State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
-2.92%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$24.8B
AUM Growth
+$869M
Cap. Flow
+$1.81B
Cap. Flow %
7.3%
Top 10 Hldgs %
26.09%
Holding
1,768
New
61
Increased
590
Reduced
666
Closed
169

Top Buys

1
VTI icon
Vanguard Total Stock Market ETF
VTI
$578M
2
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$270M
3
MBB icon
iShares MBS ETF
MBB
$263M
4
VCLT icon
Vanguard Long-Term Corporate Bond ETF
VCLT
$262M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
$221M

Top Sells

1
MPC icon
Marathon Petroleum
MPC
$77.1M
2
KO icon
Coca-Cola
KO
$63.9M
3
MA icon
Mastercard
MA
$58.2M
4
PEP icon
PepsiCo
PEP
$47.3M
5
PAYX icon
Paychex
PAYX
$45.9M

Sector Composition

1 Technology 18.36%
2 Financials 9.67%
3 Healthcare 8.91%
4 Consumer Discretionary 7.95%
5 Industrials 7.06%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
DUK icon
176
Duke Energy
DUK
$93.7B
$24.4M 0.1%
276,282
+155,818
+129% +$13.8M
CMG icon
177
Chipotle Mexican Grill
CMG
$55.1B
$24.1M 0.1%
658,750
+294,950
+81% +$10.8M
AON icon
178
Aon
AON
$80B
$24M 0.1%
74,102
+24,897
+51% +$8.07M
CSX icon
179
CSX Corp
CSX
$60.2B
$24M 0.1%
780,233
-139,309
-15% -$4.28M
APH icon
180
Amphenol
APH
$134B
$23.8M 0.1%
566,514
-416,706
-42% -$17.5M
ROP icon
181
Roper Technologies
ROP
$56B
$23.8M 0.1%
49,112
-39,770
-45% -$19.3M
ESS icon
182
Essex Property Trust
ESS
$17.3B
$23.7M 0.1%
111,651
-10,169
-8% -$2.16M
HAL icon
183
Halliburton
HAL
$19B
$23.7M 0.1%
584,467
-1,125,713
-66% -$45.6M
MO icon
184
Altria Group
MO
$112B
$23.4M 0.09%
557,316
+271,478
+95% +$11.4M
ECH icon
185
iShares MSCI Chile ETF
ECH
$726M
$23.4M 0.09%
892,203
– –
CAH icon
186
Cardinal Health
CAH
$35.5B
$23.3M 0.09%
267,804
+165,745
+162% +$14.4M
SNPS icon
187
Synopsys
SNPS
$111B
$23.1M 0.09%
50,381
+11,217
+29% +$5.15M
AIG icon
188
American International
AIG
$44.2B
$22.8M 0.09%
375,617
+124,162
+49% +$7.52M
BK icon
189
Bank of New York Mellon
BK
$73.1B
$22.7M 0.09%
532,931
-187,791
-26% -$8.01M
FIS icon
190
Fidelity National Information Services
FIS
$35.9B
$22.7M 0.09%
410,055
+7,284
+2% +$403K
KR icon
191
Kroger
KR
$44.8B
$22.6M 0.09%
505,191
-388,820
-43% -$17.4M
CTAS icon
192
Cintas
CTAS
$82.2B
$22.5M 0.09%
186,888
-56,632
-23% -$6.81M
GD icon
193
General Dynamics
GD
$86.3B
$22.4M 0.09%
101,425
+48,390
+91% +$10.7M
STZ icon
194
Constellation Brands
STZ
$26.3B
$22.2M 0.09%
88,275
+43,950
+99% +$11M
CPRT icon
195
Copart
CPRT
$45.7B
$22M 0.09%
511,087
+287,083
+128% +$12.4M
NUE icon
196
Nucor
NUE
$33.8B
$21.9M 0.09%
140,374
-169,798
-55% -$26.5M
MFC icon
197
Manulife Financial
MFC
$52B
$21.9M 0.09%
1,193,207
– –
ALC icon
198
Alcon
ALC
$39.8B
$21.9M 0.09%
282,284
-8,840
-3% -$686K
MLM icon
199
Martin Marietta Materials
MLM
$37.4B
$21.8M 0.09%
53,133
+32,186
+154% +$13.2M
VRSK icon
200
Verisk Analytics
VRSK
$37.6B
$21.6M 0.09%
91,258
+49,117
+117% +$11.6M
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8
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