State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+3.41%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$17.4B
AUM Growth
+$491M
Cap. Flow
+$326M
Cap. Flow %
1.88%
Top 10 Hldgs %
15.44%
Holding
1,481
New
49
Increased
966
Reduced
232
Closed
62

Top Buys

1
PG icon
Procter & Gamble
PG
$61.1M
2
JNJ icon
Johnson & Johnson
JNJ
$59.9M
3
PM icon
Philip Morris
PM
$52.1M
4
BRK.B icon
Berkshire Hathaway Class B
BRK.B
$51.2M
5
MMM icon
3M
MMM
$49.2M

Top Sells

1
AGN
Allergan plc
AGN
$63.3M
2
BA icon
Boeing
BA
$49M
3
BDX icon
Becton Dickinson
BDX
$45.4M
4
SWN
Southwestern Energy Company
SWN
$42.5M
5
BIIB icon
Biogen
BIIB
$40.8M

Sector Composition

1 Financials 14.46%
2 Technology 12.1%
3 Healthcare 11%
4 Industrials 9.71%
5 Communication Services 8.13%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
SRE icon
276
Sempra
SRE
$52.9B
$12.6M 0.07%
241,604
-4,280
-2% -$223K
PPG icon
277
PPG Industries
PPG
$24.8B
$12.5M 0.07%
112,099
+52,399
+88% +$5.84M
AVB icon
278
AvalonBay Communities
AVB
$27.8B
$12.4M 0.07%
65,292
+36,113
+124% +$6.87M
EXPE icon
279
Expedia Group
EXPE
$26.6B
$12.2M 0.07%
113,526
-31,994
-22% -$3.45M
PBA icon
280
Pembina Pipeline
PBA
$22.1B
$12.1M 0.07%
445,309
– –
FNV icon
281
Franco-Nevada
FNV
$37.3B
$12.1M 0.07%
196,416
– –
EPU icon
282
iShares MSCI Peru and Global Exposure ETF
EPU
$175M
$12M 0.07%
456,180
– –
ALL icon
283
Allstate
ALL
$53.1B
$11.9M 0.07%
176,744
+122,371
+225% +$8.24M
SYK icon
284
Stryker
SYK
$150B
$11.9M 0.07%
110,637
-25,096
-18% -$2.69M
MHFI
285
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$11.8M 0.07%
119,590
+2,731
+2% +$270K
AJG icon
286
Arthur J. Gallagher & Co
AJG
$76.7B
$11.8M 0.07%
266,100
+50,000
+23% +$2.22M
GL icon
287
Globe Life
GL
$11.3B
$11.8M 0.07%
217,279
+990
+0.5% +$53.6K
QCOM icon
288
Qualcomm
QCOM
$172B
$11.7M 0.07%
229,017
-273,551
-54% -$14M
SHW icon
289
Sherwin-Williams
SHW
$92.9B
$11.6M 0.07%
122,085
+27,219
+29% +$2.58M
FL icon
290
Foot Locker
FL
$2.29B
$11.6M 0.07%
179,500
– –
CAT icon
291
Caterpillar
CAT
$198B
$11.5M 0.07%
150,765
+69,073
+85% +$5.29M
DHI icon
292
D.R. Horton
DHI
$54.2B
$11.4M 0.07%
376,219
+72,634
+24% +$2.2M
NWL icon
293
Newell Brands
NWL
$2.68B
$11.3M 0.07%
255,563
-169,913
-40% -$7.53M
AFL icon
294
Aflac
AFL
$57.2B
$11.2M 0.06%
355,224
+82,660
+30% +$2.61M
CSL icon
295
Carlisle Companies
CSL
$16.9B
$11.2M 0.06%
112,500
+35,400
+46% +$3.52M
IMO icon
296
Imperial Oil
IMO
$44.4B
$11.1M 0.06%
332,732
– –
LVLT
297
DELISTED
Level 3 Communications Inc
LVLT
$11.1M 0.06%
210,227
+3,418
+2% +$181K
EFX icon
298
Equifax
EFX
$30.8B
$11.1M 0.06%
96,931
-88,277
-48% -$10.1M
DTE icon
299
DTE Energy
DTE
$28.4B
$11.1M 0.06%
143,487
+51,550
+56% +$3.98M
SCG
300
DELISTED
Scana
SCG
$11M 0.06%
157,055
+21,717
+16% +$1.52M
10 11
12
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