State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
-7.64%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$16.2B
AUM Growth
-$1.98B
Cap. Flow
-$438M
Cap. Flow %
-2.7%
Top 10 Hldgs %
16.52%
Holding
1,498
New
77
Increased
222
Reduced
447
Closed
630

Top Buys

1
WLL
Whiting Petroleum Corporation
WLL
+$58.5M
2
AMGN icon
Amgen
AMGN
+$53.4M
3
CELG
Celgene Corp
CELG
+$53.4M
4
MU icon
Micron Technology
MU
+$50.4M
5
GILD icon
Gilead Sciences
GILD
+$45.8M

Top Sells

1
RY icon
Royal Bank of Canada
RY
+$123M
2
AGN
Allergan plc
AGN
+$92.6M
3
HON icon
Honeywell
HON
+$34.2M
4
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
+$33.8M
5
CVX icon
Chevron
CVX
+$27.8M

Sector Composition

1 Financials 16.02%
2 Healthcare 13.17%
3 Technology 11.92%
4 Industrials 8.5%
5 Communication Services 7.98%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PKG icon
226
Packaging Corp of America
PKG
$19.4B
$15.7M 0.1%
260,657
– –
AJG icon
227
Arthur J. Gallagher & Co
AJG
$76.2B
$15.5M 0.1%
376,100
+45,000
+14% +$1.86M
VEA icon
228
Vanguard FTSE Developed Markets ETF
VEA
$174B
$15.5M 0.1%
435,000
+63,000
+17% +$2.25M
CLX icon
229
Clorox
CLX
$15.1B
$15.4M 0.09%
133,154
+79,300
+147% +$9.16M
AME icon
230
Ametek
AME
$43.9B
$15.3M 0.09%
291,578
+4,767
+2% +$249K
HAL icon
231
Halliburton
HAL
$19B
$15.1M 0.09%
427,681
-116,246
-21% -$4.11M
FL
232
DELISTED
Foot Locker
FL
$15.1M 0.09%
209,500
– –
FITB icon
233
Fifth Third Bancorp
FITB
$30.2B
$15M 0.09%
790,801
-4,300
-0.5% -$81.3K
PYPL icon
234
PayPal
PYPL
$63.9B
$14.8M 0.09%
+476,952
New +$14.8M
CERN
235
DELISTED
Cerner Corp
CERN
$14.8M 0.09%
246,900
+117,596
+91% +$7.05M
CI icon
236
Cigna
CI
$80.8B
$14.7M 0.09%
108,532
-106,403
-50% -$14.4M
ZBH icon
237
Zimmer Biomet
ZBH
$20.4B
$14.6M 0.09%
160,062
+132,458
+480% +$12.1M
ODFL icon
238
Old Dominion Freight Line
ODFL
$30.5B
$14.5M 0.09%
714,099
+475,599
+199% +$9.67M
WCN icon
239
Waste Connections
WCN
$45.3B
$14.4M 0.09%
445,550
-1,492
-0.3% -$48.3K
SO icon
240
Southern Company
SO
$102B
$14.3M 0.09%
320,701
-4,800
-1% -$215K
KDP icon
241
Keurig Dr Pepper
KDP
$37B
$14.1M 0.09%
177,922
-29,083
-14% -$2.3M
PXD
242
DELISTED
Pioneer Natural Resource Co.
PXD
$14M 0.09%
114,930
-800
-0.7% -$97.3K
FSL
243
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$13.9M 0.09%
380,000
+150,000
+65% +$5.49M
COLO
244
Global X MSCI Colombia ETF
COLO
$101M
$13.8M 0.09%
419,144
– –
VIAB
245
DELISTED
Viacom Inc. Class B
VIAB
$13.7M 0.08%
318,554
+63,794
+25% +$2.75M
CMG icon
246
Chipotle Mexican Grill
CMG
$51.8B
$13.7M 0.08%
952,450
-521,000
-35% -$7.5M
SRE icon
247
Sempra
SRE
$54.8B
$13.7M 0.08%
282,400
-600
-0.2% -$29K
OXY icon
248
Occidental Petroleum
OXY
$45B
$13.5M 0.08%
205,068
+25,132
+14% +$1.66M
KMI icon
249
Kinder Morgan
KMI
$61.3B
$13.5M 0.08%
486,774
+218,260
+81% +$6.04M
Y
250
DELISTED
Alleghany Corporation
Y
$13.4M 0.08%
28,700
– –
8 9
10
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