State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
-14.38%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$21.5B
AUM Growth
-$4.44B
Cap. Flow
-$157M
Cap. Flow %
-0.73%
Top 10 Hldgs %
21.93%
Holding
1,722
New
46
Increased
446
Reduced
459
Closed
87

Top Buys

1
KO icon
Coca-Cola
KO
$63.4M
2
SRLN icon
SPDR Blackstone Senior Loan ETF
SRLN
$57.8M
3
INDA icon
iShares MSCI India ETF
INDA
$49.9M
4
LMT icon
Lockheed Martin
LMT
$44.8M
5
NOC icon
Northrop Grumman
NOC
$44.1M

Top Sells

1
PM icon
Philip Morris
PM
$72M
2
EWT icon
iShares MSCI Taiwan ETF
EWT
$55M
3
ANGL icon
VanEck Fallen Angel High Yield Bond ETF
ANGL
$50.9M
4
XLK icon
Technology Select Sector SPDR Fund
XLK
$49.8M
5
PSA icon
Public Storage
PSA
$42.8M

Sector Composition

1 Technology 16.21%
2 Financials 11.82%
3 Healthcare 11.32%
4 Consumer Discretionary 7.8%
5 Industrials 7.11%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
FDX icon
226
FedEx
FDX
$53.7B
$18.9M 0.09%
83,548
+19,724
+31% +$4.47M
WM icon
227
Waste Management
WM
$88.6B
$18.7M 0.09%
122,250
+21,709
+22% +$3.32M
AZO icon
228
AutoZone
AZO
$70.6B
$18.6M 0.09%
8,675
-2,723
-24% -$5.85M
SLF icon
229
Sun Life Financial
SLF
$32.4B
$18.4M 0.09%
403,192
– –
FNV icon
230
Franco-Nevada
FNV
$37.3B
$18M 0.08%
137,306
– –
USB icon
231
US Bancorp
USB
$75.9B
$18M 0.08%
391,601
+172,977
+79% +$7.96M
DTE icon
232
DTE Energy
DTE
$28.4B
$17.9M 0.08%
141,105
+38,795
+38% +$4.92M
CHTR icon
233
Charter Communications
CHTR
$35.7B
$17.8M 0.08%
38,035
+8,750
+30% +$4.1M
RF icon
234
Regions Financial
RF
$24.1B
$17.5M 0.08%
935,014
+200,182
+27% +$3.75M
TJX icon
235
TJX Companies
TJX
$155B
$17.5M 0.08%
313,835
-210,023
-40% -$11.7M
LRCX icon
236
Lam Research
LRCX
$130B
$17.2M 0.08%
404,570
-461,250
-53% -$19.7M
CVE icon
237
Cenovus Energy
CVE
$28.7B
$17.2M 0.08%
907,949
– –
SCZ icon
238
iShares MSCI EAFE Small-Cap ETF
SCZ
$10.7B
$17.2M 0.08%
314,947
+21,036
+7% +$1.15M
REGN icon
239
Regeneron Pharmaceuticals
REGN
$60.8B
$16.8M 0.08%
28,403
+1,014
+4% +$599K
AIG icon
240
American International
AIG
$43.9B
$16.4M 0.08%
321,009
+50,980
+19% +$2.61M
SBAC icon
241
SBA Communications
SBAC
$21.2B
$16.3M 0.08%
50,956
+33,322
+189% +$10.7M
EFA icon
242
iShares MSCI EAFE ETF
EFA
$66.2B
$16.3M 0.08%
260,229
+127,685
+96% +$7.98M
AEM icon
243
Agnico Eagle Mines
AEM
$76.3B
$15.9M 0.07%
347,526
– –
ATVI
244
DELISTED
Activision Blizzard Inc.
ATVI
$15.8M 0.07%
202,946
+77,635
+62% +$6.04M
FTS icon
245
Fortis
FTS
$24.8B
$15.5M 0.07%
328,404
– –
TYL icon
246
Tyler Technologies
TYL
$24.2B
$15.4M 0.07%
46,362
-10,000
-18% -$3.32M
DG icon
247
Dollar General
DG
$24.1B
$14.9M 0.07%
60,653
+22,560
+59% +$5.54M
ETN icon
248
Eaton
ETN
$136B
$14.7M 0.07%
116,710
-208,017
-64% -$26.2M
AIRC
249
DELISTED
Apartment Income REIT Corp.
AIRC
$14.5M 0.07%
347,760
+5,729
+2% +$238K
OTEX icon
250
Open Text
OTEX
$8.45B
$14.4M 0.07%
380,540
– –
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10
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