State of Tennessee, Department of Treasury Portfolio holdings
AUM
$28B
1-Year Return
20.59%
This Quarter Return
+8.81%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$21.4B
AUM Growth
+$790M
(+3.8%)
Cap. Flow
-$572M
Cap. Flow
% of AUM
-2.67%
Top 10 Holdings %
Top 10 Hldgs %
20.35%
Holding
1,703
New
58
Increased
356
Reduced
646
Closed
83
Top Buys
| 1 |
SPDR Blackstone Senior Loan ETF
SRLN
|
+$90.2M |
| 2 |
Simon Property Group
SPG
|
+$51.1M |
| 3 |
Prologis
PLD
|
+$44.8M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$42.9M |
| 5 |
Vanguard Total Stock Market ETF
VTI
|
+$42.7M |
Top Sells
| 1 |
Philip Morris
PM
|
+$49.1M |
| 2 |
Microsoft
MSFT
|
+$47.1M |
| 3 |
Apple
AAPL
|
+$44.2M |
| 4 |
DRE
Duke Realty Corp.
DRE
|
+$41.2M |
| 5 |
Kroger
KR
|
+$36M |
Sector Composition
| 1 | Technology | 16.41% |
| 2 | Financials | 11.93% |
| 3 | Healthcare | 11.43% |
| 4 | Industrials | 8.08% |
| 5 | Consumer Discretionary | 7.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
351
AES
AES
$9.04B
| $8.11M | 0.04% |
282,046
+87,018
| +45% | +$2.5M |
|
352
iShares MSCI EAFE ETF
EFA
$66.6B
| $8.05M | 0.04% |
122,678
-72,774
| -37% | -$4.78M |
|
353
CACI
CACI
$10.4B
| $8.04M | 0.04% |
26,731
| – | – |
|
354
Dominion Energy
D
$50B
| $7.75M | 0.04% |
126,354
-3,717
| -3% | -$228K |
|
355
Halozyme
HALO
$8.8B
| $7.73M | 0.04% |
135,812
| – | – |
|
356
Royal Gold
RGLD
$12.2B
| $7.64M | 0.04% |
67,805
| – | – |
|
357
Phillips 66
PSX
$53.5B
| $7.57M | 0.04% |
72,728
-5,787
| -7% | -$602K |
|
358
Hologic
HOLX
$14.9B
| $7.5M | 0.04% |
100,250
-3,046
| -3% | -$228K |
|
359
Leidos
LDOS
$22.7B
| $7.46M | 0.03% |
70,895
+7,762
| +12% | +$816K |
|
360
Affiliated Managers Group
AMG
$6.56B
| $7.37M | 0.03% |
46,524
-12,870
| -22% | -$2.04M |
|
|
SJR
361
DELISTED
Shaw Communications Inc.
SJR
| $7.28M | 0.03% |
252,983
-53,093
| -17% | -$1.53M |
|
362
D.R. Horton
DHI
$52.8B
| $7.26M | 0.03% |
81,415
-3,900
| -5% | -$348K |
|
363
BJs Wholesale Club
BJ
$12.8B
| $7.25M | 0.03% |
109,617
| – | – |
|
364
Lincoln Electric
LECO
$13.2B
| $7.23M | 0.03% |
50,000
| – | – |
|
365
Copart
CPRT
$46.4B
| $7.22M | 0.03% |
237,036
-9,900
| -4% | -$301K |
|
366
Graco
GGG
$14B
| $7.17M | 0.03% |
106,628
| – | – |
|
367
CoStar Group
CSGP
$37.3B
| $7.17M | 0.03% |
92,783
+28,964
| +45% | +$2.24M |
|
368
Paylocity
PCTY
$9.46B
| $7.13M | 0.03% |
36,689
| – | – |
|
|
PDCE
369
DELISTED
PDC Energy, Inc.
PDCE
| $7.08M | 0.03% |
111,451
-6,329
| -5% | -$402K |
|
370
PBF Energy
PBF
$3.42B
| $7.07M | 0.03% |
173,334
+7,621
| +5% | +$311K |
|
371
Republic Services
RSG
$71B
| $7.06M | 0.03% |
54,737
-2,504
| -4% | -$323K |
|
372
Douglas Emmett
DEI
$2.73B
| $6.97M | 0.03% |
444,429
| – | – |
|
373
WEX
WEX
$5.9B
| $6.97M | 0.03% |
42,569
+10,000
| +31% | +$1.64M |
|
374
Hanover Insurance
THG
$6.39B
| $6.89M | 0.03% |
50,961
| – | – |
|
375
Johnson Controls International
JCI
$68.7B
| $6.85M | 0.03% |
107,068
-8,520
| -7% | -$545K |
|