State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+4.61%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.3B
AUM Growth
-$4.56M
Cap. Flow
-$649M
Cap. Flow %
-3.2%
Top 10 Hldgs %
19.35%
Holding
1,667
New
77
Increased
535
Reduced
758
Closed
111

Top Buys

1
XLK icon
Technology Select Sector SPDR Fund
XLK
+$319M
2
CVX icon
Chevron
CVX
+$86.7M
3
VTI icon
Vanguard Total Stock Market ETF
VTI
+$86.7M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$70.6M
5
MRK icon
Merck
MRK
+$70.1M

Top Sells

1
AAPL icon
Apple
AAPL
+$106M
2
EWW icon
iShares MSCI Mexico ETF
EWW
+$92.8M
3
RY icon
Royal Bank of Canada
RY
+$86.1M
4
TD icon
Toronto Dominion Bank
TD
+$78.6M
5
BA icon
Boeing
BA
+$77.3M

Sector Composition

1 Technology 14.07%
2 Financials 13.52%
3 Healthcare 10.36%
4 Industrials 8.45%
5 Communication Services 8.12%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BKH icon
501
Black Hills Corp
BKH
$4.28B
$5.14M 0.03%
65,774
+59,080
+883% +$4.62M
L icon
502
Loews
L
$19.9B
$5.13M 0.03%
93,748
+25,202
+37% +$1.38M
FTNT icon
503
Fortinet
FTNT
$60.9B
$5.11M 0.03%
332,730
+83,890
+34% +$1.29M
XRX icon
504
Xerox
XRX
$456M
$5.11M 0.03%
144,280
+94,270
+189% +$3.34M
CTVA icon
505
Corteva
CTVA
$48.7B
$5.1M 0.03%
+172,553
New +$5.1M
KMPR icon
506
Kemper
KMPR
$3.32B
$5.1M 0.03%
59,118
+19,118
+48% +$1.65M
LW icon
507
Lamb Weston
LW
$7.79B
$5.1M 0.03%
80,474
-32,182
-29% -$2.04M
EIX icon
508
Edison International
EIX
$21.4B
$5.06M 0.03%
75,077
-6,447
-8% -$435K
CNC icon
509
Centene
CNC
$15.4B
$5M 0.02%
95,253
-44,966
-32% -$2.36M
CPRT icon
510
Copart
CPRT
$46.9B
$4.98M 0.02%
266,536
+65,536
+33% +$1.22M
HBI icon
511
Hanesbrands
HBI
$2.21B
$4.98M 0.02%
288,980
-25,812
-8% -$444K
BCPC
512
Balchem Corporation
BCPC
$5.05B
$4.97M 0.02%
49,678
-3,852
-7% -$385K
SABR icon
513
Sabre
SABR
$679M
$4.95M 0.02%
223,055
-20,249
-8% -$450K
CIEN icon
514
Ciena
CIEN
$18.4B
$4.9M 0.02%
119,181
-10,819
-8% -$445K
RS icon
515
Reliance Steel & Aluminium
RS
$15.4B
$4.9M 0.02%
51,753
-20,505
-28% -$1.94M
IMO icon
516
Imperial Oil
IMO
$46.6B
$4.89M 0.02%
176,232
-12,821
-7% -$356K
CONE
517
DELISTED
CyrusOne Inc Common Stock
CONE
$4.89M 0.02%
84,689
+25,035
+42% +$1.44M
NWE icon
518
NorthWestern Energy
NWE
$3.47B
$4.87M 0.02%
67,503
+37,503
+125% +$2.71M
STT icon
519
State Street
STT
$31.4B
$4.82M 0.02%
85,990
-8,757
-9% -$491K
MSA icon
520
Mine Safety
MSA
$6.63B
$4.81M 0.02%
45,680
-4,147
-8% -$437K
EPR icon
521
EPR Properties
EPR
$4.19B
$4.81M 0.02%
64,419
-5,848
-8% -$436K
APTV icon
522
Aptiv
APTV
$17.8B
$4.8M 0.02%
59,414
-5,652
-9% -$457K
DHI icon
523
D.R. Horton
DHI
$52.5B
$4.78M 0.02%
110,856
+25,827
+30% +$1.11M
CXO
524
DELISTED
CONCHO RESOURCES INC.
CXO
$4.77M 0.02%
46,223
-439,969
-90% -$45.4M
DCI icon
525
Donaldson
DCI
$9.34B
$4.74M 0.02%
93,180
-8,459
-8% -$430K
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