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
PX
501
DELISTED
Praxair Inc
PX
$5M 0.03%
43,657
+3,617
+9% +$414K
MJN
502
DELISTED
Mead Johnson Nutrition Company
MJN
$4.97M 0.03%
58,519
+30,820
+111% +$2.62M
BB icon
503
BlackBerry
BB
$2.31B
$4.97M 0.03%
609,247
– –
VAL
504
DELISTED
Valspar
VAL
$4.94M 0.03%
46,200
– –
TECK icon
505
Teck Resources
TECK
$16.8B
$4.94M 0.03%
648,587
– –
MKC icon
506
McCormick & Company Non-Voting
MKC
$19B
$4.93M 0.03%
99,008
-20,454
-17% -$1.02M
R icon
507
Ryder
R
$7.64B
$4.92M 0.03%
75,999
+637
+0.8% +$41.3K
UGI icon
508
UGI
UGI
$7.43B
$4.89M 0.03%
121,350
– –
RS icon
509
Reliance Steel & Aluminium
RS
$15.7B
$4.88M 0.03%
70,500
– –
EWC icon
510
iShares MSCI Canada ETF
EWC
$3.24B
$4.87M 0.03%
205,400
+38,000
+23% +$901K
NTRS icon
511
Northern Trust
NTRS
$24.3B
$4.86M 0.03%
74,516
+44,123
+145% +$2.88M
ESS icon
512
Essex Property Trust
ESS
$17.3B
$4.85M 0.03%
20,749
+693
+3% +$162K
LEN icon
513
Lennar Class A
LEN
$36.7B
$4.85M 0.03%
105,399
-18,072
-15% -$832K
GIII icon
514
G-III Apparel Group
GIII
$1.12B
$4.83M 0.03%
98,846
+746
+0.8% +$36.5K
XEC
515
DELISTED
CIMAREX ENERGY CO
XEC
$4.81M 0.03%
49,459
+24,137
+95% +$2.35M
JKHY icon
516
Jack Henry & Associates
JKHY
$11.8B
$4.8M 0.03%
56,800
– –
CVG
517
DELISTED
Convergys
CVG
$4.78M 0.03%
172,200
– –
EXPD icon
518
Expeditors International
EXPD
$16.4B
$4.78M 0.03%
97,906
+18,846
+24% +$920K
LSI
519
DELISTED
Life Storage, Inc.
LSI
$4.72M 0.03%
60,000
+30,000
+100% +$2.36M
NNN icon
520
NNN REIT
NNN
$8.18B
$4.7M 0.03%
101,800
– –
AA icon
521
Alcoa
AA
$8.24B
$4.65M 0.03%
202,006
+125,185
+163% +$2.88M
WAT icon
522
Waters Corp
WAT
$18.2B
$4.65M 0.03%
35,243
+907
+3% +$120K
KIM icon
523
Kimco Realty
KIM
$15.4B
$4.64M 0.03%
161,043
+102,622
+176% +$2.95M
BF.B icon
524
Brown-Forman Class B
BF.B
$13.7B
$4.61M 0.03%
146,356
+3,818
+3% +$120K
TNL icon
525
Travel + Leisure Co
TNL
$4.08B
$4.6M 0.03%
133,429
+50,269
+60% +$1.73M
19 20
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