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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
-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
Cap. Flow
+$1.84B
Cap. Flow %
7.43%
Top 10 Hldgs %
26.09%
Holding
1,768
New
61
Increased
590
Reduced
666
Closed
169

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$602M
2
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
+$277M
3
VCLT icon
Vanguard Long-Term Corporate Bond ETF
VCLT
+$276M
4
MBB icon
iShares MBS ETF
MBB
+$271M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$231M

Top Sells

Rank Stock Value
1
MPC icon
Marathon Petroleum
MPC
+$71M
2
KO icon
Coca-Cola
KO
+$68.5M
3
MA icon
Mastercard
MA
+$59M
4
PEP icon
PepsiCo
PEP
+$50.7M
5
ADM icon
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
CHS
1001
DELISTED
Chicos FAS, Inc.
CHS
$1.12M ﹤0.01%
149,633
+643
+0.4% +$3.45K
PLXS icon
1002
Plexus
PLXS
$7.25B
$1.12M ﹤0.01%
12,000
– –
AAP icon
1003
Advance Auto Parts
AAP
$3.23B
$1.12M ﹤0.01%
19,945
+10,648
+115% +$713K
MLKN icon
1004
MillerKnoll
MLKN
$1.64B
$1.12M ﹤0.01%
45,612
+6,541
+17% +$122K
WAFD icon
1005
WaFd
WAFD
$2.79B
$1.11M ﹤0.01%
43,366
+1,591
+4% +$44.5K
PLUS icon
1006
ePlus
PLUS
$2.32B
$1.11M ﹤0.01%
17,440
– –
BRX icon
1007
Brixmor Property Group
BRX
$9.12B
$1.11M ﹤0.01%
53,300
-107,835
-67% -$2.39M
CRS icon
1008
Carpenter Technology
CRS
$26.3B
$1.11M ﹤0.01%
16,444
– –
KMT icon
1009
Kennametal
KMT
$2.35B
$1.1M ﹤0.01%
44,410
-26,721
-38% -$723K
AEL
1010
DELISTED
American Equity Investment Life Holding Company
AEL
$1.1M ﹤0.01%
20,584
-29,994
-59% -$1.6M
MOG.A icon
1011
Moog Inc Class A
MOG.A
$13.6B
$1.1M ﹤0.01%
9,736
– –
NOG icon
1012
Northern Oil and Gas
NOG
$2.57B
$1.1M ﹤0.01%
27,300
– –
TRMK icon
1013
Trustmark
TRMK
$2.79B
$1.1M ﹤0.01%
50,523
– –
TDC icon
1014
Teradata
TDC
$2.49B
$1.1M ﹤0.01%
24,357
-45,587
-65% -$2.23M
FWRD icon
1015
Forward Air
FWRD
$658M
$1.09M ﹤0.01%
15,894
-475
-3% -$41.8K
CALX icon
1016
Calix
CALX
$2.51B
$1.09M ﹤0.01%
23,749
-13,800
-37% -$625K
AMKR icon
1017
Amkor Technology
AMKR
$14.3B
$1.09M ﹤0.01%
48,136
+1,200
+3% +$31.6K
SON icon
1018
Sonoco
SON
$5.74B
$1.09M ﹤0.01%
20,000
-11,417
-36% -$646K
FCPT icon
1019
Four Corners Property Trust
FCPT
$2.74B
$1.09M ﹤0.01%
48,907
-632
-1% -$15.9K
FCF icon
1020
First Commonwealth Financial
FCF
$2.18B
$1.08M ﹤0.01%
88,466
+12,261
+16% +$161K
GNRC icon
1021
Generac Holdings
GNRC
$13.1B
$1.08M ﹤0.01%
9,913
-169
-2% -$20.9K
TNL icon
1022
Travel + Leisure Co
TNL
$4.58B
$1.08M ﹤0.01%
29,400
-29,383
-50% -$1.17M
APLE icon
1023
Apple Hospitality REIT
APLE
$3.71B
$1.08M ﹤0.01%
+70,080
New +$1.07M
PBH icon
1024
Prestige Consumer Healthcare
PBH
$2.43B
$1.07M ﹤0.01%
18,746
+1,917
+11% +$116K
PGNY icon
1025
Progyny
PGNY
$1.99B
$1.06M ﹤0.01%
31,300
+23,848
+320% +$900K
39 40
41
42 43

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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.