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 9.12%
5 Communication Services 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CSL icon
176
Carlisle Companies
CSL
$16.8B
$25.6M 0.14%
232,127
+81,300
+54% +$8.97M
FE icon
177
FirstEnergy
FE
$25.1B
$25.6M 0.14%
826,371
+686,549
+491% +$21.3M
ROST icon
178
Ross Stores
ROST
$50B
$25.3M 0.13%
386,257
+76,598
+25% +$5.02M
F icon
179
Ford
F
$46.5B
$25.2M 0.13%
2,079,842
-696,557
-25% -$8.45M
RRC icon
180
Range Resources
RRC
$8.32B
$25.1M 0.13%
730,389
+161,957
+28% +$5.57M
COP icon
181
ConocoPhillips
COP
$120B
$25.1M 0.13%
499,609
-27,445
-5% -$1.38M
DD
182
DELISTED
Du Pont De Nemours E I
DD
$25M 0.13%
341,097
-127,214
-27% -$9.34M
CME icon
183
CME Group
CME
$96.4B
$24.9M 0.13%
215,996
+38,160
+21% +$4.4M
XLU icon
184
Utilities Select Sector SPDR Fund
XLU
$20.8B
$24.5M 0.13%
504,028
+451,922
+867% +$22M
FDX icon
185
FedEx
FDX
$53.2B
$24.5M 0.13%
131,401
-157,978
-55% -$29.4M
STI
186
DELISTED
SunTrust Banks, Inc.
STI
$24.5M 0.13%
446,023
-107,655
-19% -$5.91M
NUE icon
187
Nucor
NUE
$33.3B
$24.3M 0.13%
408,697
-50,710
-11% -$3.02M
RAI
188
DELISTED
Reynolds American Inc
RAI
$24.2M 0.13%
430,987
+16,891
+4% +$947K
EA icon
189
Electronic Arts
EA
$42B
$24.1M 0.13%
306,333
+177,025
+137% +$13.9M
MDLZ icon
190
Mondelez International
MDLZ
$78.8B
$24M 0.13%
541,141
-122,393
-18% -$5.43M
BN icon
191
Brookfield
BN
$99.6B
$23.7M 0.13%
1,341,790
-583,842
-30% -$10.3M
CFG icon
192
Citizens Financial Group
CFG
$22.7B
$23.2M 0.12%
649,825
+5,712
+0.9% +$204K
IP icon
193
International Paper
IP
$25.5B
$22.9M 0.12%
456,000
-85,848
-16% -$4.31M
NVDA icon
194
NVIDIA
NVDA
$4.18T
$22.9M 0.12%
8,576,920
-7,736,680
-47% -$20.6M
EFX icon
195
Equifax
EFX
$29.6B
$22.5M 0.12%
190,699
+92,367
+94% +$10.9M
AYI icon
196
Acuity Brands
AYI
$10.4B
$22.4M 0.12%
97,043
+22,363
+30% +$5.16M
FFIV icon
197
F5
FFIV
$18.1B
$22.3M 0.12%
153,906
-142
-0.1% -$20.6K
OXY icon
198
Occidental Petroleum
OXY
$45.9B
$22M 0.12%
309,377
-90,563
-23% -$6.45M
EW icon
199
Edwards Lifesciences
EW
$47.5B
$22M 0.12%
705,150
+19,785
+3% +$618K
COST icon
200
Costco
COST
$424B
$21.7M 0.11%
135,665
-278,579
-67% -$44.6M
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