State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+4.19%
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
-$1.81B
Cap. Flow
-$2.62B
Cap. Flow %
-13.85%
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
221
Reduced
526
Closed
50

Top Buys

1
DTE icon
DTE Energy
DTE
$55.1M
2
ADM icon
Archer Daniels Midland
ADM
$41.2M
3
HSY icon
Hershey
HSY
$35.5M
4
CL icon
Colgate-Palmolive
CL
$22.1M
5
XLU icon
Utilities Select Sector SPDR Fund
XLU
$22M

Top Sells

1
EFA icon
iShares MSCI EAFE ETF
EFA
$247M
2
XOM icon
Exxon Mobil
XOM
$138M
3
MSFT icon
Microsoft
MSFT
$121M
4
JNJ icon
Johnson & Johnson
JNJ
$73.1M
5
AMZN icon
Amazon
AMZN
$66M

Sector Composition

1 Financials 15.34%
2 Technology 12.35%
3 Healthcare 10.23%
4 Industrials 9.07%
5 Communication Services 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
D icon
251
Dominion Energy
D
$49.7B
$15M 0.08%
195,431
-55,344
-22% -$4.24M
PYPL icon
252
PayPal
PYPL
$65.2B
$14.8M 0.08%
375,527
+6,426
+2% +$254K
CMI icon
253
Cummins
CMI
$55.1B
$14.8M 0.08%
108,407
+7,387
+7% +$1.01M
AON icon
254
Aon
AON
$79.9B
$14.7M 0.08%
132,052
-31,250
-19% -$3.49M
DRE
255
DELISTED
Duke Realty Corp.
DRE
$14.5M 0.08%
546,715
+83,501
+18% +$2.22M
ADP icon
256
Automatic Data Processing
ADP
$120B
$14.4M 0.08%
140,284
-109,725
-44% -$11.3M
AZO icon
257
AutoZone
AZO
$70.6B
$14.4M 0.08%
18,222
+1,342
+8% +$1.06M
AIZ icon
258
Assurant
AIZ
$10.7B
$14.2M 0.08%
152,794
-2,004
-1% -$186K
CI icon
259
Cigna
CI
$81.5B
$14.1M 0.07%
105,893
-79,920
-43% -$10.7M
ARW icon
260
Arrow Electronics
ARW
$6.57B
$14.1M 0.07%
197,600
– –
DLTR icon
261
Dollar Tree
DLTR
$20.6B
$13.9M 0.07%
180,665
-5,544
-3% -$428K
ICE icon
262
Intercontinental Exchange
ICE
$99.8B
$13.9M 0.07%
245,832
-13,978
-5% -$789K
YUM icon
263
Yum! Brands
YUM
$40.1B
$13.8M 0.07%
218,666
-256,678
-54% -$16.3M
MRVL icon
264
Marvell Technology
MRVL
$54.6B
$13.8M 0.07%
993,965
+73,965
+8% +$1.03M
NEM icon
265
Newmont
NEM
$83.7B
$13.8M 0.07%
404,379
-69,910
-15% -$2.38M
AFG icon
266
American Financial Group
AFG
$11.6B
$13.8M 0.07%
156,300
+30,000
+24% +$2.64M
SWK icon
267
Stanley Black & Decker
SWK
$12.1B
$13.8M 0.07%
119,981
-9,140
-7% -$1.05M
ALK icon
268
Alaska Air
ALK
$7.28B
$13.7M 0.07%
154,929
+42,605
+38% +$3.78M
CRM icon
269
Salesforce
CRM
$239B
$13.6M 0.07%
199,059
-12,680
-6% -$868K
BAX icon
270
Baxter International
BAX
$12.5B
$13.5M 0.07%
303,333
-6,059
-2% -$269K
WDC icon
271
Western Digital
WDC
$31.9B
$13.4M 0.07%
260,832
-10,702
-4% -$550K
IDXX icon
272
Idexx Laboratories
IDXX
$51.4B
$13.2M 0.07%
112,400
-20,000
-15% -$2.35M
AVB icon
273
AvalonBay Communities
AVB
$27.8B
$13.1M 0.07%
74,129
-3,740
-5% -$662K
MAN icon
274
ManpowerGroup
MAN
$1.91B
$13M 0.07%
146,688
+96,316
+191% +$8.56M
MGA icon
275
Magna International
MGA
$12.9B
$13M 0.07%
298,882
-144,705
-33% -$6.29M
9 10
11
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