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 9.07%
5 Communication Services 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ALGN icon
301
Align Technology
ALGN
$10.1B
$11.5M 0.06%
120,000
+70,000
+140% +$6.73M
GWW icon
302
W.W. Grainger
GWW
$47.2B
$11.5M 0.06%
49,654
+4,210
+9% +$978K
INGR icon
303
Ingredion
INGR
$8.2B
$11.5M 0.06%
92,200
– –
GXP
304
DELISTED
Great Plains Energy Incorporated
GXP
$11.5M 0.06%
420,486
+135,186
+47% +$3.7M
EG icon
305
Everest Group
EG
$14.3B
$11.5M 0.06%
53,000
+10,000
+23% +$2.16M
GIS icon
306
General Mills
GIS
$26.9B
$11.4M 0.06%
184,343
-749,628
-80% -$46.3M
ALXN
307
DELISTED
Alexion Pharmaceuticals Inc
ALXN
$11.3M 0.06%
92,179
-3,207
-3% -$392K
BBY icon
308
Best Buy
BBY
$16.2B
$11.2M 0.06%
263,161
+84,019
+47% +$3.59M
STZ icon
309
Constellation Brands
STZ
$25.8B
$11.2M 0.06%
72,859
-1,803
-2% -$276K
EMR icon
310
Emerson Electric
EMR
$74.3B
$11.1M 0.06%
198,651
-146,095
-42% -$8.14M
BDX icon
311
Becton Dickinson
BDX
$54.8B
$11M 0.06%
68,088
-25,025
-27% -$4.04M
WCG
312
DELISTED
Wellcare Health Plans, Inc.
WCG
$11M 0.06%
80,000
+10,000
+14% +$1.37M
ZTS icon
313
Zoetis
ZTS
$66.8B
$10.7M 0.06%
200,659
+37,868
+23% +$2.03M
FICO icon
314
Fair Isaac
FICO
$37.1B
$10.7M 0.06%
90,000
+20,000
+29% +$2.38M
HPQ icon
315
HP
HPQ
$27.3B
$10.7M 0.06%
722,772
-8,779
-1% -$130K
GIB icon
316
CGI
GIB
$21.3B
$10.7M 0.06%
222,711
-99,029
-31% -$4.76M
APTV icon
317
Aptiv
APTV
$17.7B
$10.6M 0.06%
157,105
-7,093
-4% -$478K
ESS icon
318
Essex Property Trust
ESS
$17.2B
$10.6M 0.06%
45,463
-1,074
-2% -$250K
BEAV
319
DELISTED
B/E Aerospace Inc
BEAV
$10.5M 0.06%
175,200
– –
ATVI
320
DELISTED
Activision Blizzard Inc.
ATVI
$10.5M 0.06%
290,393
-70,382
-20% -$2.54M
TRI icon
321
Thomson Reuters
TRI
$78.8B
$10.5M 0.06%
209,233
-95,134
-31% -$4.76M
CSX icon
322
CSX Corp
CSX
$60.4B
$10.5M 0.06%
874,041
-164,199
-16% -$1.97M
EME icon
323
Emcor
EME
$27.8B
$10.4M 0.06%
+147,410
New +$10.4M
HBI icon
324
Hanesbrands
HBI
$2.23B
$10.4M 0.06%
482,409
-21,603
-4% -$466K
FTS icon
325
Fortis
FTS
$24.7B
$10.4M 0.05%
+335,897
New +$10.4M
11 12
13
14 15