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
(+0.24%)
Cap. Flow
-$119M
Cap. Flow
% of AUM
-0.63%
Top 10 Holdings %
Top 10 Hldgs %
15.1%
Holding
1,503
New
84
Increased
281
Reduced
534
Closed
49
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$156M |
| 2 |
iShares MSCI South Korea ETF
EWY
|
+$72.9M |
| 3 |
AGN
Allergan plc
AGN
|
+$72.5M |
| 4 |
iShares MSCI Taiwan ETF
EWT
|
+$52.8M |
| 5 |
Vanguard Total Bond Market
BND
|
+$50.6M |
Top Sells
| 1 |
AGN
ALLERGAN INC
AGN
|
+$81.7M |
| 2 |
Microsoft
MSFT
|
+$63.3M |
| 3 |
Johnson & Johnson
JNJ
|
+$62.3M |
| 4 |
Amgen
AMGN
|
+$62.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
GAS
401
DELISTED
AGL RESOURCES INC (HOLDING CO)
GAS
| $8.7M | 0.05% |
175,169
-105,400
| -38% | -$5.23M |
|
402
Macy's
M
$4.61B
| $8.62M | 0.05% |
132,801
+14,898
| +13% | +$967K |
|
403
Eastman Chemical
EMN
$7.76B
| $8.6M | 0.05% |
124,200
+99,000
| +393% | +$6.86M |
|
|
XL
404
DELISTED
XL Group Ltd.
XL
| $8.59M | 0.05% |
233,332
-180,068
| -44% | -$6.63M |
|
405
Dollar General
DG
$23B
| $8.55M | 0.05% |
113,468
-2,800
| -2% | -$211K |
|
|
SIVB
406
DELISTED
SVB Financial Group
SIVB
| $8.51M | 0.05% |
67,000
+50,000
| +294% | +$6.35M |
|
407
Pinnacle West Capital
PNW
$10.4B
| $8.5M | 0.05% |
133,368
+59,000
| +79% | +$3.76M |
|
|
SLCA
408
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $8.41M | 0.04% |
236,200
+100,000
| +73% | +$3.56M |
|
409
Brinker International
EAT
$6.93B
| $8.4M | 0.04% |
136,500
| – | – |
|
410
Helmerich & Payne
HP
$1.99B
| $8.4M | 0.04% |
123,424
-158,284
| -56% | -$10.8M |
|
|
FTR
411
DELISTED
Frontier Communications Corp.
FTR
| $8.38M | 0.04% |
79,195
-63,250
| -44% | -$6.69M |
|
412
United Airlines
UAL
$34.2B
| $8.33M | 0.04% |
123,835
+39,635
| +47% | +$2.67M |
|
413
SPX Corp
SPXC
$9.19B
| $8.27M | 0.04% |
386,775
| – | – |
|
|
RIGP
414
DELISTED
Transocean Partners LLC
RIGP
| $8.2M | 0.04% |
669,484
-134,794
| -17% | -$1.65M |
|
415
Universal Health Services
UHS
$11.9B
| $8.2M | 0.04% |
69,658
-38,942
| -36% | -$4.58M |
|
416
Ryder
R
$7.57B
| $8.2M | 0.04% |
86,400
-500
| -0.6% | -$47.4K |
|
417
TE Connectivity
TEL
$61.7B
| $8.17M | 0.04% |
114,094
+45,294
| +66% | +$3.24M |
|
|
LVLT
418
DELISTED
Level 3 Communications Inc
LVLT
| $8.16M | 0.04% |
151,599
+84,899
| +127% | +$4.57M |
|
419
Agnico Eagle Mines
AEM
$76.7B
| $8.09M | 0.04% |
291,163
+11,652
| +4% | +$324K |
|
420
Broadridge
BR
$29.6B
| $8.09M | 0.04% |
147,000
+10,000
| +7% | +$550K |
|
421
Deluxe
DLX
$864M
| $8.09M | 0.04% |
116,700
| – | – |
|
422
Aflac
AFL
$56.8B
| $8.07M | 0.04% |
251,994
-12,600
| -5% | -$403K |
|
423
Saic
SAIC
$4.73B
| $8.02M | 0.04% |
156,114
| – | – |
|
|
GMCR
424
DELISTED
KEURIG GREEN MTN INC
GMCR
| $7.94M | 0.04% |
71,023
+16,838
| +31% | +$1.88M |
|
425
Rollins
ROL
$27.8B
| $7.92M | 0.04% |
720,434
+137,571
| +24% | +$1.51M |
|