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
TFCFA
276
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$11.8M 0.07%
434,368
-375,735
-46% -$10.2M
AMBA icon
277
Ambarella
AMBA
$3.54B
$11.7M 0.07%
210,000
-390,713
-65% -$21.8M
FL icon
278
Foot Locker
FL
$2.29B
$11.7M 0.07%
179,500
-30,000
-14% -$1.95M
SRE icon
279
Sempra
SRE
$52.9B
$11.6M 0.07%
245,884
-36,516
-13% -$1.72M
FI icon
280
Fiserv
FI
$73.4B
$11.5M 0.07%
252,282
+45,096
+22% +$2.06M
MHFI
281
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$11.5M 0.07%
116,859
-3,745
-3% -$369K
MHK icon
282
Mohawk Industries
MHK
$8.65B
$11.4M 0.07%
60,451
+4,250
+8% +$805K
HPE icon
283
Hewlett Packard
HPE
$31B
$11.4M 0.07%
+1,290,600
New +$11.4M
LQD icon
284
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.8B
$11.4M 0.07%
+100,000
New +$11.4M
LDOS icon
285
Leidos
LDOS
$23B
$11.3M 0.07%
200,000
– –
LVLT
286
DELISTED
Level 3 Communications Inc
LVLT
$11.2M 0.07%
206,809
+6,430
+3% +$350K
UAL icon
287
United Airlines
UAL
$34.5B
$11.2M 0.07%
195,366
-6,477
-3% -$371K
B
288
Barrick Mining Corporation
B
$48.5B
$11.2M 0.07%
1,518,330
– –
CMS icon
289
CMS Energy
CMS
$21.4B
$11.1M 0.07%
308,857
-13,843
-4% -$499K
WEC icon
290
WEC Energy
WEC
$34.7B
$11M 0.07%
214,715
-8,568
-4% -$440K
BXLT
291
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$10.8M 0.06%
276,901
+194,301
+235% +$7.58M
IMO icon
292
Imperial Oil
IMO
$44.4B
$10.8M 0.06%
332,732
– –
CNC icon
293
Centene
CNC
$14.2B
$10.8M 0.06%
327,200
– –
AOS icon
294
A.O. Smith
AOS
$10.3B
$10.8M 0.06%
281,062
+127,600
+83% +$4.89M
SYF icon
295
Synchrony
SYF
$28.1B
$10.8M 0.06%
+353,942
New +$10.8M
XL
296
DELISTED
XL Group Ltd.
XL
$10.7M 0.06%
271,989
-4,140
-1% -$162K
AYI icon
297
Acuity Brands
AYI
$10.4B
$10.6M 0.06%
45,283
-27,498
-38% -$6.43M
ES icon
298
Eversource Energy
ES
$23.6B
$10.6M 0.06%
206,815
-7,092
-3% -$362K
ADP icon
299
Automatic Data Processing
ADP
$120B
$10.2M 0.06%
120,408
+18,867
+19% +$1.6M
AME icon
300
Ametek
AME
$43.3B
$10.2M 0.06%
189,496
-102,082
-35% -$5.47M
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