State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $28B
1-Year Return 20.59%
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
+$44.7M
Cap. Flow
-$119M
Cap. Flow %
-0.63%
Top 10 Hldgs %
15.1%
Holding
1,503
New
84
Increased
281
Reduced
534
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
BALL icon
151
Ball Corp
BALL
$13.7B
$30.9M 0.16%
874,622
-84,474
-9% -$2.98M
APC
152
DELISTED
Anadarko Petroleum
APC
$30.8M 0.16%
371,980
+14,880
+4% +$1.23M
MGA icon
153
Magna International
MGA
$12.8B
$30.8M 0.16%
575,698
+9,284
+2% +$496K
CME icon
154
CME Group
CME
$96.4B
$30.5M 0.16%
322,347
-6,588
-2% -$624K
CTSH icon
155
Cognizant
CTSH
$34.9B
$30.4M 0.16%
487,337
+35,143
+8% +$2.19M
D icon
156
Dominion Energy
D
$50.2B
$30.4M 0.16%
428,823
+77,705
+22% +$5.51M
NEE icon
157
NextEra Energy, Inc.
NEE
$146B
$30.1M 0.16%
1,158,900
-7,476
-0.6% -$194K
COP icon
158
ConocoPhillips
COP
$120B
$29.6M 0.16%
476,056
-161,752
-25% -$10.1M
WWAV
159
DELISTED
The WhiteWave Foods Company
WWAV
$29.2M 0.16%
657,687
+329,287
+100% +$14.6M
AEP icon
160
American Electric Power
AEP
$58.1B
$28.9M 0.15%
514,145
-28,634
-5% -$1.61M
RTX icon
161
RTX Corp
RTX
$212B
$28.8M 0.15%
390,176
-111,230
-22% -$8.2M
HAL icon
162
Halliburton
HAL
$19.2B
$28.6M 0.15%
652,317
-116,743
-15% -$5.12M
VTI icon
163
Vanguard Total Stock Market ETF
VTI
$529B
$28.5M 0.15%
+266,100
New +$28.5M
AMBA icon
164
Ambarella
AMBA
$3.47B
$28.3M 0.15%
374,228
-25,772
-6% -$1.95M
TT icon
165
Trane Technologies
TT
$91.9B
$27.9M 0.15%
409,904
+364,604
+805% +$24.8M
STZ icon
166
Constellation Brands
STZ
$25.7B
$27.9M 0.15%
240,060
+100,720
+72% +$11.7M
WAB icon
167
Wabtec
WAB
$33.1B
$27.8M 0.15%
292,751
+36,973
+14% +$3.51M
CSL icon
168
Carlisle Companies
CSL
$16.8B
$27.6M 0.15%
298,254
+201,154
+207% +$18.6M
ACN icon
169
Accenture
ACN
$158B
$27M 0.14%
288,360
-4,400
-2% -$412K
PNC icon
170
PNC Financial Services
PNC
$81.7B
$26.6M 0.14%
285,785
-7,300
-2% -$681K
HBI icon
171
Hanesbrands
HBI
$2.25B
$26.4M 0.14%
787,296
-85,800
-10% -$2.88M
HAIN icon
172
Hain Celestial
HAIN
$168M
$26.3M 0.14%
409,867
+236,867
+137% +$15.2M
SLF icon
173
Sun Life Financial
SLF
$32.5B
$26.2M 0.14%
849,609
+34,826
+4% +$1.07M
BK icon
174
Bank of New York Mellon
BK
$74.4B
$25.6M 0.14%
636,090
-11,000
-2% -$443K
MS icon
175
Morgan Stanley
MS
$240B
$25.6M 0.14%
717,143
-9,400
-1% -$335K
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