State of Tennessee, Department of Treasury’s Select Medical SEM Stock Holding History

State of Tennessee, Department of Treasury’s Portfolio SEM Stock Details SEM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$393K	Sell	23,791 -19,516	-45%	-$322K	﹤0.01%	1509
2026 Q1	$705K	Sell	43,307 -20,000	-32%	-$313K	﹤0.01%	1321
2025 Q4	$953K	Buy	63,307 +15,787	+33%	+$223K	﹤0.01%	1209
2025 Q3	$610K	Hold	47,520	–	–	﹤0.01%	1362
2025 Q2	$721K	Sell	47,520 -22,646	-32%	-$353K	﹤0.01%	1283
2025 Q1	$1.17M	Sell	70,166 -2,973	-4%	-$54.7K	﹤0.01%	1094
2024 Q4	$1.38M	Sell	73,139 -28,794	-28%	-$555K	0.01%	1055
2024 Q3	$1.92M	Sell	101,933 -3,052	-3%	-$58.5K	0.01%	947
2024 Q2	$1.98M	Sell	104,985 -5,232	-5%	-$89.2K	0.01%	881
2024 Q1	$1.79M	Sell	110,217 -30,518	-22%	-$447K	0.01%	900
2023 Q4	$1.78M	Buy	140,735 +18,079	+15%	+$228K	0.01%	922
2023 Q3	$1.67M	Buy	122,656 +12,712	+12%	+$196K	0.01%	842
2023 Q2	$1.89M	Buy	109,944 +44,318	+68%	+$687K	0.01%	881
2023 Q1	$914K	Sell	65,626 -14,026	-18%	-$206K	﹤0.01%	1144
2022 Q4	$1.07M	Sell	79,652 -10,379	-12%	-$134K	0.01%	1098
2022 Q3	$1.07M	Sell	90,031 -44,375	-33%	-$630K	0.01%	1058
2022 Q2	$1.71M	Sell	134,406 -45,392	-25%	-$583K	0.01%	878
2022 Q1	$2.32M	Buy	179,798 +42,812	+31%	+$565K	0.01%	822
2021 Q4	$2.17M	Hold	136,986	–	–	0.01%	853
2021 Q3	$2.67M	Sell	136,986 -6,871	-5%	-$136K	0.01%	751
2021 Q2	$3.28M	Sell	143,857 -16,019	-10%	-$332K	0.01%	726
2021 Q1	$2.94M	Sell	159,876 -5,913	-4%	-$97K	0.01%	733
2020 Q4	$2.47M	Buy	165,789 +5,570	+3%	+$72.7K	0.01%	744
2020 Q3	$1.8M	Buy	160,219 +42,909	+37%	+$423K	0.01%	741
2020 Q2	$931K	Sell	117,310 -7,632	-6%	-$63.2K	﹤0.01%	989
2020 Q1	$1.01M	Sell	124,942 -17,164	-12%	-$204K	0.01%	893
2019 Q4	$1.79M	Buy	142,106 +1,223	+0.9%	+$13.2K	0.01%	863
2019 Q3	$1.26M	Sell	140,883 -27,339	-16%	-$239K	0.01%	980
2019 Q2	$1.44M	Hold	168,222	–	–	0.01%	891
2019 Q1	$1.28M	Buy	168,222 +17,958	+12%	+$144K	0.01%	963
2018 Q4	$1.24M	Buy	150,264 +12,170	+9%	+$116K	0.01%	915
2018 Q3	$1.37M	Buy	138,094 +1,465	+1%	+$15.2K	0.01%	944
2018 Q2	$1.34M	Sell	136,629 -4,778	-3%	-$46.9K	0.01%	947
2018 Q1	$1.31M	Sell	141,407 -14,848	-10%	-$141K	0.01%	943
2017 Q4	$1.49M	Sell	156,255 -17,012	-10%	-$163K	0.01%	952
2017 Q3	$1.79M	Sell	173,267 -10,952	-6%	-$101K	0.01%	879
2017 Q2	$1.52M	Hold	184,219	–	–	0.01%	954
2017 Q1	$1.32M	Buy	184,219 +30,065	+20%	+$218K	0.01%	1030
2016 Q4	$1.1M	Hold	154,154	–	–	0.01%	1065
2016 Q3	$1.12M	Hold	154,154	–	–	0.01%	988
2016 Q2	$903K	Hold	154,154	–	–	﹤0.01%	1049
2016 Q1	$981K	Buy	154,154 +3,632	+2%	+$19.5K	0.01%	986
2015 Q4	$966K	Buy	+150,522	New	+$941K	0.01%	975
2015 Q3	–	Sell	-140,128	Closed	-$1.22M	–	1158
2015 Q2	$1.22M	Hold	140,128	–	–	0.01%	924
2015 Q1	$1.12M	Buy	+140,128	New	+$1.05M	0.01%	979

Other funds holding SEM

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Verition Fund Management Greenwich, Connecticut $19.7B AUM 39.39% 1-Year Est. Return

GCL

Glazer Capital LLC New York $4.07B AUM 78.71% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $552B AUM 44.19% 1-Year Est. Return

Two Sigma Investments New York $138B AUM 41.87% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

AQR Arbitrage Greenwich, Connecticut $7.02B AUM 31.58% 1-Year Est. Return

Millennium Management New York $276B AUM 44.8% 1-Year Est. Return

DAM

Decagon Asset Management London, United Kingdom $525M AUM 50.51% 1-Year Est. Return

PAMP

Polar Asset Management Partners Toronto, Ontario, Canada $6.07B AUM 34.81% 1-Year Est. Return

State of Tennessee, Department of Treasury's SEM Position: Q2 2026 in Review

State of Tennessee, Department of Treasury reduced its Select Medical (SEM) stake by 45% in Q2 2026, selling an estimated $322K and leaving 23,791 shares worth $393K. The position accounts for ﹤0.01% of the portfolio, ranked #1509.

State of Tennessee, Department of Treasury first reported a position in SEM in Q1 2015 and has held it in 45 quarters since. The position peaked at $3.28M in Q2 2021. 238 funds tracked by Wall St. Rank hold SEM as of Q2 2026.

State of Tennessee, Department of Treasury held 23,791 shares of Select Medical worth $393K as of Q2 2026.
State of Tennessee, Department of Treasury sold 19,516 Select Medical shares in Q2 2026, an estimated $322K.
Select Medical made up ﹤0.01% of State of Tennessee, Department of Treasury's portfolio in Q2 2026, its #1509 holding.
State of Tennessee, Department of Treasury first reported a position in Select Medical in Q1 2015 and has held it in 45 quarters since.
State of Tennessee, Department of Treasury's Select Medical position peaked at $3.28M in Q2 2021.
238 funds tracked by Wall St. Rank held Select Medical as of Q2 2026.

Based on State of Tennessee, Department of Treasury's 13F filing for Q2 2026, filed 14 Aug 2026.