State of Tennessee, Department of Treasury Portfolio holdings
AUM
$28B
1-Year Return
20.59%
This Quarter Return
-7.64%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$16.2B
AUM Growth
-$1.98B
(-11%)
Cap. Flow
-$438M
Cap. Flow
% of AUM
-2.7%
Top 10 Holdings %
Top 10 Hldgs %
16.52%
Holding
1,498
New
77
Increased
222
Reduced
447
Closed
630
Top Buys
| 1 |
WLL
Whiting Petroleum Corporation
WLL
|
+$58.5M |
| 2 |
Amgen
AMGN
|
+$53.4M |
| 3 |
CELG
Celgene Corp
CELG
|
+$53.4M |
| 4 |
Micron Technology
MU
|
+$50.4M |
| 5 |
Gilead Sciences
GILD
|
+$45.8M |
Top Sells
| 1 |
Royal Bank of Canada
RY
|
+$123M |
| 2 |
AGN
Allergan plc
AGN
|
+$92.6M |
| 3 |
Honeywell
HON
|
+$34.2M |
| 4 |
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
|
+$33.8M |
| 5 |
Chevron
CVX
|
+$27.8M |
Sector Composition
| 1 | Financials | 16.02% |
| 2 | Healthcare | 13.17% |
| 3 | Technology | 11.92% |
| 4 | Industrials | 8.5% |
| 5 | Communication Services | 7.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
701
LiveRamp
RAMP
$1.73B
| $1.82M | 0.01% |
92,200
| – | – |
|
|
CAM
702
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.81M | 0.01% |
29,500
-100,595
| -77% | -$6.17M |
|
|
TFCF
703
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $1.79M | 0.01% |
+66,000
| New | +$1.79M |
|
704
Harley-Davidson
HOG
$3.63B
| $1.76M | 0.01% |
32,000
-2,000
| -6% | -$110K |
|
705
Agilent Technologies
A
$34.9B
| $1.75M | 0.01% |
51,100
-133,605
| -72% | -$4.59M |
|
706
Wynn Resorts
WYNN
$12.6B
| $1.75M | 0.01% |
32,996
-11,894
| -26% | -$632K |
|
707
Motorola Solutions
MSI
$80.3B
| $1.72M | 0.01% |
25,100
-5,385
| -18% | -$368K |
|
708
Synopsys
SNPS
$79B
| $1.71M | 0.01% |
37,100
| – | – |
|
|
CTXS
709
DELISTED
Citrix Systems Inc
CTXS
| $1.71M | 0.01% |
31,018
-1,130
| -4% | -$62.3K |
|
|
XLNX
710
DELISTED
Xilinx Inc
XLNX
| $1.71M | 0.01% |
40,300
-106,124
| -72% | -$4.5M |
|
711
COPT Defense Properties
CDP
$3.46B
| $1.7M | 0.01% |
80,700
-20,000
| -20% | -$421K |
|
|
FCS
712
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $1.69M | 0.01% |
120,000
| – | – |
|
713
Murphy Oil
MUR
$3.68B
| $1.69M | 0.01% |
69,692
+42,692
| +158% | +$1.03M |
|
714
Macerich
MAC
$4.58B
| $1.68M | 0.01% |
21,800
-800
| -4% | -$61.5K |
|
715
Labcorp
LH
$23.1B
| $1.66M | 0.01% |
17,809
-582
| -3% | -$54.2K |
|
|
JOY
716
DELISTED
Joy Global Inc
JOY
| $1.65M | 0.01% |
110,756
+37,656
| +52% | +$562K |
|
717
Realty Income
O
$55.2B
| $1.63M | 0.01% |
35,398
-1,238
| -3% | -$56.8K |
|
718
SL Green Realty
SLG
$4.66B
| $1.62M | 0.01% |
15,495
-82,538
| -84% | -$8.64M |
|
719
CF Industries
CF
$13.9B
| $1.62M | 0.01% |
36,000
-2,000
| -5% | -$89.8K |
|
720
W.R. Berkley
WRB
$28B
| $1.62M | 0.01% |
100,238
| – | – |
|
721
Loews
L
$20.3B
| $1.6M | 0.01% |
44,370
-3,600
| -8% | -$130K |
|
722
Factset
FDS
$13.7B
| $1.6M | 0.01% |
10,000
| – | – |
|
723
The Mosaic Company
MOS
$10.7B
| $1.59M | 0.01% |
51,000
+2,000
| +4% | +$62.2K |
|
724
Sonoco
SON
$4.71B
| $1.58M | 0.01% |
41,900
| – | – |
|
725
Kimco Realty
KIM
$15.2B
| $1.57M | 0.01% |
64,200
-2,200
| -3% | -$53.7K |
|