State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+3.63%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.9B
AUM Growth
-$331M
Cap. Flow
-$890M
Cap. Flow %
-4.26%
Top 10 Hldgs %
17.23%
Holding
1,560
New
58
Increased
407
Reduced
333
Closed
63

Top Buys

1
PM icon
Philip Morris
PM
+$93.2M
2
WMT icon
Walmart
WMT
+$56.8M
3
AABA
Altaba Inc. Common Stock
AABA
+$43.6M
4
NEE icon
NextEra Energy, Inc.
NEE
+$39.3M
5
CSX icon
CSX Corp
CSX
+$29.3M

Top Sells

1
EWY icon
iShares MSCI South Korea ETF
EWY
+$84.4M
2
THD icon
iShares MSCI Thailand ETF
THD
+$72.8M
3
YHOO
Yahoo Inc
YHOO
+$50.6M
4
EWT icon
iShares MSCI Taiwan ETF
EWT
+$46.4M
5
CVX icon
Chevron
CVX
+$43.1M

Sector Composition

1 Financials 15.11%
2 Technology 14.14%
3 Healthcare 11.1%
4 Industrials 9.82%
5 Consumer Discretionary 8.08%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AMG icon
751
Affiliated Managers Group
AMG
$6.6B
$2.57M 0.01%
15,482
-15
-0.1% -$2.49K
SJI
752
DELISTED
South Jersey Industries, Inc.
SJI
$2.56M 0.01%
75,009
– –
SNY icon
753
Sanofi
SNY
$115B
$2.55M 0.01%
+53,182
New +$2.55M
EGP icon
754
EastGroup Properties
EGP
$8.72B
$2.55M 0.01%
30,395
– –
MDCO
755
DELISTED
Medicines Co
MDCO
$2.54M 0.01%
66,881
+1,675
+3% +$63.7K
WWW icon
756
Wolverine World Wide
WWW
$2.51B
$2.54M 0.01%
90,594
-2,360
-3% -$66.1K
AVA icon
757
Avista
AVA
$2.94B
$2.54M 0.01%
59,715
– –
FIVE icon
758
Five Below
FIVE
$8.05B
$2.53M 0.01%
51,262
– –
NBR icon
759
Nabors Industries
NBR
$619M
$2.52M 0.01%
6,200
– –
ARRS
760
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.52M 0.01%
90,000
– –
HRL icon
761
Hormel Foods
HRL
$13.7B
$2.52M 0.01%
73,778
+81
+0.1% +$2.76K
REG icon
762
Regency Centers
REG
$13.1B
$2.51M 0.01%
40,005
+110
+0.3% +$6.89K
SNA icon
763
Snap-on
SNA
$16.9B
$2.5M 0.01%
15,849
+9
+0.1% +$1.42K
LNT icon
764
Alliant Energy
LNT
$16.4B
$2.5M 0.01%
62,312
+97
+0.2% +$3.9K
FRT icon
765
Federal Realty Investment Trust
FRT
$8.67B
$2.5M 0.01%
19,757
+60
+0.3% +$7.58K
WAGE
766
DELISTED
WageWorks, Inc.
WAGE
$2.48M 0.01%
36,956
+2,476
+7% +$166K
TTEK icon
767
Tetra Tech
TTEK
$9.37B
$2.46M 0.01%
268,900
– –
ASGN icon
768
ASGN Inc
ASGN
$2.23B
$2.46M 0.01%
45,378
-875
-2% -$47.4K
WU icon
769
Western Union
WU
$2.73B
$2.46M 0.01%
128,894
-2,382
-2% -$45.4K
AYI icon
770
Acuity Brands
AYI
$10.1B
$2.45M 0.01%
12,061
+9
+0.1% +$1.83K
ICUI icon
771
ICU Medical
ICUI
$3.3B
$2.45M 0.01%
14,207
– –
THS icon
772
Treehouse Foods
THS
$886M
$2.45M 0.01%
30,000
– –
HRB icon
773
H&R Block
HRB
$6.73B
$2.45M 0.01%
79,200
-38,551
-33% -$1.19M
NEOG icon
774
Neogen
NEOG
$1.21B
$2.45M 0.01%
94,347
– –
XEC
775
DELISTED
CIMAREX ENERGY CO
XEC
$2.45M 0.01%
26,013
-16,084
-38% -$1.51M
29 30
31
32 33