State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
This Quarter Return
+4.19%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.9B
AUM Growth
+$18.9B
Cap. Flow
-$3.15B
Cap. Flow %
-16.64%
Top 10 Hldgs %
15.83%
Holding
1,565
New
106
Increased
225
Reduced
524
Closed
50

Top Buys

1
DTE icon
DTE Energy
DTE
$55.1M
2
ADM icon
Archer Daniels Midland
ADM
$41.2M
3
HSY icon
Hershey
HSY
$35.5M
4
CL icon
Colgate-Palmolive
CL
$22.1M
5
XLU icon
Utilities Select Sector SPDR Fund
XLU
$22M

Top Sells

1
EWT icon
iShares MSCI Taiwan ETF
EWT
$391M
2
EFA icon
iShares MSCI EAFE ETF
EFA
$247M
3
EWM icon
iShares MSCI Malaysia ETF
EWM
$171M
4
XOM icon
Exxon Mobil
XOM
$138M
5
MSFT icon
Microsoft
MSFT
$121M

Sector Composition

1 Financials 15.34%
2 Technology 12.35%
3 Healthcare 10.23%
4 Industrials 9.12%
5 Communication Services 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AMAT icon
51
Applied Materials
AMAT
$123B
$68.8M 0.36%
2,132,496
-369,788
-15% -$11.9M
THD icon
52
iShares MSCI Thailand ETF
THD
$231M
$67.3M 0.36%
933,726
– –
INTC icon
53
Intel
INTC
$105B
$66.8M 0.35%
1,840,696
-1,377,870
-43% -$50M
MU icon
54
Micron Technology
MU
$132B
$66.2M 0.35%
3,019,281
-405,419
-12% -$8.89M
ABBV icon
55
AbbVie
ABBV
$375B
$65.5M 0.35%
1,045,678
-273,662
-21% -$17.1M
DTE icon
56
DTE Energy
DTE
$28.1B
$62.7M 0.33%
636,039
+559,512
+731% +$55.1M
CELG
57
DELISTED
Celgene Corp
CELG
$62.2M 0.33%
537,689
-29,207
-5% -$3.38M
CNI icon
58
Canadian National Railway
CNI
$60.3B
$62.2M 0.33%
923,320
+1,908
+0.2% +$129K
RTX icon
59
RTX Corp
RTX
$211B
$61.9M 0.33%
564,451
-91,169
-14% -$9.99M
SYY icon
60
Sysco
SYY
$38.7B
$61.2M 0.32%
1,105,520
-45,415
-4% -$2.51M
MBB icon
61
iShares MBS ETF
MBB
$40.9B
$61.1M 0.32%
574,900
+76,600
+15% +$8.15M
GILD icon
62
Gilead Sciences
GILD
$140B
$60.1M 0.32%
838,890
-237,845
-22% -$17M
AGN
63
DELISTED
Allergan plc
AGN
$59.9M 0.32%
285,244
-31,903
-10% -$6.7M
TWX
64
DELISTED
Time Warner Inc
TWX
$59.7M 0.32%
618,494
+27,123
+5% +$2.62M
VTI icon
65
Vanguard Total Stock Market ETF
VTI
$523B
$59.4M 0.31%
515,300
+88,400
+21% +$10.2M
KO icon
66
Coca-Cola
KO
$294B
$58.7M 0.31%
1,415,345
-577,833
-29% -$24M
BIIB icon
67
Biogen
BIIB
$20.8B
$58.5M 0.31%
206,256
-44,316
-18% -$12.6M
SLB icon
68
Schlumberger
SLB
$52.5B
$57.6M 0.3%
686,001
-49,977
-7% -$4.2M
EWM icon
69
iShares MSCI Malaysia ETF
EWM
$238M
$57.1M 0.3%
2,034,512
-6,103,537
-75% -$171M
UNP icon
70
Union Pacific
UNP
$130B
$56.6M 0.3%
545,501
-182,650
-25% -$18.9M
BNS icon
71
Scotiabank
BNS
$77.7B
$56.1M 0.3%
1,006,908
-442,770
-31% -$24.7M
MDT icon
72
Medtronic
MDT
$118B
$55.8M 0.3%
783,739
-201,854
-20% -$14.4M
ADBE icon
73
Adobe
ADBE
$147B
$55.6M 0.29%
539,634
+146,400
+37% +$15.1M
ADM icon
74
Archer Daniels Midland
ADM
$29.6B
$55.1M 0.29%
1,208,095
+901,538
+294% +$41.2M
AET
75
DELISTED
Aetna Inc
AET
$54.7M 0.29%
441,483
+60,607
+16% +$7.52M
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