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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
AES icon
351
AES
AES
$10.5B
$8.11M 0.04%
282,046
+87,018
+45% +$2.35M
EFA icon
352
iShares MSCI EAFE ETF
EFA
$80.3B
$8.05M 0.04%
122,678
-72,774
-37% -$4.56M
CACI icon
353
CACI
CACI
$14.8B
$8.04M 0.04%
26,731
– –
D icon
354
Dominion Energy
D
$60.3B
$7.75M 0.04%
126,354
-3,717
-3% -$233K
HALO icon
355
Halozyme
HALO
$11.4B
$7.73M 0.04%
135,812
– –
RGLD icon
356
Royal Gold
RGLD
$19.1B
$7.64M 0.04%
67,805
– –
PSX icon
357
Phillips 66
PSX
$92.8B
$7.57M 0.04%
72,728
-5,787
-7% -$592K
HOLX
358
DELISTED
Hologic
HOLX
$7.5M 0.04%
100,250
-3,046
-3% -$217K
LDOS icon
359
Leidos
LDOS
$17.9B
$7.46M 0.03%
70,895
+7,762
+12% +$795K
AMG icon
360
Affiliated Managers Group
AMG
$9.7B
$7.37M 0.03%
46,524
-12,870
-22% -$1.82M
SJR
361
DELISTED
Shaw Communications Inc.
SJR
$7.28M 0.03%
252,983
-53,093
-17% -$1.39M
DHI icon
362
D.R. Horton
DHI
$41.9B
$7.26M 0.03%
81,415
-3,900
-5% -$313K
BJ icon
363
BJs Wholesale Club
BJ
$11.9B
$7.25M 0.03%
109,617
– –
LECO icon
364
Lincoln Electric
LECO
$15.5B
$7.22M 0.03%
50,000
– –
CPRT icon
365
Copart
CPRT
$27.2B
$7.22M 0.03%
237,036
-9,900
-4% -$296K
GGG icon
366
Graco
GGG
$13.3B
$7.17M 0.03%
106,628
– –
CSGP icon
367
CoStar Group
CSGP
$13.4B
$7.17M 0.03%
92,783
+28,964
+45% +$2.26M
PCTY icon
368
Paylocity
PCTY
$8.1B
$7.13M 0.03%
36,689
– –
PDCE
369
DELISTED
PDC Energy, Inc.
PDCE
$7.08M 0.03%
111,451
-6,329
-5% -$441K
PBF icon
370
PBF Energy
PBF
$8.81B
$7.07M 0.03%
173,334
+7,621
+5% +$317K
RSG icon
371
Republic Services
RSG
$65.9B
$7.06M 0.03%
54,737
-2,504
-4% -$334K
DEI icon
372
Douglas Emmett
DEI
$1.99B
$6.97M 0.03%
444,429
– –
WEX icon
373
WEX
WEX
$6.78B
$6.97M 0.03%
42,569
+10,000
+31% +$1.56M
THG icon
374
Hanover Insurance
THG
$7.77B
$6.89M 0.03%
50,961
– –
JCI icon
375
Johnson Controls International
JCI
$91.7B
$6.85M 0.03%
107,068
-8,520
-7% -$521K
13 14
15
16 17

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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.