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
MANH icon
301
Manhattan Associates
MANH
$13B
$9.61M 0.05%
72,271
+5,217
+8% +$694K
CL icon
302
Colgate-Palmolive
CL
$68.8B
$9.58M 0.05%
136,433
– –
DLR icon
303
Digital Realty Trust
DLR
$55.7B
$9.44M 0.05%
95,145
– –
ALL icon
304
Allstate
ALL
$53.1B
$9.35M 0.05%
75,063
-1,625
-2% -$202K
CTSH icon
305
Cognizant
CTSH
$35.1B
$9.32M 0.05%
162,264
– –
O icon
306
Realty Income
O
$54.2B
$9.27M 0.04%
159,325
-3,966
-2% -$231K
SBAC icon
307
SBA Communications
SBAC
$21.2B
$9.25M 0.04%
32,493
-18,463
-36% -$5.26M
GREK icon
308
Global X MSCI Greece ETF
GREK
$303M
$9.21M 0.04%
433,978
– –
RCI icon
309
Rogers Communications
RCI
$19.4B
$9.19M 0.04%
237,275
-5,708
-2% -$221K
AMP icon
310
Ameriprise Financial
AMP
$46.1B
$9.17M 0.04%
36,394
+7,490
+26% +$1.89M
PRU icon
311
Prudential Financial
PRU
$37.2B
$9.15M 0.04%
106,691
– –
COF icon
312
Capital One
COF
$142B
$9.15M 0.04%
99,221
– –
APH icon
313
Amphenol
APH
$135B
$9.13M 0.04%
272,762
+80,000
+42% +$2.68M
FRT icon
314
Federal Realty Investment Trust
FRT
$8.86B
$9.12M 0.04%
101,144
+11,659
+13% +$1.05M
MU icon
315
Micron Technology
MU
$147B
$9.06M 0.04%
180,854
-206,807
-53% -$10.4M
CTAS icon
316
Cintas
CTAS
$82.4B
$9.01M 0.04%
92,792
– –
ACM icon
317
Aecom
ACM
$16.8B
$8.99M 0.04%
131,532
+9,494
+8% +$649K
D icon
318
Dominion Energy
D
$49.7B
$8.99M 0.04%
130,071
– –
JBL icon
319
Jabil
JBL
$22.5B
$8.94M 0.04%
154,956
+11,185
+8% +$646K
IR icon
320
Ingersoll Rand
IR
$32.2B
$8.94M 0.04%
206,600
+68,462
+50% +$2.96M
RCA
321
DELISTED
Ready Capital Corporation 7.00% Convertible Senior Notes due 2023
RCA
$8.87M 0.04%
+355,000
New +$8.87M
PCTY icon
322
Paylocity
PCTY
$9.62B
$8.86M 0.04%
36,689
+2,648
+8% +$640K
MGA icon
323
Magna International
MGA
$12.9B
$8.86M 0.04%
185,708
+1,123
+0.6% +$53.6K
CUZ icon
324
Cousins Properties
CUZ
$4.95B
$8.85M 0.04%
379,107
+3,890
+1% +$90.8K
JAZZ icon
325
Jazz Pharmaceuticals
JAZZ
$7.86B
$8.85M 0.04%
66,366
+4,790
+8% +$638K
11 12
13
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