State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
This Quarter Return
+13.44%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.3B
AUM Growth
+$20.3B
Cap. Flow
-$304M
Cap. Flow %
-1.5%
Top 10 Hldgs %
18.12%
Holding
1,672
New
107
Increased
452
Reduced
798
Closed
82

Top Buys

1
RY icon
Royal Bank of Canada
RY
$86.1M
2
LUV icon
Southwest Airlines
LUV
$57.8M
3
MDLZ icon
Mondelez International
MDLZ
$48.7M
4
CXO
CONCHO RESOURCES INC.
CXO
$48.2M
5
JNJ icon
Johnson & Johnson
JNJ
$47.3M

Top Sells

1
MRK icon
Merck
MRK
$103M
2
ABT icon
Abbott
ABT
$94M
3
WMT icon
Walmart
WMT
$53.1M
4
NSC icon
Norfolk Southern
NSC
$52.8M
5
MMM icon
3M
MMM
$50.3M

Sector Composition

1 Technology 15.55%
2 Financials 13.69%
3 Healthcare 10.92%
4 Industrials 9.21%
5 Consumer Discretionary 8.22%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VTIP icon
101
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$15.7B
$47.5M 0.23%
976,700
– –
DAL icon
102
Delta Air Lines
DAL
$39.9B
$47.4M 0.23%
918,076
-140,559
-13% -$7.26M
VEA icon
103
Vanguard FTSE Developed Markets ETF
VEA
$169B
$47.3M 0.23%
1,156,100
+155,000
+15% +$6.33M
GS icon
104
Goldman Sachs
GS
$221B
$47.1M 0.23%
245,212
-43,036
-15% -$8.26M
ORCL icon
105
Oracle
ORCL
$633B
$47M 0.23%
875,657
+66,316
+8% +$3.56M
PLD icon
106
Prologis
PLD
$103B
$45.7M 0.23%
634,907
-113,831
-15% -$8.19M
ISRG icon
107
Intuitive Surgical
ISRG
$168B
$45.1M 0.22%
79,111
-10,947
-12% -$6.25M
CHD icon
108
Church & Dwight Co
CHD
$22.7B
$44.5M 0.22%
625,332
+177,719
+40% +$12.7M
AMGN icon
109
Amgen
AMGN
$154B
$44.1M 0.22%
232,040
-25,421
-10% -$4.83M
PGR icon
110
Progressive
PGR
$144B
$43.9M 0.22%
608,269
-118,893
-16% -$8.57M
FFIV icon
111
F5
FFIV
$17.6B
$43.1M 0.21%
274,874
+71,002
+35% +$11.1M
IBM icon
112
IBM
IBM
$225B
$43.1M 0.21%
305,491
+69,983
+30% +$9.87M
EL icon
113
Estee Lauder
EL
$32.7B
$42.3M 0.21%
255,241
-70,222
-22% -$11.6M
SHOP icon
114
Shopify
SHOP
$181B
$42.1M 0.21%
203,746
– –
PYPL icon
115
PayPal
PYPL
$66.2B
$41.9M 0.21%
403,070
-47,187
-10% -$4.9M
SU icon
116
Suncor Energy
SU
$50.1B
$41.8M 0.21%
1,283,335
– –
MPC icon
117
Marathon Petroleum
MPC
$54.8B
$41.2M 0.2%
688,579
-327,116
-32% -$19.6M
BKNG icon
118
Booking.com
BKNG
$178B
$41.2M 0.2%
23,599
-8,743
-27% -$15.3M
EPOL icon
119
iShares MSCI Poland ETF
EPOL
$438M
$40.7M 0.2%
1,778,965
– –
MMC icon
120
Marsh & McLennan
MMC
$101B
$40.5M 0.2%
430,955
-4,145
-1% -$389K
KMI icon
121
Kinder Morgan
KMI
$59.4B
$39.9M 0.2%
1,993,382
+1,216,450
+157% +$24.3M
DD icon
122
DuPont de Nemours
DD
$31.7B
$39.6M 0.2%
742,188
-334,335
-31% -$17.8M
CHTR icon
123
Charter Communications
CHTR
$36.1B
$39.3M 0.19%
113,419
+67,740
+148% +$23.5M
LLY icon
124
Eli Lilly
LLY
$659B
$39.3M 0.19%
302,800
-36,605
-11% -$4.75M
CRM icon
125
Salesforce
CRM
$242B
$38.3M 0.19%
241,886
-75,069
-24% -$11.9M
3 4
5
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