State of Tennessee, Department of Treasury Portfolio holdings
AUM
$28B
This Quarter Return
+8.43%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$24.5B
AUM Growth
+$24.5B
(+3.9%)
Cap. Flow
-$538M
Cap. Flow
% of AUM
-2.19%
Top 10 Holdings %
Top 10 Hldgs %
22.57%
Holding
1,695
New
92
Increased
479
Reduced
973
Closed
82
Top Buys
| 1 |
SPDR Blackstone Senior Loan ETF
SRLN
|
$76.2M |
| 2 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
$70.2M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
$67M |
| 4 |
Archer Daniels Midland
ADM
|
$60.9M |
| 5 |
Philip Morris
PM
|
$51.8M |
Top Sells
| 1 |
Berkshire Hathaway Class B
BRK.B
|
$117M |
| 2 |
iShares MSCI South Korea ETF
EWY
|
$94.3M |
| 3 |
Walmart
WMT
|
$91.6M |
| 4 |
Cigna
CI
|
$67.9M |
| 5 |
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
|
$64.5M |
Sector Composition
| 1 | Technology | 15.91% |
| 2 | Financials | 12.7% |
| 3 | Consumer Discretionary | 10.09% |
| 4 | Healthcare | 9.56% |
| 5 | Industrials | 8.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
Enbridge
ENB
$105B
| $55.1M | 0.22% |
1,511,526
| – | – |
|
102
Parker-Hannifin
PH
$94.4B
| $54.1M | 0.22% |
171,591
+81,134
| +90% | +$25.6M |
|
|
103
Cigna
CI
$80.2B
| $53.2M | 0.22% |
220,106
-280,956
| -56% | -$67.9M |
|
104
Salesforce
CRM
$244B
| $53.2M | 0.22% |
250,884
-54,725
| -18% | -$11.6M |
|
105
Dow Inc
DOW
$17.1B
| $52.9M | 0.22% |
827,642
+474,519
| +134% | +$30.3M |
|
106
Emerson Electric
EMR
$72.7B
| $52.7M | 0.22% |
584,243
+476,913
| +444% | +$43M |
|
107
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
| $52.7M | 0.21% |
604,118
-426,646
| -41% | -$37.2M |
|
108
Intuitive Surgical
ISRG
$158B
| $52.1M | 0.21% |
70,531
+19,323
| +38% | +$14.3M |
|
109
American Express
AXP
$224B
| $51.8M | 0.21% |
366,154
-37,905
| -9% | -$5.36M |
|
110
Boston Properties
BXP
$11.6B
| $51.5M | 0.21% |
508,843
-211
| -0% | -$21.4K |
|
111
Blackrock
BLK
$170B
| $49.1M | 0.2% |
65,146
+21,230
| +48% | +$16M |
|
|
INFO
112
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $49M | 0.2% |
506,230
-28,254
| -5% | -$2.73M |
|
113
Sherwin-Williams
SHW
$90.4B
| $48.8M | 0.2% |
66,070
-16,368
| -20% | -$12.1M |
|
114
Wells Fargo
WFC
$257B
| $48.3M | 0.2% |
1,235,105
+493,091
| +66% | +$19.3M |
|
115
American Water Works
AWK
$27.5B
| $48M | 0.2% |
320,294
-8,327
| -3% | -$1.25M |
|
116
PNC Financial Services
PNC
$80.2B
| $47.8M | 0.2% |
272,353
+23,980
| +10% | +$4.21M |
|
117
Coca-Cola
KO
$296B
| $47.8M | 0.19% |
906,087
-11,213
| -1% | -$591K |
|
118
Hartford Financial Services
HIG
$37.4B
| $47.7M | 0.19% |
713,428
+50,641
| +8% | +$3.38M |
|
119
American Tower
AMT
$92.4B
| $46.7M | 0.19% |
195,376
-705
| -0.4% | -$169K |
|
120
Conagra Brands
CAG
$9.18B
| $46.5M | 0.19% |
1,237,569
+415,439
| +51% | +$15.6M |
|
121
Fidelity National Information Services
FIS
$35.5B
| $46.4M | 0.19% |
329,750
+29,083
| +10% | +$4.09M |
|
122
Brookfield
BN
$96.8B
| $46.3M | 0.19% |
1,040,656
| – | – |
|
123
CBRE Group
CBRE
$46.9B
| $46.2M | 0.19% |
584,011
-63,392
| -10% | -$5.02M |
|
124
IDEX
IEX
$12.2B
| $46.1M | 0.19% |
220,388
+18,437
| +9% | +$3.86M |
|
125
Regeneron Pharmaceuticals
REGN
$60.3B
| $46.1M | 0.19% |
97,383
+78,564
| +417% | +$37.2M |
|