State of Tennessee, Department of Treasury Portfolio holdings
AUM
$28B
This Quarter Return
+4.19%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.9B
AUM Growth
+$18.9B
(-8.7%)
Cap. Flow
-$3.15B
Cap. Flow
% of AUM
-16.64%
Top 10 Holdings %
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
225
Reduced
524
Closed
50
Top Buys
| 1 |
DTE Energy
DTE
|
$55.1M |
| 2 |
Archer Daniels Midland
ADM
|
$41.2M |
| 3 |
Hershey
HSY
|
$35.5M |
| 4 |
Colgate-Palmolive
CL
|
$22.1M |
| 5 |
Utilities Select Sector SPDR Fund
XLU
|
$22M |
Top Sells
| 1 |
iShares MSCI Taiwan ETF
EWT
|
$391M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
$247M |
| 3 |
iShares MSCI Malaysia ETF
EWM
|
$171M |
| 4 |
Exxon Mobil
XOM
|
$138M |
| 5 |
Microsoft
MSFT
|
$121M |
Sector Composition
| 1 | Financials | 15.34% |
| 2 | Technology | 12.35% |
| 3 | Healthcare | 10.23% |
| 4 | Industrials | 9.12% |
| 5 | Communication Services | 7.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Home Depot
HD
$405B
| $129M | 0.68% |
962,856
-437,350
| -31% | -$58.6M |
|
27
iShares S&P India Nifty 50 Index Fund
INDY
$645M
| $120M | 0.63% |
4,388,299
+4,700
| +0.1% | +$128K |
|
28
iShares MSCI Mexico ETF
EWW
$1.81B
| $116M | 0.62% |
2,647,183
+2,300
| +0.1% | +$101K |
|
29
Merck
MRK
$211B
| $113M | 0.6% |
1,914,577
-96,093
| -5% | -$5.66M |
|
30
Verizon
VZ
$184B
| $108M | 0.57% |
2,013,942
-915,971
| -31% | -$48.9M |
|
31
Comcast
CMCSA
$125B
| $107M | 0.56% |
1,544,678
-567,824
| -27% | -$39.2M |
|
32
Broadcom
AVGO
$1.41T
| $97.3M | 0.51% |
550,166
-2,498
| -0.5% | -$442K |
|
33
Walt Disney
DIS
$210B
| $96.6M | 0.51% |
926,545
-329,402
| -26% | -$34.3M |
|
34
Bristol-Myers Squibb
BMY
$96.7B
| $93.5M | 0.49% |
1,599,198
-75,222
| -4% | -$4.4M |
|
35
iShares MSCI India ETF
INDA
$9.28B
| $92.1M | 0.49% |
3,434,066
| – | – |
|
36
Altria Group
MO
$112B
| $90.8M | 0.48% |
1,343,268
-611,581
| -31% | -$41.4M |
|
37
Goldman Sachs
GS
$219B
| $83.3M | 0.44% |
347,876
-23,262
| -6% | -$5.57M |
|
38
Suncor Energy
SU
$49.3B
| $83.1M | 0.44% |
2,538,700
+8,045
| +0.3% | +$263K |
|
39
Royal Bank of Canada
RY
$205B
| $82.9M | 0.44% |
1,224,040
-553,817
| -31% | -$37.5M |
|
40
Walmart
WMT
$788B
| $82.9M | 0.44% |
1,199,015
-271,263
| -18% | -$18.7M |
|
41
iShares MSCI Indonesia ETF
EIDO
$331M
| $79.6M | 0.42% |
3,299,423
| – | – |
|
42
McDonald's
MCD
$226B
| $79.6M | 0.42% |
653,735
-198,483
| -23% | -$24.2M |
|
43
Eli Lilly
LLY
$658B
| $79.4M | 0.42% |
1,079,465
+76,225
| +8% | +$5.61M |
|
44
Boeing
BA
$175B
| $79.1M | 0.42% |
508,132
+131,150
| +35% | +$20.4M |
|
45
Amgen
AMGN
$152B
| $75.7M | 0.4% |
517,639
-236,267
| -31% | -$34.5M |
|
46
Toronto Dominion Bank
TD
$128B
| $75.5M | 0.4% |
1,529,008
-685,488
| -31% | -$33.9M |
|
47
Visa
V
$676B
| $74.9M | 0.4% |
960,195
+9,081
| +1% | +$708K |
|
48
Honeywell
HON
$136B
| $73.6M | 0.39% |
635,195
-170,785
| -21% | -$19.8M |
|
49
iShares Core S&P Mid-Cap ETF
IJH
$99.1B
| $72.8M | 0.38% |
440,000
-90,000
| -17% | -$14.9M |
|
50
Cisco
CSCO
$268B
| $69M | 0.36% |
2,284,679
-987,159
| -30% | -$29.8M |
|