State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+0.64%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.2B
AUM Growth
-$564M
Cap. Flow
-$465M
Cap. Flow %
-2.56%
Top 10 Hldgs %
16.47%
Holding
1,499
New
45
Increased
322
Reduced
428
Closed
78

Top Buys

1
JNJ icon
Johnson & Johnson
JNJ
$63.3M
2
AMGN icon
Amgen
AMGN
$57.5M
3
C icon
Citigroup
C
$51.2M
4
TWTR
Twitter, Inc.
TWTR
$45.5M
5
MS icon
Morgan Stanley
MS
$42.3M

Top Sells

1
BMY icon
Bristol-Myers Squibb
BMY
$63.9M
2
BIIB icon
Biogen
BIIB
$52.4M
3
DAL icon
Delta Air Lines
DAL
$49.6M
4
GILD icon
Gilead Sciences
GILD
$43.1M
5
LO
LORILLARD INC COM STK
LO
$42.4M

Sector Composition

1 Financials 16.5%
2 Healthcare 12.92%
3 Technology 12.08%
4 Industrials 8.22%
5 Communication Services 7.73%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
NVS icon
276
Novartis
NVS
$251B
$13.3M 0.07%
+150,660
New +$13.3M
VRN
277
DELISTED
Veren
VRN
$13.2M 0.07%
651,988
-10,978
-2% -$222K
DST
278
DELISTED
DST Systems Inc.
DST
$13.2M 0.07%
209,200
– –
AAL icon
279
American Airlines Group
AAL
$8.63B
$13.1M 0.07%
327,394
-71,217
-18% -$2.84M
TSCO icon
280
Tractor Supply
TSCO
$32.1B
$12.8M 0.07%
709,000
-480,835
-40% -$8.65M
AON icon
281
Aon
AON
$79.9B
$12.5M 0.07%
125,157
-2,278
-2% -$227K
JAH
282
DELISTED
JARDEN CORPORATION
JAH
$12.4M 0.07%
240,000
+15,000
+7% +$776K
ALK icon
283
Alaska Air
ALK
$7.28B
$12.4M 0.07%
192,100
-32,878
-15% -$2.12M
CNC icon
284
Centene
CNC
$14.2B
$12.3M 0.07%
307,200
-200,000
-39% -$8.04M
CMS icon
285
CMS Energy
CMS
$21.4B
$12.3M 0.07%
387,268
-46,615
-11% -$1.48M
MHFI
286
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$12.3M 0.07%
122,104
+7,139
+6% +$717K
ROK icon
287
Rockwell Automation
ROK
$38.2B
$12.3M 0.07%
98,348
-70,162
-42% -$8.74M
CME icon
288
CME Group
CME
$94.4B
$12.2M 0.07%
130,957
-191,390
-59% -$17.8M
BDX icon
289
Becton Dickinson
BDX
$55.1B
$12.2M 0.07%
88,044
-1,057
-1% -$146K
TW
290
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$12.2M 0.07%
96,662
-23,346
-19% -$2.94M
LII icon
291
Lennox International
LII
$20.3B
$12.2M 0.07%
112,859
-25,873
-19% -$2.79M
EWBC icon
292
East-West Bancorp
EWBC
$14.8B
$12.1M 0.07%
268,900
-146,053
-35% -$6.55M
HUM icon
293
Humana
HUM
$37B
$12M 0.07%
62,720
-29,335
-32% -$5.61M
BAX icon
294
Baxter International
BAX
$12.5B
$11.9M 0.07%
313,806
-665,930
-68% -$25.3M
EL icon
295
Estee Lauder
EL
$32.1B
$11.9M 0.07%
137,093
+16,893
+14% +$1.46M
TAP icon
296
Molson Coors Class B
TAP
$9.96B
$11.9M 0.07%
170,005
-4,807
-3% -$336K
HUB.B
297
DELISTED
HUBBELL INC CL-B
HUB.B
$11.9M 0.07%
109,435
-37,646
-26% -$4.08M
AIZ icon
298
Assurant
AIZ
$10.7B
$11.8M 0.06%
176,184
+79,034
+81% +$5.3M
JBHT icon
299
JB Hunt Transport Services
JBHT
$13.9B
$11.7M 0.06%
142,268
+117,968
+485% +$9.68M
SJR
300
DELISTED
Shaw Communications Inc.
SJR
$11.7M 0.06%
535,332
– –
10 11
12
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