30.1M | 0.16% |
863,274
-137,748
| -14% | -$4.63M |
|
154
American Tower
AMT
$80.6B
| $29.9M | 0.16% |
282,576
-7,341
| -3% | -$798K |
|
155
Accenture
ACN
$110B
| $29.8M | 0.16% |
254,694
+11,748
| +5% | +$1.39M |
|
156
Canadian Natural Resources
CNQ
$97.4B
| $29.8M | 0.16% |
1,908,290
-830,320
| -30% | -$13.2M |
|
157
Valero Energy
VLO
$95.9B
| $29.8M | 0.16% |
435,571
-119,689
| -22% | -$7.37M |
|
|
SWN
158
DELISTED
Southwestern Energy Company
SWN
| $29.7M | 0.16% |
2,742,209
+321,142
| +13% | +$3.68M |
|
159
PNC Financial Services
PNC
$102B
| $29.4M | 0.16% |
251,707
-54,888
| -18% | -$5.71M |
|
160
Trane Technologies
TT
$106B
| $29.4M | 0.16% |
391,814
+56,574
| +17% | +$4.08M |
|
161
State Street
STT
$52.1B
| $29.3M | 0.16% |
377,540
+26,982
| +8% | +$2.03M |
|
162
Canadian Imperial Bank of Commerce
CM
$111B
| $29.3M | 0.15% |
716,646
-270,990
| -27% | -$10.6M |
|
163
General Dynamics
GD
$106B
| $29.2M | 0.15% |
168,882
-94,452
| -36% | -$15.5M |
|
|
RTN
164
DELISTED
Raytheon Company
RTN
| $28.8M | 0.15% |
202,744
-165,606
| -45% | -$23.5M |
|
|
PARA
165
DELISTED
Paramount Global Class B
PARA
| $28.7M | 0.15% |
450,791
+117,738
| +35% | +$6.98M |
|
166
Manulife Financial
MFC
$72.7B
| $28.4M | 0.15% |
1,593,266
-779,892
| -33% | -$12.7M |
|
167
Vanguard FTSE Developed Markets ETF
VEA
$239B
| $28.1M | 0.15% |
767,900
+112,500
| +17% | +$4.1M |
|
|
TFCFA
168
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $27.8M | 0.15% |
989,664
+282,772
| +40% | +$7.61M |
|
169
Blackrock
BLK
$181B
| $27.7M | 0.15% |
72,903
-2,218
| -3% | -$813K |
|
170
Public Storage
PSA
$61.1B
| $27.1M | 0.14% |
121,473
-32,924
| -21% | -$7.01M |
|
171
Vulcan Materials
VMC
$36.2B
| $27.1M | 0.14% |
216,323
-44,436
| -17% | -$5.38M |
|
172
Johnson Controls International
JCI
$92.3B
| $26.6M | 0.14% |
644,589
+83,736
| +15% | +$3.67M |
|
173
Southwest Airlines
LUV
$22.1B
| $25.8M | 0.14% |
516,833
-153,566
| -23% | -$6.88M |
|
174
Abbott
ABT
$193B
| $25.7M | 0.14% |
669,115
-440,131
| -40% | -$17.5M |
|
175
LyondellBasell Industries
LYB
$20.2B
| $25.6M | 0.14% |
298,610
-86,829
| -23% | -$7.29M |
|
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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.