State of Tennessee, Department of Treasury Portfolio holdings
AUM
$28B
1-Year Return
20.59%
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
+$1.02B
(+5.2%)
Cap. Flow
+$44.8M
Cap. Flow
% of AUM
0.22%
Top 10 Holdings %
Top 10 Hldgs %
16.97%
Holding
1,493
New
46
Increased
468
Reduced
355
Closed
36
Top Buys
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$247M |
| 2 |
Gilead Sciences
GILD
|
+$61.6M |
| 3 |
Medtronic
MDT
|
+$58.1M |
| 4 |
Eli Lilly
LLY
|
+$51.1M |
| 5 |
Charter Communications
CHTR
|
+$43.2M |
Top Sells
| 1 |
Toronto Dominion Bank
TD
|
+$57.6M |
| 2 |
Stryker
SYK
|
+$56.5M |
| 3 |
ESRX
Express Scripts Holding Company
ESRX
|
+$54.2M |
| 4 |
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 | 8.92% |
| 5 | Consumer Discretionary | 7.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
LVLT
501
DELISTED
Level 3 Communications Inc
LVLT
| $5.88M | 0.03% |
126,874
-15,512
| -11% | -$719K |
|
502
BorgWarner
BWA
$9.34B
| $5.85M | 0.03% |
188,840
+82,552
| +78% | +$2.56M |
|
503
Healthpeak Properties
DOC
$12.5B
| $5.84M | 0.03% |
168,827
+55,252
| +49% | +$1.91M |
|
504
Charles River Laboratories
CRL
$7.54B
| $5.83M | 0.03% |
70,000
-10,000
| -13% | -$833K |
|
|
TSS
505
DELISTED
Total System Services, Inc.
TSS
| $5.8M | 0.03% |
122,946
-158,706
| -56% | -$7.48M |
|
506
Harley-Davidson
HOG
$3.65B
| $5.72M | 0.03% |
108,796
+67,906
| +166% | +$3.57M |
|
507
Vornado Realty Trust
VNO
$7.77B
| $5.72M | 0.03% |
69,898
+21,215
| +44% | +$1.74M |
|
508
Quest Diagnostics
DGX
$20.1B
| $5.71M | 0.03% |
67,509
+35,832
| +113% | +$3.03M |
|
509
Lincoln National
LNC
$7.88B
| $5.71M | 0.03% |
121,553
+23,004
| +23% | +$1.08M |
|
510
TD Synnex
SNX
$12.5B
| $5.71M | 0.03% |
+100,000
| New | +$5.71M |
|
511
OGE Energy
OGE
$8.85B
| $5.7M | 0.03% |
180,300
+110,000
| +156% | +$3.48M |
|
512
Realty Income
O
$54.4B
| $5.69M | 0.03% |
87,748
+7,853
| +10% | +$509K |
|
513
Willis Towers Watson
WTW
$32.2B
| $5.67M | 0.03% |
42,673
+11,935
| +39% | +$1.58M |
|
514
Eversource Energy
ES
$23.8B
| $5.65M | 0.03% |
104,310
-119,472
| -53% | -$6.47M |
|
515
Waters Corp
WAT
$17.4B
| $5.65M | 0.03% |
35,665
+17,589
| +97% | +$2.79M |
|
516
Brunswick
BC
$4.23B
| $5.65M | 0.03% |
115,800
| – | – |
|
|
LPT
517
DELISTED
Liberty Property Trust
LPT
| $5.56M | 0.03% |
137,700
+100,000
| +265% | +$4.03M |
|
518
Kirby Corp
KEX
$4.85B
| $5.53M | 0.03% |
89,000
| – | – |
|
519
Royal Caribbean
RCL
$92.8B
| $5.5M | 0.03% |
73,439
+20,725
| +39% | +$1.55M |
|
|
TFCF
520
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $5.5M | 0.03% |
222,131
+126,350
| +132% | +$3.13M |
|
521
Old Dominion Freight Line
ODFL
$30.7B
| $5.46M | 0.03% |
238,500
| – | – |
|
522
ProAssurance
PRA
$1.22B
| $5.4M | 0.03% |
102,911
+60,000
| +140% | +$3.15M |
|
523
Teradyne
TER
$18.7B
| $5.4M | 0.03% |
250,000
+50,000
| +25% | +$1.08M |
|
524
Motorola Solutions
MSI
$80.3B
| $5.39M | 0.03% |
70,623
-21,130
| -23% | -$1.61M |
|
525
iShares MSCI Canada ETF
EWC
$3.25B
| $5.38M | 0.03% |
209,300
+21,300
| +11% | +$547K |
|