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 | |
|---|---|---|---|---|---|---|
101
United Parcel Service
UPS
$72.2B
| $44.2M | 0.23% |
385,610
-182,935
| -32% | -$21M |
|
102
EQT Corp
EQT
$32.1B
| $43.6M | 0.23% |
666,235
+61,342
| +10% | +$4.01M |
|
103
iShares MSCI Chile ETF
ECH
$711M
| $42.7M | 0.23% |
1,140,536
| – | – |
|
104
Vanguard Real Estate ETF
VNQ
$34.1B
| $42.6M | 0.22% |
515,603
+205,229
| +66% | +$16.9M |
|
105
3M
MMM
$80.6B
| $42.6M | 0.22% |
238,294
-187,061
| -44% | -$33.4M |
|
106
Tyson Foods
TSN
$20B
| $41.4M | 0.22% |
670,501
-227,823
| -25% | -$14.1M |
|
107
Northrop Grumman
NOC
$82.9B
| $41.2M | 0.22% |
177,274
-37,881
| -18% | -$8.81M |
|
108
Lowe's Companies
LOW
$146B
| $41.2M | 0.22% |
579,211
-129,500
| -18% | -$9.21M |
|
109
Delta Air Lines
DAL
$40.2B
| $40.6M | 0.21% |
825,384
+188,622
| +30% | +$9.28M |
|
110
Synaptics
SYNA
$2.6B
| $40.5M | 0.21% |
755,000
+10,000
| +1% | +$536K |
|
111
Qualcomm
QCOM
$169B
| $40.2M | 0.21% |
616,960
-52,513
| -8% | -$3.42M |
|
112
Danaher
DHR
$144B
| $40.1M | 0.21% |
514,852
+61,651
| +14% | +$4.8M |
|
113
Lam Research
LRCX
$122B
| $40M | 0.21% |
378,703
-23,486
| -6% | -$2.48M |
|
114
Ubiquiti
UI
$32.9B
| $40M | 0.21% |
692,507
-20,918
| -3% | -$1.21M |
|
115
NextEra Energy, Inc.
NEE
$147B
| $39.6M | 0.21% |
331,726
-185,386
| -36% | -$22.1M |
|
|
YHOO
116
DELISTED
Yahoo Inc
YHOO
| $39.6M | 0.21% |
1,022,786
-115,159
| -10% | -$4.45M |
|
117
Halliburton
HAL
$18.7B
| $39.1M | 0.21% |
722,871
+235,034
| +48% | +$12.7M |
|
118
Charter Communications
CHTR
$35.6B
| $38.7M | 0.2% |
134,520
-25,604
| -16% | -$7.37M |
|
119
Simon Property Group
SPG
$58.4B
| $38.7M | 0.2% |
217,935
-16,841
| -7% | -$2.99M |
|
120
Bank of Montreal
BMO
$88B
| $38.5M | 0.2% |
534,740
-235,640
| -31% | -$17M |
|
121
iShares MSCI Poland ETF
EPOL
$440M
| $38.1M | 0.2% |
2,101,653
| – | – |
|
122
Humana
HUM
$37.3B
| $37.9M | 0.2% |
185,790
+88,771
| +91% | +$18.1M |
|
|
DFS
123
DELISTED
Discover Financial Services
DFS
| $37.7M | 0.2% |
523,524
-98,542
| -16% | -$7.1M |
|
124
J.M. Smucker
SJM
$11.8B
| $37.5M | 0.2% |
292,603
-32,119
| -10% | -$4.11M |
|
125
TJX Companies
TJX
$155B
| $37.4M | 0.2% |
497,414
-211,512
| -30% | -$15.9M |
|