State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+4.19%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.9B
AUM Growth
-$1.81B
Cap. Flow
-$2.62B
Cap. Flow %
-13.85%
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
221
Reduced
526
Closed
50

Top Buys

1
DTE icon
DTE Energy
DTE
$55.1M
2
ADM icon
Archer Daniels Midland
ADM
$41.2M
3
HSY icon
Hershey
HSY
$35.5M
4
CL icon
Colgate-Palmolive
CL
$22.1M
5
XLU icon
Utilities Select Sector SPDR Fund
XLU
$22M

Top Sells

1
EFA icon
iShares MSCI EAFE ETF
EFA
$247M
2
XOM icon
Exxon Mobil
XOM
$138M
3
MSFT icon
Microsoft
MSFT
$121M
4
JNJ icon
Johnson & Johnson
JNJ
$73.1M
5
AMZN icon
Amazon
AMZN
$66M

Sector Composition

1 Financials 15.34%
2 Technology 12.35%
3 Healthcare 10.23%
4 Industrials 9.12%
5 Communication Services 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BSX icon
151
Boston Scientific
BSX
$159B
$30.8M 0.16%
1,424,989
+122,523
+9% +$2.65M
HOLX icon
152
Hologic
HOLX
$14.8B
$30.8M 0.16%
767,300
+371,541
+94% +$14.9M
GM icon
153
General Motors
GM
$55.4B
$30.1M 0.16%
863,274
-137,748
-14% -$4.8M
AMT icon
154
American Tower
AMT
$91.4B
$29.9M 0.16%
282,576
-7,341
-3% -$776K
ACN icon
155
Accenture
ACN
$158B
$29.8M 0.16%
254,694
+11,748
+5% +$1.38M
CNQ icon
156
Canadian Natural Resources
CNQ
$65.2B
$29.8M 0.16%
1,908,290
-830,320
-30% -$13M
VLO icon
157
Valero Energy
VLO
$48.3B
$29.8M 0.16%
435,571
-119,689
-22% -$8.18M
SWN
158
DELISTED
Southwestern Energy Company
SWN
$29.7M 0.16%
2,742,209
+321,142
+13% +$3.47M
PNC icon
159
PNC Financial Services
PNC
$81.7B
$29.4M 0.16%
251,707
-54,888
-18% -$6.42M
TT icon
160
Trane Technologies
TT
$91.9B
$29.4M 0.16%
391,814
+56,574
+17% +$4.25M
STT icon
161
State Street
STT
$32.4B
$29.3M 0.16%
377,540
+26,982
+8% +$2.1M
CM icon
162
Canadian Imperial Bank of Commerce
CM
$73.6B
$29.3M 0.15%
716,646
-270,990
-27% -$11.1M
GD icon
163
General Dynamics
GD
$86.7B
$29.2M 0.15%
168,882
-94,452
-36% -$16.3M
RTN
164
DELISTED
Raytheon Company
RTN
$28.8M 0.15%
202,744
-165,606
-45% -$23.5M
PARA
165
DELISTED
Paramount Global Class B
PARA
$28.7M 0.15%
450,791
+117,738
+35% +$7.49M
MFC icon
166
Manulife Financial
MFC
$52.5B
$28.4M 0.15%
1,593,266
-779,892
-33% -$13.9M
VEA icon
167
Vanguard FTSE Developed Markets ETF
VEA
$170B
$28.1M 0.15%
767,900
+112,500
+17% +$4.11M
TFCFA
168
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$27.8M 0.15%
989,664
+282,772
+40% +$7.93M
BLK icon
169
Blackrock
BLK
$172B
$27.7M 0.15%
72,903
-2,218
-3% -$844K
PSA icon
170
Public Storage
PSA
$51.3B
$27.2M 0.14%
121,473
-32,924
-21% -$7.36M
VMC icon
171
Vulcan Materials
VMC
$38.6B
$27.1M 0.14%
216,323
-44,436
-17% -$5.56M
JCI icon
172
Johnson Controls International
JCI
$70.1B
$26.6M 0.14%
644,589
+83,736
+15% +$3.45M
LUV icon
173
Southwest Airlines
LUV
$16.3B
$25.8M 0.14%
516,833
-153,566
-23% -$7.65M
ABT icon
174
Abbott
ABT
$231B
$25.7M 0.14%
669,115
-440,131
-40% -$16.9M
LYB icon
175
LyondellBasell Industries
LYB
$17.5B
$25.6M 0.14%
298,610
-86,829
-23% -$7.45M
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