State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
-4.48%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.6B
AUM Growth
-$914M
Cap. Flow
+$339M
Cap. Flow %
1.64%
Top 10 Hldgs %
22.31%
Holding
1,731
New
96
Increased
857
Reduced
390
Closed
86

Top Buys

1
XLP icon
Consumers Staples Select Sector SPDR Fund
XLP
$64.1M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
$60.2M
3
AAPL icon
Apple
AAPL
$54.3M
4
MSFT icon
Microsoft
MSFT
$53.6M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
$51M

Top Sells

1
XLK icon
Technology Select Sector SPDR Fund
XLK
$273M
2
JNK icon
SPDR Bloomberg High Yield Bond ETF
JNK
$54M
3
RTX icon
RTX Corp
RTX
$38M
4
PG icon
Procter & Gamble
PG
$34.4M
5
MS icon
Morgan Stanley
MS
$24.2M

Sector Composition

1 Technology 17.19%
2 Financials 11.86%
3 Healthcare 11.15%
4 Consumer Discretionary 8.47%
5 Industrials 7.31%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AZO icon
226
AutoZone
AZO
$70.6B
$18.6M 0.09%
8,675
– –
CMS icon
227
CMS Energy
CMS
$21.4B
$18.3M 0.09%
314,585
-23,309
-7% -$1.36M
EQIX icon
228
Equinix
EQIX
$75.7B
$18M 0.09%
31,655
-64
-0.2% -$36.4K
SYY icon
229
Sysco
SYY
$39.4B
$17.9M 0.09%
253,104
-42,022
-14% -$2.97M
EPOL icon
230
iShares MSCI Poland ETF
EPOL
$450M
$17.9M 0.09%
1,657,630
– –
TYL icon
231
Tyler Technologies
TYL
$24.2B
$17.8M 0.09%
51,362
+5,000
+11% +$1.74M
BK icon
232
Bank of New York Mellon
BK
$73.1B
$17.7M 0.09%
458,501
– –
CE icon
233
Celanese
CE
$5.34B
$17.3M 0.08%
190,948
-99,147
-34% -$8.96M
VLO icon
234
Valero Energy
VLO
$48.7B
$17.2M 0.08%
160,810
+52,533
+49% +$5.61M
DTE icon
235
DTE Energy
DTE
$28.4B
$16.2M 0.08%
141,105
– –
SLF icon
236
Sun Life Financial
SLF
$32.4B
$16.2M 0.08%
405,266
+2,074
+0.5% +$82.9K
MCK icon
237
McKesson
MCK
$85.5B
$16M 0.08%
47,000
+4,349
+10% +$1.48M
AA icon
238
Alcoa
AA
$8.24B
$15.9M 0.08%
473,097
-71,999
-13% -$2.42M
USB icon
239
US Bancorp
USB
$75.9B
$15.8M 0.08%
391,601
– –
FNV icon
240
Franco-Nevada
FNV
$37.3B
$15.7M 0.08%
130,383
-6,923
-5% -$831K
ETN icon
241
Eaton
ETN
$136B
$15.6M 0.08%
116,710
– –
ON icon
242
ON Semiconductor
ON
$20.1B
$15.5M 0.08%
248,664
+49,256
+25% +$3.07M
BAX icon
243
Baxter International
BAX
$12.5B
$15.2M 0.07%
282,210
-89,168
-24% -$4.8M
JNPR
244
DELISTED
Juniper Networks
JNPR
$15.2M 0.07%
580,044
+172,018
+42% +$4.49M
ATVI
245
DELISTED
Activision Blizzard Inc.
ATVI
$15.1M 0.07%
202,946
– –
LRCX icon
246
Lam Research
LRCX
$130B
$15.1M 0.07%
411,400
+6,830
+2% +$250K
CVE icon
247
Cenovus Energy
CVE
$28.7B
$14.7M 0.07%
951,285
+43,336
+5% +$669K
DG icon
248
Dollar General
DG
$24.1B
$14.5M 0.07%
60,653
– –
FTI icon
249
TechnipFMC
FTI
$16B
$14.2M 0.07%
1,682,054
-304,683
-15% -$2.58M
AON icon
250
Aon
AON
$79.9B
$14.1M 0.07%
52,725
– –
8 9
10
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