State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+5.17%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$16.9B
AUM Growth
+$669M
Cap. Flow
+$122M
Cap. Flow %
0.72%
Top 10 Hldgs %
16.22%
Holding
1,484
New
616
Increased
239
Reduced
398
Closed
52

Top Buys

1
GOOGL icon
Alphabet (Google) Class A
GOOGL
$186M
2
RY icon
Royal Bank of Canada
RY
$98.4M
3
AGN
Allergan plc
AGN
$83.9M
4
BIIB icon
Biogen
BIIB
$79.8M
5
MDT icon
Medtronic
MDT
$57.5M

Top Sells

1
GOOG icon
Alphabet (Google) Class C
GOOG
$129M
2
JNJ icon
Johnson & Johnson
JNJ
$93.8M
3
MRK icon
Merck
MRK
$84.6M
4
PFE icon
Pfizer
PFE
$80.5M
5
AMGN icon
Amgen
AMGN
$65.1M

Sector Composition

1 Financials 16.32%
2 Healthcare 13.04%
3 Technology 12.26%
4 Industrials 9.08%
5 Consumer Discretionary 8.17%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EPHE icon
126
iShares MSCI Philippines ETF
EPHE
$104M
$34.8M 0.21%
1,032,469
– –
SLB icon
127
Schlumberger
SLB
$53.7B
$34.6M 0.21%
496,396
-17,072
-3% -$1.19M
CAH icon
128
Cardinal Health
CAH
$35.6B
$34.6M 0.2%
387,276
-138,319
-26% -$12.3M
ECH icon
129
iShares MSCI Chile ETF
ECH
$731M
$34.5M 0.2%
1,081,323
– –
BK icon
130
Bank of New York Mellon
BK
$74B
$34.4M 0.2%
833,492
-81,830
-9% -$3.37M
LLY icon
131
Eli Lilly
LLY
$660B
$33.9M 0.2%
402,572
-9,761
-2% -$822K
PSA icon
132
Public Storage
PSA
$52.2B
$33.8M 0.2%
136,431
+26,913
+25% +$6.67M
PGR icon
133
Progressive
PGR
$146B
$33.5M 0.2%
1,054,908
+26,815
+3% +$853K
RTX icon
134
RTX Corp
RTX
$212B
$33.1M 0.2%
547,304
+61,296
+13% +$3.71M
YHOO
135
DELISTED
Yahoo Inc
YHOO
$33.1M 0.2%
994,311
+111,711
+13% +$3.72M
CM icon
136
Canadian Imperial Bank of Commerce
CM
$73.8B
$33M 0.2%
1,004,008
– –
CTSH icon
137
Cognizant
CTSH
$35.3B
$32.7M 0.19%
545,106
+114,030
+26% +$6.84M
CNQ icon
138
Canadian Natural Resources
CNQ
$64.1B
$31.6M 0.19%
3,008,078
– –
MRK icon
139
Merck
MRK
$211B
$31.3M 0.19%
620,539
-1,678,701
-73% -$84.6M
ORLY icon
140
O'Reilly Automotive
ORLY
$89B
$31.1M 0.18%
1,841,160
+93,660
+5% +$1.58M
WRK
141
DELISTED
WestRock Company
WRK
$31.1M 0.18%
756,000
-53,574
-7% -$2.2M
COF icon
142
Capital One
COF
$145B
$30.9M 0.18%
428,781
-33,271
-7% -$2.4M
BHI
143
DELISTED
Baker Hughes
BHI
$30.8M 0.18%
666,614
+184,362
+38% +$8.51M
F icon
144
Ford
F
$47.2B
$30.6M 0.18%
2,173,900
+191,657
+10% +$2.7M
ALK icon
145
Alaska Air
ALK
$7.31B
$30.5M 0.18%
379,330
+70,000
+23% +$5.64M
TEVA icon
146
Teva Pharmaceuticals
TEVA
$21.4B
$30.2M 0.18%
460,093
– –
TRP icon
147
TC Energy
TRP
$53.6B
$29.9M 0.18%
918,988
– –
VCLT icon
148
Vanguard Long-Term Corporate Bond ETF
VCLT
$6.84B
$29.2M 0.17%
346,500
+4,300
+1% +$362K
BND icon
149
Vanguard Total Bond Market
BND
$135B
$29M 0.17%
359,490
-186,100
-34% -$15M
DD icon
150
DuPont de Nemours
DD
$32.7B
$29M 0.17%
279,405
+65,261
+30% +$6.78M
4 5
6
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