State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+5.17%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$16.9B
AUM Growth
+$669M
Cap. Flow
+$122M
Cap. Flow %
0.72%
Top 10 Hldgs %
16.22%
Holding
1,484
New
616
Increased
239
Reduced
398
Closed
52

Top Buys

1
GOOGL icon
Alphabet (Google) Class A
GOOGL
$186M
2
RY icon
Royal Bank of Canada
RY
$98.4M
3
AGN
Allergan plc
AGN
$83.9M
4
BIIB icon
Biogen
BIIB
$79.8M
5
MDT icon
Medtronic
MDT
$57.5M

Top Sells

1
GOOG icon
Alphabet (Google) Class C
GOOG
$129M
2
JNJ icon
Johnson & Johnson
JNJ
$93.8M
3
MRK icon
Merck
MRK
$84.6M
4
PFE icon
Pfizer
PFE
$80.5M
5
AMGN icon
Amgen
AMGN
$65.1M

Sector Composition

1 Financials 16.32%
2 Healthcare 13.04%
3 Technology 12.26%
4 Industrials 9.08%
5 Consumer Discretionary 8.17%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
TSN icon
201
Tyson Foods
TSN
$20B
$18.4M 0.11%
344,348
+72,624
+27% +$3.87M
RCL icon
202
Royal Caribbean
RCL
$95.7B
$18.3M 0.11%
180,971
-2,158
-1% -$218K
ILMN icon
203
Illumina
ILMN
$15.7B
$18.3M 0.11%
+97,871
New +$18.3M
VMW
204
DELISTED
VMware, Inc
VMW
$18.1M 0.11%
320,000
– –
EXPE icon
205
Expedia Group
EXPE
$26.6B
$18.1M 0.11%
145,520
+41,792
+40% +$5.19M
POT
206
DELISTED
Potash Corp Of Saskatchewan
POT
$17.9M 0.11%
1,051,636
– –
PPL icon
207
PPL Corp
PPL
$26.6B
$17.6M 0.1%
515,850
-6,343
-1% -$216K
VEA icon
208
Vanguard FTSE Developed Markets ETF
VEA
$171B
$17.6M 0.1%
478,600
+43,600
+10% +$1.6M
UPS icon
209
United Parcel Service
UPS
$72.1B
$17.4M 0.1%
181,187
-307,467
-63% -$29.6M
BBWI icon
210
Bath & Body Works
BBWI
$6.06B
$17.4M 0.1%
224,931
+71,543
+47% +$5.54M
JAH
211
DELISTED
JARDEN CORPORATION
JAH
$17.4M 0.1%
305,000
+65,000
+27% +$3.71M
MAS icon
212
Masco
MAS
$15.9B
$17.3M 0.1%
611,792
+445,830
+269% +$12.6M
KHC icon
213
Kraft Heinz
KHC
$32.3B
$17.3M 0.1%
237,103
-168,083
-41% -$12.2M
ROST icon
214
Ross Stores
ROST
$49.4B
$17.1M 0.1%
317,493
+143,297
+82% +$7.71M
KDP icon
215
Keurig Dr Pepper
KDP
$38.9B
$16.9M 0.1%
181,478
+3,556
+2% +$331K
YUM icon
216
Yum! Brands
YUM
$40.1B
$16.9M 0.1%
321,699
-144,931
-31% -$7.61M
SNA icon
217
Snap-on
SNA
$17.1B
$16.9M 0.1%
98,424
-32,168
-25% -$5.51M
FITB icon
218
Fifth Third Bancorp
FITB
$30.2B
$16.6M 0.1%
824,647
+33,846
+4% +$680K
AGU
219
DELISTED
Agrium
AGU
$16.4M 0.1%
184,757
– –
PKG icon
220
Packaging Corp of America
PKG
$19.8B
$16.4M 0.1%
260,657
– –
ORCL icon
221
Oracle
ORCL
$654B
$16.4M 0.1%
449,402
-49,398
-10% -$1.8M
EIX icon
222
Edison International
EIX
$21B
$16.3M 0.1%
276,075
-9,282
-3% -$550K
DUK icon
223
Duke Energy
DUK
$93.8B
$16.2M 0.1%
226,458
-31,969
-12% -$2.28M
TAP icon
224
Molson Coors Class B
TAP
$9.96B
$16.1M 0.1%
171,136
+46,836
+38% +$4.4M
MLM icon
225
Martin Marietta Materials
MLM
$37.5B
$16M 0.1%
117,410
-909
-0.8% -$124K
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9
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