State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
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
+$20.3B
Cap. Flow
-$691M
Cap. Flow %
-3.41%
Top 10 Hldgs %
19.35%
Holding
1,667
New
77
Increased
537
Reduced
756
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 8.47%
5 Communication Services 8.12%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EPD icon
101
Enterprise Products Partners
EPD
$68.9B
$48.4M 0.24%
1,676,279
+14,500
+0.9% +$419K
CVS icon
102
CVS Health
CVS
$93B
$47.7M 0.24%
875,703
-660,077
-43% -$36M
PGR icon
103
Progressive
PGR
$145B
$46.9M 0.23%
586,604
-21,665
-4% -$1.73M
DHR icon
104
Danaher
DHR
$143B
$46.5M 0.23%
366,718
+189,383
+107% +$24M
EPHE icon
105
iShares MSCI Philippines ETF
EPHE
$101M
$46.1M 0.23%
1,293,317
+190,939
+17% +$6.8M
EPOL icon
106
iShares MSCI Poland ETF
EPOL
$441M
$45.8M 0.23%
1,927,078
+148,113
+8% +$3.52M
PM icon
107
Philip Morris
PM
$254B
$44.8M 0.22%
570,813
-17,108
-3% -$1.34M
ADP icon
108
Automatic Data Processing
ADP
$121B
$44.4M 0.22%
268,779
+85,611
+47% +$14.2M
SHOP icon
109
Shopify
SHOP
$182B
$43.9M 0.22%
1,463,120
-574,340
-28% -$17.2M
CHD icon
110
Church & Dwight Co
CHD
$22.7B
$43.4M 0.21%
593,491
-31,841
-5% -$2.33M
SRLN icon
111
SPDR Blackstone Senior Loan ETF
SRLN
$6.96B
$43.3M 0.21%
937,500
+518,700
+124% +$24M
MS icon
112
Morgan Stanley
MS
$237B
$43.2M 0.21%
985,529
+188,259
+24% +$8.25M
LHX icon
113
L3Harris
LHX
$51.1B
$42.9M 0.21%
226,742
+28,121
+14% +$5.32M
ISRG icon
114
Intuitive Surgical
ISRG
$158B
$42.8M 0.21%
244,809
+7,476
+3% +$1.31M
SYK icon
115
Stryker
SYK
$149B
$42.4M 0.21%
206,360
+128,965
+167% +$26.5M
CI icon
116
Cigna
CI
$80.2B
$42.3M 0.21%
268,649
-211,955
-44% -$33.4M
MMC icon
117
Marsh & McLennan
MMC
$101B
$42.1M 0.21%
422,399
-8,556
-2% -$853K
AEP icon
118
American Electric Power
AEP
$58.8B
$41.8M 0.21%
474,839
+82,302
+21% +$7.24M
LLL
119
DELISTED
L3 Technologies, Inc.
LLL
$41.5M 0.2%
169,230
+52,094
+44% +$12.8M
BAX icon
120
Baxter International
BAX
$12.1B
$41.3M 0.2%
504,646
-437,599
-46% -$35.8M
LOW icon
121
Lowe's Companies
LOW
$146B
$41.3M 0.2%
409,472
-126,853
-24% -$12.8M
MET icon
122
MetLife
MET
$53.6B
$41.3M 0.2%
831,899
+56,976
+7% +$2.83M
ALL icon
123
Allstate
ALL
$53.9B
$39.9M 0.2%
391,934
-9,415
-2% -$957K
PNC icon
124
PNC Financial Services
PNC
$80.7B
$39.8M 0.2%
290,064
-9,476
-3% -$1.3M
AON icon
125
Aon
AON
$80.6B
$39.5M 0.19%
204,534
-6,205
-3% -$1.2M
3 4
5
6 7