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State of Tennessee, Department of Treasury Portfolio holdings
AUM
$29.8B
1-Year Est. Return
29.48%
This Fund
S&P 500
This Quarter
Est. Return
-2.92%
1 Year Est. Return
+29.48%
3 Year Est. Return
+87.58%
5 Year Est. Return
+114.9%
10 Year Est. Return
+444.03%
AUM
$24.8B
AUM Growth
+$869M
(+3.6%)
Cap. Flow
+$1.84B
Cap. Flow
% of AUM
7.43%
Top 10 Holdings %
Top 10 Hldgs %
26.09%
Holding
1,768
New
61
Increased
590
Reduced
666
Closed
169
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$602M |
| 2 |
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
|
+$277M |
| 3 |
Vanguard Long-Term Corporate Bond ETF
VCLT
|
+$276M |
| 4 |
iShares MBS ETF
MBB
|
+$271M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$231M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$71M |
| 2 |
Coca-Cola
KO
|
+$68.5M |
| 3 |
Mastercard
MA
|
+$59M |
| 4 |
PepsiCo
PEP
|
+$50.7M |
| 5 |
Archer Daniels Midland
ADM
|
+$49M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.35% |
| 2 | Financials | 9.67% |
| 3 | Healthcare | 8.91% |
| 4 | Consumer Discretionary | 7.95% |
| 5 | Industrials | 7.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
Emcor
EME
$36.7B
| $6.74M | 0.03% |
32,054
+9,560
| +43% | +$2M |
|
452
Stellantis
STLA
$20.2B
| $6.71M | 0.03% |
+348,043
| New | +$6.51M |
|
453
Microchip Technology
MCHP
$42.2B
| $6.64M | 0.03% |
85,034
-61,764
| -42% | -$5.17M |
|
454
Clorox
CLX
$12.9B
| $6.62M | 0.03% |
50,512
+31,301
| +163% | +$4.76M |
|
455
PBF Energy
PBF
$8.81B
| $6.61M | 0.03% |
123,520
+63,011
| +104% | +$3M |
|
456
Invitation Homes
INVH
$18B
| $6.57M | 0.03% |
207,234
-2,468
| -1% | -$84.8K |
|
457
XPO
XPO
$24.7B
| $6.54M | 0.03% |
87,636
+28,248
| +48% | +$1.95M |
|
458
Annaly Capital Management
NLY
$17.6B
| $6.5M | 0.03% |
345,673
+106,300
| +44% | +$2.11M |
|
459
Evergy
EVRG
$19.3B
| $6.48M | 0.03% |
127,791
+92,380
| +261% | +$5.24M |
|
460
McCormick & Company Non-Voting
MKC
$14.6B
| $6.48M | 0.03% |
85,614
+17,854
| +26% | +$1.49M |
|
461
East-West Bancorp
EWBC
$18.6B
| $6.43M | 0.03% |
122,000
+47,422
| +64% | +$2.67M |
|
462
Sprouts Farmers Market
SFM
$7.71B
| $6.23M | 0.03% |
145,532
+92,540
| +175% | +$3.63M |
|
463
Monolithic Power Systems
MPWR
$67B
| $6.22M | 0.03% |
13,463
-185
| -1% | -$94.6K |
|
464
DaVita
DVA
$11.4B
| $6.22M | 0.03% |
65,776
+56,920
| +643% | +$5.81M |
|
465
Williams Companies
WMB
$89.3B
| $6.21M | 0.03% |
184,473
-3,153
| -2% | -$108K |
|
466
Owens Corning
OC
$12.3B
| $6.15M | 0.02% |
45,075
+11,865
| +36% | +$1.63M |
|
467
Imperial Oil
IMO
$64B
| $6.13M | 0.02% |
99,050
| – | – |
|
468
Repligen
RGEN
$9.45B
| $6.09M | 0.02% |
38,327
+9,847
| +35% | +$1.61M |
|
469
EPR Properties
EPR
$4.73B
| $6.07M | 0.02% |
146,100
+96,400
| +194% | +$4.24M |
|
470
Clean Harbors
CLH
$16.9B
| $6.04M | 0.02% |
36,077
+10,817
| +43% | +$1.82M |
|
471
iShares Core MSCI EAFE ETF
IEFA
$196B
| $6.03M | 0.02% |
93,731
-8,269
| -8% | -$554K |
|
472
Regal Rexnord
RRX
$11.4B
| $6.02M | 0.02% |
42,152
+18,358
| +77% | +$2.83M |
|
473
Lincoln Electric
LECO
$15.5B
| $6.02M | 0.02% |
33,105
+3,162
| +11% | +$604K |
|
474
Lennox International
LII
$14.5B
| $5.98M | 0.02% |
15,982
+709
| +5% | +$256K |
|
475
Toll Brothers
TOL
$14B
| $5.96M | 0.02% |
80,600
+27,195
| +51% | +$2.15M |
|
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PCH
N
State of Tennessee, Department of Treasury's Q3 2023 Portfolio in Review
As of Q3 2023, State of Tennessee, Department of Treasury held 1,768 positions worth $24.8B, up 3.6% from $23.9B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
State of Tennessee, Department of Treasury deployed $1.84B of net new capital in Q3 2023, opening 61 new positions and adding to 590 existing holdings. Its largest new stake was Kenvue: 1,004,827 shares worth $20.2M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was Marathon Petroleum, an estimated $71M trimmed.
- State of Tennessee, Department of Treasury's largest Q3 2023 buy was Kenvue: 1,004,827 shares worth $20.2M.
- State of Tennessee, Department of Treasury added most to Vanguard Morningstar Total Stock Market ETF in Q3 2023, an estimated $602M increase.
- State of Tennessee, Department of Treasury's biggest Q3 2023 reduction was Marathon Petroleum, cutting an estimated $71M.
- State of Tennessee, Department of Treasury fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2023, selling an estimated $23.5M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 26% of its $24.8B portfolio in Q3 2023.
- State of Tennessee, Department of Treasury opened 61 new positions and closed 169 in Q3 2023.
- State of Tennessee, Department of Treasury's portfolio value rose 3.6% quarter-over-quarter to $24.8B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2023, filed 14 Nov 2023.