State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+7.13%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$21.2B
AUM Growth
+$2.28B
Cap. Flow
+$575M
Cap. Flow %
2.71%
Top 10 Hldgs %
18.53%
Holding
1,583
New
68
Increased
889
Reduced
379
Closed
81

Top Buys

1
MSFT icon
Microsoft
MSFT
$88.9M
2
AMZN icon
Amazon
AMZN
$62.8M
3
XOM icon
Exxon Mobil
XOM
$58.5M
4
EXC icon
Exelon
EXC
$50M
5
CAG icon
Conagra Brands
CAG
$49M

Top Sells

1
PEP icon
PepsiCo
PEP
$67.6M
2
DTE icon
DTE Energy
DTE
$52.9M
3
SJM icon
J.M. Smucker
SJM
$34.2M
4
NEE icon
NextEra Energy, Inc.
NEE
$26.2M
5
CL icon
Colgate-Palmolive
CL
$22.1M

Sector Composition

1 Financials 14.54%
2 Technology 13.63%
3 Healthcare 10.32%
4 Industrials 9.13%
5 Consumer Discretionary 7.57%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CB icon
251
Chubb
CB
$111B
$17.3M 0.08%
127,209
-123,618
-49% -$16.8M
CCI icon
252
Crown Castle
CCI
$41.9B
$17.3M 0.08%
183,499
+36,121
+25% +$3.41M
ROST icon
253
Ross Stores
ROST
$49.4B
$17M 0.08%
257,639
-128,618
-33% -$8.47M
JNK icon
254
SPDR Bloomberg High Yield Bond ETF
JNK
$8.1B
$16.8M 0.08%
151,867
+9,034
+6% +$1M
D icon
255
Dominion Energy
D
$49.7B
$16.8M 0.08%
216,723
+21,292
+11% +$1.65M
COLO
256
Global X MSCI Colombia ETF
COLO
$101M
$16.8M 0.08%
442,530
– –
ILMN icon
257
Illumina
ILMN
$15.7B
$16.7M 0.08%
100,590
+7,237
+8% +$1.2M
ALK icon
258
Alaska Air
ALK
$7.28B
$16.4M 0.08%
178,297
+23,368
+15% +$2.16M
NEE icon
259
NextEra Energy, Inc.
NEE
$146B
$16.4M 0.08%
510,960
-815,944
-61% -$26.2M
CRM icon
260
Salesforce
CRM
$239B
$16.4M 0.08%
198,749
-310
-0.2% -$25.6K
AEP icon
261
American Electric Power
AEP
$57.8B
$16.4M 0.08%
244,055
+90,634
+59% +$6.08M
ADI icon
262
Analog Devices
ADI
$122B
$16.4M 0.08%
199,891
+65,021
+48% +$5.33M
EPU icon
263
iShares MSCI Peru and Global Exposure ETF
EPU
$175M
$16.3M 0.08%
479,644
– –
APTV icon
264
Aptiv
APTV
$17.5B
$16.2M 0.08%
201,291
+44,186
+28% +$3.56M
WDC icon
265
Western Digital
WDC
$31.9B
$15.9M 0.07%
254,529
-6,303
-2% -$393K
TU icon
266
Telus
TU
$25.3B
$15.9M 0.07%
979,960
– –
WM icon
267
Waste Management
WM
$88.6B
$15.7M 0.07%
215,481
+88,648
+70% +$6.46M
DUK icon
268
Duke Energy
DUK
$93.8B
$15.7M 0.07%
191,118
-35,287
-16% -$2.89M
CHKP icon
269
Check Point Software Technologies
CHKP
$20.7B
$15.6M 0.07%
152,378
+93,960
+161% +$9.65M
YUM icon
270
Yum! Brands
YUM
$40.1B
$15.5M 0.07%
241,864
+23,198
+11% +$1.48M
TRV icon
271
Travelers Companies
TRV
$62B
$15.2M 0.07%
126,385
-12,016
-9% -$1.45M
HAS icon
272
Hasbro
HAS
$11.2B
$15M 0.07%
149,812
+53,586
+56% +$5.35M
AFG icon
273
American Financial Group
AFG
$11.6B
$14.9M 0.07%
156,300
– –
EIX icon
274
Edison International
EIX
$21B
$14.5M 0.07%
181,867
+80,373
+79% +$6.4M
AON icon
275
Aon
AON
$79.9B
$14.5M 0.07%
121,773
-10,279
-8% -$1.22M
9 10
11
12 13