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
(+12%)
Cap. Flow
+$575M
Cap. Flow
% of AUM
2.71%
Top 10 Holdings %
Top 10 Hldgs %
18.53%
Holding
1,583
New
68
Increased
889
Reduced
379
Closed
81
Top Buys
| 1 |
Microsoft
MSFT
|
$88.9M |
| 2 |
Amazon
AMZN
|
$62.8M |
| 3 |
Exxon Mobil
XOM
|
$58.5M |
| 4 |
Exelon
EXC
|
$50M |
| 5 |
Conagra Brands
CAG
|
$49M |
Top Sells
| 1 |
PepsiCo
PEP
|
$67.6M |
| 2 |
DTE Energy
DTE
|
$52.9M |
| 3 |
J.M. Smucker
SJM
|
$34.2M |
| 4 |
NextEra Energy, Inc.
NEE
|
$26.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
151
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$15.7B
| $33.6M | 0.16% |
679,700
+44,900
| +7% | +$2.22M |
|
152
McKesson
MCK
$85.5B
| $33.5M | 0.16% |
225,671
+4,924
| +2% | +$730K |
|
153
TC Energy
TRP
$53.9B
| $33.2M | 0.16% |
721,654
| – | – |
|
154
Bread Financial
BFH
$3.09B
| $32.5M | 0.15% |
163,595
-11,006
| -6% | -$2.19M |
|
155
Enbridge
ENB
$105B
| $32.4M | 0.15% |
774,670
| – | – |
|
156
BCE
BCE
$23.1B
| $31.8M | 0.15% |
720,661
| – | – |
|
|
TFCFA
157
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $31.7M | 0.15% |
979,262
-10,402
| -1% | -$337K |
|
158
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $31.4M | 0.15% |
798,000
+30,100
| +4% | +$1.18M |
|
159
Canadian Imperial Bank of Commerce
CM
$72.8B
| $30.8M | 0.15% |
716,646
| – | – |
|
|
160
Colgate-Palmolive
CL
$68.8B
| $30.7M | 0.14% |
418,937
-302,506
| -42% | -$22.1M |
|
161
General Mills
GIS
$27B
| $30.6M | 0.14% |
518,538
+334,195
| +181% | +$19.7M |
|
|
RAI
162
DELISTED
Reynolds American Inc
RAI
| $30.6M | 0.14% |
485,501
+54,514
| +13% | +$3.44M |
|
163
Canadian Natural Resources
CNQ
$63.2B
| $30.5M | 0.14% |
1,908,290
| – | – |
|
164
Kimberly-Clark
KMB
$43.1B
| $30.4M | 0.14% |
230,882
+119,009
| +106% | +$15.7M |
|
165
Capital One
COF
$142B
| $30M | 0.14% |
346,274
-24,050
| -6% | -$2.08M |
|
166
Church & Dwight Co
CHD
$23.3B
| $29.6M | 0.14% |
594,076
+428,078
| +258% | +$21.3M |
|
167
International Paper
IP
$25.7B
| $29.5M | 0.14% |
613,348
+157,348
| +35% | +$7.57M |
|
168
Qualcomm
QCOM
$172B
| $29.4M | 0.14% |
513,535
-103,425
| -17% | -$5.93M |
|
169
Stanley Black & Decker
SWK
$12.1B
| $29.3M | 0.14% |
220,656
+100,675
| +84% | +$13.4M |
|
170
General Motors
GM
$55.5B
| $29.1M | 0.14% |
822,301
-40,973
| -5% | -$1.45M |
|
171
Manulife Financial
MFC
$52.1B
| $28.2M | 0.13% |
1,593,266
| – | – |
|
172
Ametek
AME
$43.3B
| $27.9M | 0.13% |
515,830
+322,492
| +167% | +$17.4M |
|
173
CVS Health
CVS
$93.6B
| $27.9M | 0.13% |
354,775
-83,003
| -19% | -$6.52M |
|
174
Marriott International Class A Common Stock
MAR
$71.9B
| $27.5M | 0.13% |
291,697
+66,937
| +30% | +$6.3M |
|
175
CBRE Group
CBRE
$48.9B
| $27.4M | 0.13% |
788,906
+296,381
| +60% | +$10.3M |
|