State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
-2.92%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$24.8B
AUM Growth
+$869M
Cap. Flow
+$1.81B
Cap. Flow %
7.3%
Top 10 Hldgs %
26.09%
Holding
1,768
New
61
Increased
590
Reduced
666
Closed
169

Top Buys

1
VTI icon
Vanguard Total Stock Market ETF
VTI
$578M
2
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$270M
3
MBB icon
iShares MBS ETF
MBB
$263M
4
VCLT icon
Vanguard Long-Term Corporate Bond ETF
VCLT
$262M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
$221M

Top Sells

1
MPC icon
Marathon Petroleum
MPC
$77.1M
2
KO icon
Coca-Cola
KO
$63.9M
3
MA icon
Mastercard
MA
$58.2M
4
PEP icon
PepsiCo
PEP
$47.3M
5
PAYX icon
Paychex
PAYX
$45.9M

Sector Composition

1 Technology 18.36%
2 Financials 9.67%
3 Healthcare 8.91%
4 Consumer Discretionary 7.95%
5 Industrials 7.06%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EME icon
451
Emcor
EME
$28B
$6.74M 0.03%
32,054
+9,560
+43% +$2.01M
STLA icon
452
Stellantis
STLA
$26.2B
$6.71M 0.03%
+348,043
New +$6.71M
MCHP icon
453
Microchip Technology
MCHP
$35.6B
$6.64M 0.03%
85,034
-61,764
-42% -$4.82M
CLX icon
454
Clorox
CLX
$15.5B
$6.62M 0.03%
50,512
+31,301
+163% +$4.1M
PBF icon
455
PBF Energy
PBF
$3.3B
$6.61M 0.03%
123,520
+63,011
+104% +$3.37M
INVH icon
456
Invitation Homes
INVH
$18.5B
$6.57M 0.03%
207,234
-2,468
-1% -$78.2K
XPO icon
457
XPO
XPO
$15.4B
$6.54M 0.03%
87,636
+28,248
+48% +$2.11M
NLY icon
458
Annaly Capital Management
NLY
$14.2B
$6.5M 0.03%
345,673
+106,300
+44% +$2M
EVRG icon
459
Evergy
EVRG
$16.5B
$6.48M 0.03%
127,791
+92,380
+261% +$4.68M
MKC icon
460
McCormick & Company Non-Voting
MKC
$19B
$6.48M 0.03%
85,614
+17,854
+26% +$1.35M
EWBC icon
461
East-West Bancorp
EWBC
$14.8B
$6.43M 0.03%
122,000
+47,422
+64% +$2.5M
SFM icon
462
Sprouts Farmers Market
SFM
$13.6B
$6.23M 0.03%
145,532
+92,540
+175% +$3.96M
MPWR icon
463
Monolithic Power Systems
MPWR
$41.5B
$6.22M 0.03%
13,463
-185
-1% -$85.5K
DVA icon
464
DaVita
DVA
$9.86B
$6.22M 0.03%
65,776
+56,920
+643% +$5.38M
WMB icon
465
Williams Companies
WMB
$69.9B
$6.21M 0.03%
184,473
-3,153
-2% -$106K
OC icon
466
Owens Corning
OC
$13B
$6.15M 0.02%
45,075
+11,865
+36% +$1.62M
IMO icon
467
Imperial Oil
IMO
$44.4B
$6.13M 0.02%
99,050
– –
RGEN icon
468
Repligen
RGEN
$7.01B
$6.09M 0.02%
38,327
+9,847
+35% +$1.57M
EPR icon
469
EPR Properties
EPR
$4.05B
$6.07M 0.02%
146,100
+96,400
+194% +$4M
CLH icon
470
Clean Harbors
CLH
$12.7B
$6.04M 0.02%
36,077
+10,817
+43% +$1.81M
IEFA icon
471
iShares Core MSCI EAFE ETF
IEFA
$150B
$6.03M 0.02%
93,731
-8,269
-8% -$532K
RRX icon
472
Regal Rexnord
RRX
$9.66B
$6.02M 0.02%
42,152
+18,358
+77% +$2.62M
LECO icon
473
Lincoln Electric
LECO
$13.5B
$6.02M 0.02%
33,105
+3,162
+11% +$575K
LII icon
474
Lennox International
LII
$20.3B
$5.98M 0.02%
15,982
+709
+5% +$265K
TOL icon
475
Toll Brothers
TOL
$14.2B
$5.96M 0.02%
80,600
+27,195
+51% +$2.01M
17 18
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