State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+7.13%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$21.2B
AUM Growth
+$2.28B
Cap. Flow
+$575M
Cap. Flow %
2.71%
Top 10 Hldgs %
18.53%
Holding
1,583
New
68
Increased
889
Reduced
379
Closed
81

Top Buys

1
MSFT icon
Microsoft
MSFT
$88.9M
2
AMZN icon
Amazon
AMZN
$62.8M
3
XOM icon
Exxon Mobil
XOM
$58.5M
4
EXC icon
Exelon
EXC
$50M
5
CAG icon
Conagra Brands
CAG
$49M

Top Sells

1
PEP icon
PepsiCo
PEP
$67.6M
2
DTE icon
DTE Energy
DTE
$52.9M
3
SJM icon
J.M. Smucker
SJM
$34.2M
4
NEE icon
NextEra Energy, Inc.
NEE
$26.2M
5
CL icon
Colgate-Palmolive
CL
$22.1M

Sector Composition

1 Financials 14.54%
2 Technology 13.63%
3 Healthcare 10.32%
4 Industrials 9.13%
5 Consumer Discretionary 7.57%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
MMC icon
126
Marsh & McLennan
MMC
$100B
$41M 0.19%
554,551
+93,756
+20% +$6.93M
CHTR icon
127
Charter Communications
CHTR
$35.7B
$40.5M 0.19%
123,755
-10,765
-8% -$3.52M
DD
128
DELISTED
Du Pont De Nemours E I
DD
$40.5M 0.19%
503,861
+162,764
+48% +$13.1M
FDX icon
129
FedEx
FDX
$53.7B
$40M 0.19%
204,817
+73,416
+56% +$14.3M
BMO icon
130
Bank of Montreal
BMO
$90.3B
$39.9M 0.19%
534,740
– –
BK icon
131
Bank of New York Mellon
BK
$73.1B
$39.4M 0.19%
834,616
-233,731
-22% -$11M
EQT icon
132
EQT Corp
EQT
$32.2B
$39.2M 0.18%
1,179,012
-44,862
-4% -$1.49M
MA icon
133
Mastercard
MA
$528B
$39.2M 0.18%
348,475
-178,558
-34% -$20.1M
AMT icon
134
American Tower
AMT
$92.9B
$38.8M 0.18%
318,851
+36,275
+13% +$4.41M
EFA icon
135
iShares MSCI EAFE ETF
EFA
$66.2B
$38.4M 0.18%
617,040
– –
DHR icon
136
Danaher
DHR
$143B
$38.2M 0.18%
503,609
-77,144
-13% -$5.85M
EPHE icon
137
iShares MSCI Philippines ETF
EPHE
$103M
$37.8M 0.18%
1,105,327
– –
TUR icon
138
iShares MSCI Turkey ETF
TUR
$165M
$37.3M 0.18%
1,041,989
– –
HUM icon
139
Humana
HUM
$37B
$36M 0.17%
174,808
-10,982
-6% -$2.26M
MON
140
DELISTED
Monsanto Co
MON
$35.8M 0.17%
316,625
+10,291
+3% +$1.16M
SPG icon
141
Simon Property Group
SPG
$59.5B
$35.7M 0.17%
207,331
-10,604
-5% -$1.82M
VMW
142
DELISTED
VMware, Inc
VMW
$35.3M 0.17%
382,761
-23,389
-6% -$2.16M
TT icon
143
Trane Technologies
TT
$92.1B
$35.2M 0.17%
432,511
+40,697
+10% +$3.31M
ZBH icon
144
Zimmer Biomet
ZBH
$20.9B
$34.7M 0.16%
292,864
+81,335
+38% +$9.64M
STZ icon
145
Constellation Brands
STZ
$26.2B
$34.6M 0.16%
213,768
+140,909
+193% +$22.8M
ROK icon
146
Rockwell Automation
ROK
$38.2B
$34M 0.16%
218,557
+144,419
+195% +$22.5M
KHC icon
147
Kraft Heinz
KHC
$32.3B
$34M 0.16%
374,293
-223,560
-37% -$20.3M
EOG icon
148
EOG Resources
EOG
$64.4B
$33.9M 0.16%
347,190
+6,044
+2% +$590K
ROP icon
149
Roper Technologies
ROP
$55.8B
$33.7M 0.16%
162,980
+62,843
+63% +$13M
VNQ icon
150
Vanguard Real Estate ETF
VNQ
$34.7B
$33.6M 0.16%
407,278
-108,325
-21% -$8.95M
4 5
6
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