State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
This Quarter Return
+2.85%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.8B
AUM Growth
+$18.8B
Cap. Flow
+$8.91M
Cap. Flow %
0.05%
Top 10 Hldgs %
15.1%
Holding
1,503
New
84
Increased
284
Reduced
531
Closed
49

Top Buys

1
VOO icon
Vanguard S&P 500 ETF
VOO
$156M
2
EWY icon
iShares MSCI South Korea ETF
EWY
$72.9M
3
AGN
Allergan plc
AGN
$72.5M
4
EWT icon
iShares MSCI Taiwan ETF
EWT
$52.8M
5
BND icon
Vanguard Total Bond Market
BND
$50.6M

Top Sells

1
AGN
ALLERGAN INC
AGN
$81.7M
2
MSFT icon
Microsoft
MSFT
$63.3M
3
JNJ icon
Johnson & Johnson
JNJ
$62.3M
4
AMGN icon
Amgen
AMGN
$62.2M
5
GD icon
General Dynamics
GD
$43.7M

Sector Composition

1 Financials 14.58%
2 Healthcare 13.31%
3 Technology 12.24%
4 Industrials 9.04%
5 Consumer Discretionary 7.72%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
NKE icon
76
Nike
NKE
$110B
$59.4M 0.32%
592,264
-9,956
-2% -$999K
AMAT icon
77
Applied Materials
AMAT
$124B
$59.2M 0.32%
2,624,895
+278,995
+12% +$6.29M
LOW icon
78
Lowe's Companies
LOW
$146B
$59M 0.31%
793,589
-35,500
-4% -$2.64M
MU icon
79
Micron Technology
MU
$133B
$58.1M 0.31%
2,142,000
-939,875
-30% -$25.5M
ENB icon
80
Enbridge
ENB
$105B
$57.2M 0.3%
1,182,374
+54,863
+5% +$2.65M
PSX icon
81
Phillips 66
PSX
$52.8B
$57M 0.3%
724,892
-65,375
-8% -$5.14M
TWX
82
DELISTED
Time Warner Inc
TWX
$56.7M 0.3%
671,014
-60,100
-8% -$5.07M
MA icon
83
Mastercard
MA
$536B
$55.2M 0.29%
639,362
-184,421
-22% -$15.9M
BMO icon
84
Bank of Montreal
BMO
$88.5B
$54.2M 0.29%
904,286
+43,171
+5% +$2.59M
SWN
85
DELISTED
Southwestern Energy Company
SWN
$51.5M 0.27%
2,221,753
+1,086,053
+96% +$25.2M
KR icon
86
Kroger
KR
$45.1B
$51M 0.27%
665,748
-44,519
-6% -$3.41M
BND icon
87
Vanguard Total Bond Market
BND
$133B
$50.6M 0.27%
+607,190
New +$50.6M
YHOO
88
DELISTED
Yahoo Inc
YHOO
$49.9M 0.27%
1,122,136
+826,026
+279% +$36.7M
CI icon
89
Cigna
CI
$80.2B
$49.4M 0.26%
381,640
-38,858
-9% -$5.03M
SYNA icon
90
Synaptics
SYNA
$2.62B
$49M 0.26%
603,091
-105,609
-15% -$8.59M
BCE icon
91
BCE
BCE
$22.9B
$48.8M 0.26%
1,153,186
-44,200
-4% -$1.87M
CNQ icon
92
Canadian Natural Resources
CNQ
$65B
$48.7M 0.26%
1,589,399
+134,606
+9% +$4.13M
TJX icon
93
TJX Companies
TJX
$155B
$48M 0.26%
685,602
-44,700
-6% -$3.13M
MCK icon
94
McKesson
MCK
$85.9B
$47.8M 0.25%
211,382
-7,773
-4% -$1.76M
CAH icon
95
Cardinal Health
CAH
$36B
$47.6M 0.25%
527,022
-57,278
-10% -$5.17M
EFA icon
96
iShares MSCI EAFE ETF
EFA
$65.4B
$47.4M 0.25%
+738,740
New +$47.4M
DD icon
97
DuPont de Nemours
DD
$31.6B
$47.3M 0.25%
985,035
+124,468
+14% +$5.97M
SPG icon
98
Simon Property Group
SPG
$58.7B
$46.8M 0.25%
239,022
+62,348
+35% +$12.2M
MCD icon
99
McDonald's
MCD
$226B
$45.9M 0.24%
470,996
+75,127
+19% +$7.32M
ORCL icon
100
Oracle
ORCL
$628B
$45M 0.24%
1,043,442
-605,710
-37% -$26.1M
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4
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