State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
This Quarter Return
+5.1%
1 Year Return
+20.59%
3 Year Return
+85.17%
5 Year Return
+158.42%
10 Year Return
+377.24%
AUM
$20.7B
AUM Growth
+$1.02B
Cap. Flow
+$44.8M
Cap. Flow %
0.22%
Top 10 Hldgs %
16.97%
Holding
1,493
New
46
Increased
468
Reduced
355
Closed
36

Top Buys

1
EFA icon
iShares MSCI EAFE ETF
EFA
$247M
2
GILD icon
Gilead Sciences
GILD
$61.6M
3
MDT icon
Medtronic
MDT
$58.1M
4
LLY icon
Eli Lilly
LLY
$51.1M
5
CHTR icon
Charter Communications
CHTR
$43.2M

Top Sells

1
TD icon
Toronto Dominion Bank
TD
$57.6M
2
SYK icon
Stryker
SYK
$56.5M
3
ESRX
Express Scripts Holding Company
ESRX
$54.2M
4
PFE icon
Pfizer
PFE
$51.4M
5
CERN
Cerner Corp
CERN
$45.3M

Sector Composition

1 Financials 14.18%
2 Technology 12.72%
3 Healthcare 11.26%
4 Industrials 8.95%
5 Consumer Discretionary 7.67%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
MET icon
126
MetLife
MET
$54.4B
$41.4M 0.2%
1,044,977
+3,010
+0.3% +$119K
EPHE icon
127
iShares MSCI Philippines ETF
EPHE
$102M
$41.2M 0.2%
1,105,327
– –
GD icon
128
General Dynamics
GD
$86.7B
$40.9M 0.2%
263,334
-220,862
-46% -$34.3M
MMC icon
129
Marsh & McLennan
MMC
$101B
$40M 0.19%
594,725
-54,122
-8% -$3.64M
TUR icon
130
iShares MSCI Turkey ETF
TUR
$167M
$39.5M 0.19%
1,041,989
– –
PRU icon
131
Prudential Financial
PRU
$38.3B
$39.1M 0.19%
478,703
-5,367
-1% -$438K
ETR icon
132
Entergy
ETR
$39.4B
$38.7M 0.19%
1,007,712
+758,372
+304% +$29.1M
EPOL icon
133
iShares MSCI Poland ETF
EPOL
$450M
$38.3M 0.18%
2,101,653
– –
CM icon
134
Canadian Imperial Bank of Commerce
CM
$73.6B
$38.3M 0.18%
987,636
-155,130
-14% -$6.01M
UI icon
135
Ubiquiti
UI
$34.2B
$38.2M 0.18%
713,425
-86,575
-11% -$4.63M
LRCX icon
136
Lam Research
LRCX
$127B
$38.1M 0.18%
4,021,890
-2,096,310
-34% -$19.9M
TGT icon
137
Target
TGT
$42.1B
$36.8M 0.18%
536,169
-437,085
-45% -$30M
BN icon
138
Brookfield
BN
$99.6B
$36.2M 0.17%
1,925,632
-419,874
-18% -$7.89M
SCHW icon
139
Charles Schwab
SCHW
$177B
$35.9M 0.17%
1,135,901
+128,970
+13% +$4.07M
EXC icon
140
Exelon
EXC
$43.8B
$35.7M 0.17%
1,504,067
+581,730
+63% +$13.8M
DUK icon
141
Duke Energy
DUK
$94B
$35.6M 0.17%
444,931
+183,169
+70% +$14.7M
DHR icon
142
Danaher
DHR
$143B
$35.5M 0.17%
511,211
+269,014
+111% +$18.7M
PSX icon
143
Phillips 66
PSX
$53.2B
$35.4M 0.17%
439,807
+93,484
+27% +$7.53M
DFS
144
DELISTED
Discover Financial Services
DFS
$35.2M 0.17%
622,066
-198,957
-24% -$11.3M
EOG icon
145
EOG Resources
EOG
$66.4B
$35M 0.17%
362,374
+91,239
+34% +$8.82M
PSA icon
146
Public Storage
PSA
$51.3B
$34.5M 0.17%
154,397
-7,624
-5% -$1.7M
MON
147
DELISTED
Monsanto Co
MON
$34.2M 0.17%
334,826
+237,046
+242% +$24.2M
APC
148
DELISTED
Anadarko Petroleum
APC
$33.7M 0.16%
532,545
+29,355
+6% +$1.86M
BK icon
149
Bank of New York Mellon
BK
$74.4B
$33.6M 0.16%
843,648
-351,162
-29% -$14M
F icon
150
Ford
F
$46.5B
$33.5M 0.16%
2,776,399
-567,751
-17% -$6.85M
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6
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