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 9.03%
5 Consumer Discretionary 7.72%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ASH icon
326
Ashland
ASH
$2.49B
$11.5M 0.06%
184,982
– –
QRVO icon
327
Qorvo
QRVO
$8.5B
$11.5M 0.06%
+144,033
New +$11.5M
QSR icon
328
Restaurant Brands International
QSR
$20.3B
$11.4M 0.06%
296,759
+224,627
+311% +$8.61M
PRI icon
329
Primerica
PRI
$8.9B
$11.2M 0.06%
220,943
-5,257
-2% -$268K
AVB icon
330
AvalonBay Communities
AVB
$27.7B
$11.2M 0.06%
64,525
+42,318
+191% +$7.37M
BSX icon
331
Boston Scientific
BSX
$160B
$11.2M 0.06%
632,139
+407,439
+181% +$7.23M
VTR icon
332
Ventas
VTR
$30.9B
$11.2M 0.06%
134,221
-51,754
-28% -$4.32M
BWA icon
333
BorgWarner
BWA
$9.61B
$11.2M 0.06%
210,023
+97,356
+86% +$5.18M
NI icon
334
NiSource
NI
$18.9B
$11.1M 0.06%
641,508
-23,847
-4% -$414K
HII icon
335
Huntington Ingalls Industries
HII
$10.6B
$11.1M 0.06%
79,400
– –
COR icon
336
Cencora
COR
$57.7B
$11.1M 0.06%
97,329
+6,151
+7% +$699K
EA icon
337
Electronic Arts
EA
$42B
$11.1M 0.06%
188,095
+5,147
+3% +$303K
PLD icon
338
Prologis
PLD
$105B
$11.1M 0.06%
253,878
-6,066
-2% -$264K
HNT
339
DELISTED
HEALTH NET INC
HNT
$11M 0.06%
182,228
-6,972
-4% -$422K
IP icon
340
International Paper
IP
$25B
$11M 0.06%
209,194
-4,752
-2% -$250K
FI icon
341
Fiserv
FI
$73.5B
$11M 0.06%
276,800
-8,000
-3% -$318K
HAR
342
DELISTED
Harman International Industries
HAR
$11M 0.06%
82,037
+33,137
+68% +$4.43M
IEX icon
343
IDEX
IEX
$12.4B
$10.9M 0.06%
144,253
-40,000
-22% -$3.03M
ARW icon
344
Arrow Electronics
ARW
$6.49B
$10.9M 0.06%
177,600
+150,000
+543% +$9.17M
EQR icon
345
Equity Residential
EQR
$25.4B
$10.8M 0.06%
138,857
-3,100
-2% -$241K
OA
346
DELISTED
Orbital ATK, Inc.
OA
$10.8M 0.06%
+141,006
New +$10.8M
UPS icon
347
United Parcel Service
UPS
$71.5B
$10.8M 0.06%
111,200
-184,942
-62% -$17.9M
TNL icon
348
Travel + Leisure Co
TNL
$4.1B
$10.7M 0.06%
262,380
-144,013
-35% -$5.88M
WM icon
349
Waste Management
WM
$88.2B
$10.6M 0.06%
195,393
-4,900
-2% -$266K
MCY icon
350
Mercury Insurance
MCY
$4.3B
$10.6M 0.06%
183,323
-4,377
-2% -$253K
12 13
14
15 16