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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
-14.38%
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
$21.5B
AUM Growth
-$4.44B
(-17%)
Cap. Flow
-$229M
Cap. Flow
% of AUM
-1.06%
Top 10 Holdings %
Top 10 Hldgs %
21.93%
Holding
1,721
New
45
Increased
447
Reduced
459
Closed
86
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$63.9M |
| 2 |
State Street Blackstone Senior Loan ETF
SRLN
|
+$60.4M |
| 3 |
iShares MSCI India ETF
INDA
|
+$53.4M |
| 4 |
Lockheed Martin
LMT
|
+$45.8M |
| 5 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$45.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Philip Morris
PM
|
+$74.3M |
| 2 |
iShares MSCI Taiwan ETF
EWT
|
+$60.8M |
| 3 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$54.6M |
| 4 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
+$53.7M |
| 5 |
Public Storage
PSA
|
+$47.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.21% |
| 2 | Financials | 11.82% |
| 3 | Healthcare | 11.32% |
| 4 | Consumer Discretionary | 7.8% |
| 5 | Industrials | 7.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
D.R. Horton
DHI
$41.9B
| $5.65M | 0.03% |
85,315
+32,411
| +61% | +$2.28M |
|
427
Aflac
AFL
$60.7B
| $5.64M | 0.03% |
101,939
| – | – |
|
|
MASI
428
DELISTED
Masimo
MASI
| $5.6M | 0.03% |
42,823
| – | – |
|
429
Halozyme
HALO
$11.4B
| $5.54M | 0.03% |
126,009
+60,000
| +91% | +$2.59M |
|
430
Johnson Controls International
JCI
$91.7B
| $5.53M | 0.03% |
115,588
-74,839
| -39% | -$4.17M |
|
431
Monster Beverage
MNST
$91.4B
| $5.53M | 0.03% |
238,684
| – | – |
|
432
W.W. Grainger
GWW
$62.2B
| $5.53M | 0.03% |
12,164
| – | – |
|
433
Diamondback Energy
FANG
$55.9B
| $5.48M | 0.03% |
45,255
-78,003
| -63% | -$10.7M |
|
434
Zions Bancorporation
ZION
$10.5B
| $5.48M | 0.03% |
107,717
+30,258
| +39% | +$1.72M |
|
435
MSCI
MSCI
$41.8B
| $5.48M | 0.03% |
13,294
-8,535
| -39% | -$3.72M |
|
436
Genpact
G
$5.78B
| $5.37M | 0.02% |
126,692
+20,000
| +19% | +$848K |
|
|
BCPC
437
Balchem Corp
BCPC
$5.65B
| $5.35M | 0.02% |
41,258
| – | – |
|
438
Arista Networks
ANET
$257B
| $5.34M | 0.02% |
227,892
-47,700
| -17% | -$1.31M |
|
439
Steris
STE
$23B
| $5.27M | 0.02% |
25,583
-1,869
| -7% | -$421K |
|
440
Global Payments
GPN
$25.1B
| $5.27M | 0.02% |
47,610
-66,321
| -58% | -$8.39M |
|
441
Kinder Morgan
KMI
$71.4B
| $5.26M | 0.02% |
314,086
| – | – |
|
442
Knight Transportation
KNX
$11.9B
| $5.25M | 0.02% |
113,464
| – | – |
|
443
International Paper
IP
$21.8B
| $5.22M | 0.02% |
124,716
-157,007
| -56% | -$7.29M |
|
444
Jacobs Solutions
J
$16.8B
| $5.22M | 0.02% |
49,600
+6,245
| +14% | +$699K |
|
445
Spire
SR
$4.9B
| $5.21M | 0.02% |
+70,000
| New | +$5.26M |
|
446
Lennar Class A
LEN
$21.1B
| $5.19M | 0.02% |
75,948
+30,009
| +65% | +$2.2M |
|
447
ITT
ITT
$19.4B
| $5.15M | 0.02% |
76,556
| – | – |
|
448
EPR Properties
EPR
$4.73B
| $5.14M | 0.02% |
109,515
| – | – |
|
449
Teradata
TDC
$2.57B
| $5.12M | 0.02% |
138,226
| – | – |
|
450
Fox Class A
FOXA
$27.5B
| $5.11M | 0.02% |
158,771
+49,959
| +46% | +$1.76M |
|
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PCH
N
State of Tennessee, Department of Treasury's Q2 2022 Portfolio in Review
As of Q2 2022, State of Tennessee, Department of Treasury held 1,721 positions worth $21.5B, down 17% from $26B the previous quarter. Its ten largest holdings account for 22% of the portfolio.
State of Tennessee, Department of Treasury's Q2 2022 filing shows 45 new, 447 increased, 459 reduced and 86 closed positions. Its largest new stake was VICI Properties: 412,914 shares worth $12.3M. The largest sale was Philip Morris, an estimated $74.3M.
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 Q2 2022 buy was VICI Properties: 412,914 shares worth $12.3M.
- State of Tennessee, Department of Treasury added most to Coca-Cola in Q2 2022, an estimated $63.9M increase.
- State of Tennessee, Department of Treasury's biggest Q2 2022 reduction was Philip Morris, cutting an estimated $74.3M.
- State of Tennessee, Department of Treasury fully exited iShares Broad USD High Yield Corporate Bond ETF in Q2 2022, selling an estimated $27.3M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 22% of its $21.5B portfolio in Q2 2022.
- State of Tennessee, Department of Treasury opened 45 new positions and closed 86 in Q2 2022.
- State of Tennessee, Department of Treasury's portfolio value fell 17% quarter-over-quarter to $21.5B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q2 2022, filed 15 Aug 2022.