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State of Tennessee, Department of Treasury

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
+8.81%
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
$21.4B
AUM Growth
+$790M
Cap. Flow
-$585M
Cap. Flow %
-2.73%
Top 10 Hldgs %
20.35%
Holding
1,703
New
58
Increased
356
Reduced
646
Closed
83

Top Buys

Rank Stock Value
1
SRLN icon
State Street Blackstone Senior Loan ETF
SRLN
+$90.8M
2
SPG icon
Simon Property Group
SPG
+$48.4M
3
PLD icon
Prologis
PLD
+$44M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$43M
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$42.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$48.6M
2
MSFT icon
Microsoft
MSFT
+$47.1M
3
PM icon
Philip Morris
PM
+$45.8M
4
DRE
Duke Realty Corp.
DRE
+$41.2M
5
KR icon
Kroger
KR
+$37.1M

Sector Composition

Rank Sector Weight
1 Technology 16.41%
2 Financials 11.93%
3 Healthcare 11.43%
4 Industrials 8.09%
5 Consumer Discretionary 7.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HELE icon
951
Helen of Troy
HELE
$696M
$1.49M 0.01%
13,462
– –
M icon
952
Macy's
M
$6.26B
$1.49M 0.01%
72,050
+7,382
+11% +$151K
RNST icon
953
Renasant Corp
RNST
$4B
$1.49M 0.01%
39,524
+10,269
+35% +$388K
KMX icon
954
CarMax
KMX
$8.33B
$1.48M 0.01%
24,372
-1,939
-7% -$124K
CORT icon
955
Corcept Therapeutics
CORT
$12.1B
$1.48M 0.01%
72,636
– –
DNOW icon
956
DNOW Inc
DNOW
$3.04B
$1.48M 0.01%
116,084
– –
FELE icon
957
Franklin Electric
FELE
$4.75B
$1.47M 0.01%
18,408
– –
ESE icon
958
ESCO Technologies
ESE
$7.78B
$1.47M 0.01%
16,738
– –
SHO icon
959
Sunstone Hotel Investors
SHO
$2.01B
$1.47M 0.01%
151,658
-1,934
-1% -$20K
AUDC icon
960
AudioCodes
AUDC
$249M
$1.46M 0.01%
81,621
+13,241
+19% +$254K
FLR icon
961
Fluor
FLR
$6.96B
$1.45M 0.01%
41,880
– –
KLIC icon
962
Kulicke & Soffa
KLIC
$4.98B
$1.45M 0.01%
32,796
-7,952
-20% -$349K
FCPT icon
963
Four Corners Property Trust
FCPT
$2.74B
$1.45M 0.01%
55,825
– –
SLCA
964
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.45M 0.01%
115,838
-3,880
-3% -$49.7K
AAP icon
965
Advance Auto Parts
AAP
$3.23B
$1.44M 0.01%
9,775
-778
-7% -$126K
AVA icon
966
Avista
AVA
$3.23B
$1.43M 0.01%
32,328
– –
CMC icon
967
Commercial Metals
CMC
$7.98B
$1.43M 0.01%
29,633
– –
CHH icon
968
Choice Hotels
CHH
$4.71B
$1.43M 0.01%
12,675
-3,974
-24% -$475K
ALGM icon
969
Allegro MicroSystems
ALGM
$7.92B
$1.43M 0.01%
+47,508
New +$1.3M
HAFC icon
970
Hanmi Financial
HAFC
$956M
$1.43M 0.01%
57,629
+13,833
+32% +$352K
PRDO icon
971
Perdoceo Education
PRDO
$1.96B
$1.43M 0.01%
102,516
-58,859
-36% -$750K
HAYW icon
972
Hayward Holdings
HAYW
$3.25B
$1.42M 0.01%
150,891
– –
APOG icon
973
Apogee Enterprises
APOG
$897M
$1.42M 0.01%
31,866
-1,683
-5% -$75.9K
ALLE icon
974
Allegion
ALLE
$14.2B
$1.42M 0.01%
13,443
-1,069
-7% -$112K
VSAT icon
975
Viasat
VSAT
$12B
$1.41M 0.01%
44,668
– –
37 38
39
40 41

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State of Tennessee, Department of Treasury's Q4 2022 Portfolio in Review

As of Q4 2022, State of Tennessee, Department of Treasury held 1,703 positions worth $21.4B, up 3.8% from $20.6B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

State of Tennessee, Department of Treasury's Q4 2022 filing shows 58 new, 356 increased, 646 reduced and 83 closed positions. Its largest new stake was Brookfield Asset Management: 203,852 shares worth $5.83M. The largest sale was Apple, an estimated $48.6M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Financials and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q4 2022 buy was Brookfield Asset Management: 203,852 shares worth $5.83M.
  • State of Tennessee, Department of Treasury added most to State Street Blackstone Senior Loan ETF in Q4 2022, an estimated $90.8M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2022 reduction was Apple, cutting an estimated $48.6M.
  • State of Tennessee, Department of Treasury fully exited Duke Realty Corp. in Q4 2022, selling an estimated $41.2M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 20% of its $21.4B portfolio in Q4 2022.
  • State of Tennessee, Department of Treasury opened 58 new positions and closed 83 in Q4 2022.
  • State of Tennessee, Department of Treasury's portfolio value rose 3.8% quarter-over-quarter to $21.4B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2022, filed 15 Feb 2023.