State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
This Quarter Return
-11.85%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$18.3B
AUM Growth
+$18.3B
Cap. Flow
+$584M
Cap. Flow %
3.19%
Top 10 Hldgs %
18.13%
Holding
1,659
New
80
Increased
928
Reduced
517
Closed
94

Top Buys

1
MRK icon
Merck
MRK
$108M
2
VZ icon
Verizon
VZ
$92.3M
3
CI icon
Cigna
CI
$59.2M
4
BAX icon
Baxter International
BAX
$50.6M
5
PG icon
Procter & Gamble
PG
$48.8M

Top Sells

1
RY icon
Royal Bank of Canada
RY
$91.6M
2
PX
Praxair Inc
PX
$81.6M
3
MDT icon
Medtronic
MDT
$73.1M
4
T icon
AT&T
T
$59.4M
5
PFE icon
Pfizer
PFE
$59.2M

Sector Composition

1 Technology 14.42%
2 Financials 13.34%
3 Healthcare 12.47%
4 Industrials 8.69%
5 Consumer Discretionary 7.92%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ISRG icon
101
Intuitive Surgical
ISRG
$158B
$43.1M 0.24%
90,058
-46,127
-34% -$22.1M
SWKS icon
102
Skyworks Solutions
SWKS
$10.9B
$42.4M 0.23%
632,691
-76,458
-11% -$5.12M
WDC icon
103
Western Digital
WDC
$29.8B
$42.4M 0.23%
1,146,486
+131,446
+13% +$4.86M
EL icon
104
Estee Lauder
EL
$33.1B
$42.3M 0.23%
325,463
-10,267
-3% -$1.34M
ENB icon
105
Enbridge
ENB
$105B
$42M 0.23%
1,352,448
+24,362
+2% +$757K
PH icon
106
Parker-Hannifin
PH
$94.8B
$41.7M 0.23%
279,454
+127,988
+84% +$19.1M
EPOL icon
107
iShares MSCI Poland ETF
EPOL
$441M
$41M 0.22%
1,778,965
– –
IBB icon
108
iShares Biotechnology ETF
IBB
$5.68B
$40.7M 0.22%
+422,400
New +$40.7M
ALK icon
109
Alaska Air
ALK
$7.21B
$40.2M 0.22%
661,329
+357,069
+117% +$21.7M
CELG
110
DELISTED
Celgene Corp
CELG
$39.9M 0.22%
622,628
+465,617
+297% +$29.8M
LLY icon
111
Eli Lilly
LLY
$661B
$39.3M 0.21%
339,405
+22,652
+7% +$2.62M
CERN
112
DELISTED
Cerner Corp
CERN
$39.1M 0.21%
744,885
+671,442
+914% +$35.2M
PYPL icon
113
PayPal
PYPL
$66.5B
$37.9M 0.21%
450,257
+82,241
+22% +$6.92M
DGX icon
114
Quest Diagnostics
DGX
$20.1B
$37.6M 0.2%
451,262
+345,754
+328% +$28.8M
WM icon
115
Waste Management
WM
$90.4B
$37.2M 0.2%
418,406
+294,292
+237% +$26.2M
VEA icon
116
Vanguard FTSE Developed Markets ETF
VEA
$169B
$37.1M 0.2%
1,001,100
+46,900
+5% +$1.74M
OKE icon
117
Oneok
OKE
$46.5B
$37M 0.2%
685,462
-145,200
-17% -$7.83M
FE icon
118
FirstEnergy
FE
$25.1B
$36.7M 0.2%
977,611
+43,449
+5% +$1.63M
ORCL icon
119
Oracle
ORCL
$628B
$36.5M 0.2%
809,341
+89,642
+12% +$4.05M
SU icon
120
Suncor Energy
SU
$49.3B
$35.8M 0.2%
1,283,335
-18,600
-1% -$519K
PNC icon
121
PNC Financial Services
PNC
$80.7B
$35.7M 0.19%
305,613
+15,930
+5% +$1.86M
ECH icon
122
iShares MSCI Chile ETF
ECH
$709M
$35.4M 0.19%
854,327
– –
EPHE icon
123
iShares MSCI Philippines ETF
EPHE
$101M
$35.1M 0.19%
1,102,378
– –
MU icon
124
Micron Technology
MU
$133B
$35.1M 0.19%
1,106,348
-665,950
-38% -$21.1M
CB icon
125
Chubb
CB
$111B
$34.8M 0.19%
269,415
+166,001
+161% +$21.4M
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