State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
This Quarter Return
+5.1%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.7B
AUM Growth
+$20.7B
Cap. Flow
+$54.9M
Cap. Flow %
0.26%
Top 10 Hldgs %
16.97%
Holding
1,493
New
46
Increased
468
Reduced
355
Closed
36

Top Buys

1
EFA icon
iShares MSCI EAFE ETF
EFA
$247M
2
GILD icon
Gilead Sciences
GILD
$61.6M
3
MDT icon
Medtronic
MDT
$58.1M
4
LLY icon
Eli Lilly
LLY
$51.1M
5
CHTR icon
Charter Communications
CHTR
$43.2M

Top Sells

1
TD icon
Toronto Dominion Bank
TD
$57.6M
2
SYK icon
Stryker
SYK
$56.5M
3
ESRX
Express Scripts Holding Company
ESRX
$54.2M
4
PFE icon
Pfizer
PFE
$51.4M
5
CERN
Cerner Corp
CERN
$45.3M

Sector Composition

1 Financials 14.18%
2 Technology 12.72%
3 Healthcare 11.26%
4 Industrials 8.95%
5 Consumer Discretionary 7.67%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VOO icon
26
Vanguard S&P 500 ETF
VOO
$724B
$147M 0.71%
740,880
-10,000
-1% -$1.99M
CMCSA icon
27
Comcast
CMCSA
$125B
$140M 0.68%
2,112,502
-147,303
-7% -$9.77M
INDY icon
28
iShares S&P India Nifty 50 Index Fund
INDY
$646M
$131M 0.63%
4,383,599
+1,400
+0% +$41.7K
EWW icon
29
iShares MSCI Mexico ETF
EWW
$1.81B
$128M 0.62%
2,644,883
+2,000
+0.1% +$97K
AMGN icon
30
Amgen
AMGN
$153B
$126M 0.61%
753,906
+23,409
+3% +$3.9M
MRK icon
31
Merck
MRK
$210B
$125M 0.61%
2,010,670
+633,343
+46% +$39.5M
MO icon
32
Altria Group
MO
$112B
$124M 0.6%
1,954,849
-218,088
-10% -$13.8M
INTC icon
33
Intel
INTC
$105B
$122M 0.59%
3,218,566
-415,011
-11% -$15.7M
DIS icon
34
Walt Disney
DIS
$211B
$117M 0.56%
1,255,947
+128,776
+11% +$12M
BAC icon
35
Bank of America
BAC
$371B
$113M 0.54%
7,208,735
-140,130
-2% -$2.19M
RY icon
36
Royal Bank of Canada
RY
$205B
$110M 0.53%
1,777,857
-371,748
-17% -$23M
UNH icon
37
UnitedHealth
UNH
$279B
$109M 0.53%
780,842
-212,486
-21% -$29.7M
WMT icon
38
Walmart
WMT
$793B
$106M 0.51%
1,470,278
-306,634
-17% -$22.1M
C icon
39
Citigroup
C
$175B
$104M 0.5%
2,204,546
-140,873
-6% -$6.65M
CSCO icon
40
Cisco
CSCO
$268B
$104M 0.5%
3,271,838
-583,511
-15% -$18.5M
INDA icon
41
iShares MSCI India ETF
INDA
$9.29B
$101M 0.49%
3,434,066
– –
IBM icon
42
IBM
IBM
$227B
$99.5M 0.48%
626,387
-45,585
-7% -$7.24M
MCD icon
43
McDonald's
MCD
$226B
$98.3M 0.47%
852,218
-238,341
-22% -$27.5M
AVGO icon
44
Broadcom
AVGO
$1.42T
$95.3M 0.46%
552,664
-30,969
-5% -$5.34M
HON icon
45
Honeywell
HON
$136B
$94M 0.45%
805,980
-346,083
-30% -$40.3M
BMY icon
46
Bristol-Myers Squibb
BMY
$96.7B
$90.3M 0.44%
1,674,420
-39,294
-2% -$2.12M
EIDO icon
47
iShares MSCI Indonesia ETF
EIDO
$331M
$87.2M 0.42%
3,299,423
– –
GILD icon
48
Gilead Sciences
GILD
$140B
$85.2M 0.41%
1,076,735
+779,097
+262% +$61.6M
MDT icon
49
Medtronic
MDT
$118B
$85.2M 0.41%
985,593
+672,276
+215% +$58.1M
KO icon
50
Coca-Cola
KO
$297B
$84.4M 0.41%
1,993,178
-632,680
-24% -$26.8M
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