State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+2.85%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.8B
AUM Growth
+$44.7M
Cap. Flow
-$119M
Cap. Flow %
-0.63%
Top 10 Hldgs %
15.1%
Holding
1,503
New
84
Increased
281
Reduced
534
Closed
49

Top Buys

1
VOO icon
Vanguard S&P 500 ETF
VOO
$156M
2
EWY icon
iShares MSCI South Korea ETF
EWY
$72.9M
3
AGN
Allergan plc
AGN
$72.5M
4
EWT icon
iShares MSCI Taiwan ETF
EWT
$52.8M
5
BND icon
Vanguard Total Bond Market
BND
$50.6M

Top Sells

1
AGN
ALLERGAN INC
AGN
$81.7M
2
MSFT icon
Microsoft
MSFT
$63.3M
3
JNJ icon
Johnson & Johnson
JNJ
$62.3M
4
AMGN icon
Amgen
AMGN
$62.2M
5
GD icon
General Dynamics
GD
$43.7M

Sector Composition

1 Financials 14.58%
2 Healthcare 13.31%
3 Technology 12.24%
4 Industrials 9.04%
5 Consumer Discretionary 7.72%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CVE icon
226
Cenovus Energy
CVE
$28.7B
$18.1M 0.1%
1,073,160
+64,773
+6% +$1.09M
SNA icon
227
Snap-on
SNA
$17.1B
$18M 0.1%
122,437
+85,439
+231% +$12.6M
CNC icon
228
Centene
CNC
$14.2B
$17.9M 0.1%
507,200
-60,000
-11% -$2.12M
ADP icon
229
Automatic Data Processing
ADP
$120B
$17.7M 0.09%
206,966
-4,700
-2% -$403K
KSS icon
230
Kohl's
KSS
$1.86B
$17.7M 0.09%
226,351
+117,800
+109% +$9.22M
BRCM
231
DELISTED
BROADCOM CORP CL-A
BRCM
$17.4M 0.09%
402,885
+39,322
+11% +$1.7M
SLG icon
232
SL Green Realty
SLG
$4.4B
$17.4M 0.09%
139,767
+16,425
+13% +$2.04M
IBB icon
233
iShares Biotechnology ETF
IBB
$5.8B
$17.3M 0.09%
+151,188
New +$17.3M
RTN
234
DELISTED
Raytheon Company
RTN
$17.3M 0.09%
158,148
-229,618
-59% -$25.1M
SHPG
235
DELISTED
Shire pic
SHPG
$17.2M 0.09%
72,067
-7,933
-10% -$1.9M
DD
236
DELISTED
Du Pont De Nemours E I
DD
$17.2M 0.09%
252,845
-8,424
-3% -$572K
COLO
237
Global X MSCI Colombia ETF
COLO
$101M
$17.1M 0.09%
408,344
+84,019
+26% +$3.53M
B
238
Barrick Mining Corporation
B
$48.5B
$17.1M 0.09%
1,563,193
+11,655
+0.8% +$127K
CBRE icon
239
CBRE Group
CBRE
$48.9B
$17.1M 0.09%
441,112
-7,533
-2% -$292K
ITW icon
240
Illinois Tool Works
ITW
$77.6B
$17.1M 0.09%
175,700
-142,500
-45% -$13.8M
WLL
241
DELISTED
Whiting Petroleum Corporation
WLL
$17M 0.09%
1,835
-548
-23% -$5.08M
NOC icon
242
Northrop Grumman
NOC
$83.2B
$17M 0.09%
105,601
-3,300
-3% -$531K
CTRX
243
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$16.9M 0.09%
283,254
-135,458
-32% -$8.06M
EWBC icon
244
East-West Bancorp
EWBC
$14.8B
$16.8M 0.09%
414,953
+10,000
+2% +$405K
RCI icon
245
Rogers Communications
RCI
$19.4B
$16.8M 0.09%
501,486
+14,621
+3% +$489K
UTHR icon
246
United Therapeutics
UTHR
$18.1B
$16.7M 0.09%
96,900
-10,000
-9% -$1.72M
JWN
247
DELISTED
Nordstrom
JWN
$16.6M 0.09%
207,203
+36,003
+21% +$2.89M
SRE icon
248
Sempra
SRE
$52.9B
$16.6M 0.09%
305,050
-18,336
-6% -$999K
ROST icon
249
Ross Stores
ROST
$49.4B
$16.5M 0.09%
313,576
-5,200
-2% -$274K
HUM icon
250
Humana
HUM
$37B
$16.4M 0.09%
92,055
-2,400
-3% -$427K
8 9
10
11 12