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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
MHO icon
1076
M/I Homes
MHO
$3.9B
$1.1M 0.01%
23,845
– –
BCO icon
1077
Brink's
BCO
$4.72B
$1.1M 0.01%
20,445
– –
ELME
1078
Elme Communities
ELME
$144M
$1.09M 0.01%
61,428
– –
EPAC icon
1079
Enerpac Tool Group
EPAC
$1.89B
$1.09M 0.01%
42,953
-6,046
-12% -$146K
RMAX icon
1080
RE/MAX Holdings
RMAX
$265M
$1.09M 0.01%
58,613
+44,326
+310% +$846K
DTM icon
1081
DT Midstream
DTM
$13.8B
$1.08M 0.01%
19,603
– –
EPC icon
1082
Edgewell Personal Care
EPC
$1.31B
$1.08M 0.01%
27,999
-9,814
-26% -$390K
GKOS icon
1083
Glaukos
GKOS
$11.2B
$1.08M 0.01%
24,665
-9,294
-27% -$458K
XHR
1084
Xenia Hotels & Resorts
XHR
$1.76B
$1.08M 0.01%
81,610
– –
BEN icon
1085
Franklin Resources
BEN
$17.2B
$1.07M 0.01%
40,684
-3,237
-7% -$80.4K
CSGS
1086
DELISTED
CSG Systems International
CSGS
$1.07M 0.01%
18,742
+1,159
+7% +$68.1K
TRMK icon
1087
Trustmark
TRMK
$2.8B
$1.07M 0.01%
30,619
– –
SEM
1088
DELISTED
Select Medical
SEM
$1.07M 0.01%
79,652
-10,379
-12% -$134K
SBNY
1089
DELISTED
Signature Bank
SBNY
$1.07M 0.01%
9,256
-736
-7% -$101K
NWSA icon
1090
News Corp Class A
NWSA
$15.6B
$1.06M 0.01%
58,435
-4,651
-7% -$80.8K
XNCR icon
1091
Xencor
XNCR
$1.71B
$1.06M 0.01%
40,881
– –
LESL icon
1092
Leslie's
LESL
$7.21M
$1.06M 0.01%
4,343
+1,387
+47% +$385K
GNTX icon
1093
Gentex
GNTX
$4.99B
$1.06M ﹤0.01%
38,769
– –
OGN icon
1094
Organon & Co
OGN
$3.6B
$1.06M ﹤0.01%
37,800
-3,007
-7% -$76.9K
PGTI
1095
DELISTED
PGT, Inc.
PGTI
$1.05M ﹤0.01%
58,636
-5,719
-9% -$116K
CMP icon
1096
Compass Minerals
CMP
$1.1B
$1.05M ﹤0.01%
25,683
+4,859
+23% +$201K
LZB icon
1097
La-Z-Boy
LZB
$1.67B
$1.05M ﹤0.01%
45,959
+7,024
+18% +$171K
CPRX
1098
DELISTED
Catalyst Pharmaceutical
CPRX
$1.05M ﹤0.01%
56,332
+3,195
+6% +$49.2K
AX icon
1099
Axos Financial
AX
$5.72B
$1.04M ﹤0.01%
27,212
-3,833
-12% -$146K
KSS icon
1100
Kohl's
KSS
$2.22B
$1.04M ﹤0.01%
41,159
– –
42 43
44
45 46

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PCH
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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.