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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 | |
|---|---|---|---|---|---|---|
26
Home Depot
HD
$340B
| $129M | 0.68% |
962,856
-437,350
| -31% | -$56.4M |
|
27
iShares S&P India Nifty 50 Index Fund
INDY
$562M
| $120M | 0.63% |
4,388,299
+4,700
| +0.1% | +$134K |
|
28
iShares MSCI Mexico ETF
EWW
$1.88B
| $116M | 0.62% |
2,647,183
+2,300
| +0.1% | +$108K |
|
29
Merck
MRK
$333B
| $113M | 0.6% |
2,006,477
-100,705
| -5% | -$5.89M |
|
30
Verizon
VZ
$198B
| $108M | 0.57% |
2,013,942
-915,971
| -31% | -$45.8M |
|
31
Comcast
CMCSA
$91.9B
| $107M | 0.56% |
3,089,356
-1,135,648
| -27% | -$37.9M |
|
32
Broadcom
AVGO
$2.01T
| $97.3M | 0.51% |
5,501,660
-24,980
| -0.5% | -$433K |
|
33
Walt Disney
DIS
$180B
| $96.6M | 0.51% |
926,545
-329,402
| -26% | -$32.1M |
|
34
Bristol-Myers Squibb
BMY
$132B
| $93.5M | 0.49% |
1,599,198
-75,222
| -4% | -$4.11M |
|
35
iShares MSCI India ETF
INDA
$6.58B
| $92.1M | 0.49% |
3,434,066
| – | – |
|
36
Altria Group
MO
$110B
| $90.8M | 0.48% |
1,343,268
-611,581
| -31% | -$39.4M |
|
37
Goldman Sachs
GS
$305B
| $83.3M | 0.44% |
347,876
-23,262
| -6% | -$4.72M |
|
38
Suncor Energy
SU
$76.1B
| $83.1M | 0.44% |
2,538,700
+8,045
| +0.3% | +$247K |
|
39
Royal Bank of Canada
RY
$298B
| $82.9M | 0.44% |
1,224,040
-553,817
| -31% | -$35.9M |
|
40
Walmart Inc
WMT
$918B
| $82.9M | 0.44% |
3,597,045
-813,789
| -18% | -$19M |
|
41
iShares MSCI Indonesia ETF
EIDO
$484M
| $79.6M | 0.42% |
3,299,423
| – | – |
|
42
McDonald's
MCD
$193B
| $79.6M | 0.42% |
653,735
-198,483
| -23% | -$23.3M |
|
43
Eli Lilly
LLY
$1.09T
| $79.4M | 0.42% |
1,079,465
+76,225
| +8% | +$5.68M |
|
44
Boeing
BA
$181B
| $79.1M | 0.42% |
508,132
+131,150
| +35% | +$19.2M |
|
45
Amgen
AMGN
$227B
| $75.7M | 0.4% |
517,639
-236,267
| -31% | -$35.6M |
|
46
Toronto Dominion Bank
TD
$204B
| $75.5M | 0.4% |
1,529,008
-685,488
| -31% | -$32M |
|
47
Visa
V
$671B
| $74.9M | 0.4% |
960,195
+9,081
| +1% | +$730K |
|
48
Honeywell
HON
$73.9B
| $73.6M | 0.39% |
703,159
-193,812
| -22% | -$19.7M |
|
49
iShares Core S&P Mid-Cap ETF
IJH
$128B
| $72.8M | 0.38% |
2,200,000
-450,000
| -17% | -$14.3M |
|
50
Cisco
CSCO
$445B
| $69M | 0.36% |
2,284,679
-987,159
| -30% | -$30.1M |
|
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.