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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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.44T
| $478M | 2.52% |
16,500,352
-864,520
| -5% | -$24.5M |
|
2
iShares MSCI South Korea ETF
EWY
$27.3B
| $453M | 2.39% |
8,504,847
+5,400
| +0.1% | +$295K |
|
3
iShares MSCI Taiwan ETF
EWT
$11.5B
| $391M | 2.07% |
13,328,727
+6,449
| +0% | +$198K |
|
|
4
Microsoft
MSFT
$3.69T
| $273M | 1.44% |
4,390,144
-1,947,651
| -31% | -$117M |
|
5
iShares MSCI Brazil ETF
EWZ
$8.59B
| $258M | 1.36% |
7,730,870
+2,400
| +0% | +$82.4K |
|
6
JPMorgan Chase
JPM
$964B
| $249M | 1.31% |
2,882,221
-416,793
| -13% | -$31.8M |
|
|
7
ExxonMobil
XOM
$652B
| $226M | 1.19% |
2,501,542
-1,531,371
| -38% | -$134M |
|
8
GE Aerospace
GE
$377B
| $210M | 1.11% |
1,385,364
-164,374
| -11% | -$23.9M |
|
9
Meta Platforms (Facebook)
META
$1.5T
| $207M | 1.09% |
1,797,376
+10,853
| +0.6% | +$1.33M |
|
10
AT&T
T
$167B
| $205M | 1.08% |
6,379,438
+131,392
| +2% | +$3.88M |
|
|
11
Amazon
AMZN
$2.89T
| $202M | 1.07% |
5,378,960
-1,761,320
| -25% | -$69M |
|
|
12
Johnson & Johnson
JNJ
$630B
| $194M | 1.03% |
1,684,655
-634,179
| -27% | -$73.3M |
|
13
Alphabet (Google) Class C
GOOG
$4.21T
| $182M | 0.96% |
4,723,080
+138,680
| +3% | +$5.4M |
|
14
Wells Fargo
WFC
$267B
| $182M | 0.96% |
3,294,573
-299,686
| -8% | -$15.1M |
|
15
Berkshire Hathaway Class B
BRK.B
$1.09T
| $178M | 0.94% |
1,093,875
-83,855
| -7% | -$12.9M |
|
16
Chevron
CVX
$383B
| $171M | 0.9% |
1,454,085
-43,667
| -3% | -$4.76M |
|
17
Bank of America
BAC
$452B
| $170M | 0.9% |
7,685,873
+477,138
| +7% | +$9.19M |
|
18
Vanguard S&P 500 ETF
VOO
$1.04T
| $151M | 0.8% |
735,780
-5,100
| -0.7% | -$1.02M |
|
19
PepsiCo
PEP
$191B
| $151M | 0.8% |
1,443,233
-197,347
| -12% | -$20.7M |
|
|
20
Alphabet (Google) Class A
GOOGL
$4.22T
| $151M | 0.8% |
3,810,580
-292,640
| -7% | -$11.7M |
|
21
iShares MSCI South Africa ETF
EZA
$562M
| $145M | 0.77% |
2,776,619
+3,900
| +0.1% | +$205K |
|
22
Procter & Gamble
PG
$337B
| $142M | 0.75% |
1,684,406
-358,898
| -18% | -$30.6M |
|
23
Citigroup
C
$231B
| $136M | 0.72% |
2,282,454
+77,908
| +4% | +$4.2M |
|
24
UnitedHealth
UNH
$364B
| $134M | 0.71% |
835,257
+54,415
| +7% | +$8.13M |
|
25
Pfizer
PFE
$151B
| $130M | 0.68% |
4,202,689
-1,223,809
| -23% | -$37.4M |
|
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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.