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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
-4.48%
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
$20.6B
AUM Growth
-$914M
(-4.2%)
Cap. Flow
+$355M
Cap. Flow
% of AUM
1.72%
Top 10 Holdings %
Top 10 Hldgs %
22.31%
Holding
1,731
New
96
Increased
857
Reduced
390
Closed
86
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$70.3M |
| 2 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$66.8M |
| 3 |
Apple
AAPL
|
+$61.7M |
| 4 |
Microsoft
MSFT
|
+$60.8M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$59.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$313M |
| 2 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$57.3M |
| 3 |
RTX Corp
RTX
|
+$42M |
| 4 |
Procter & Gamble
PG
|
+$38.7M |
| 5 |
American Water Works
AWK
|
+$26.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.19% |
| 2 | Financials | 11.86% |
| 3 | Healthcare | 11.15% |
| 4 | Consumer Discretionary | 8.47% |
| 5 | Industrials | 7.32% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Mastercard
MA
$494B
| $140M | 0.68% |
491,034
+28,000
| +6% | +$9.28M |
|
27
Home Depot
HD
$344B
| $138M | 0.67% |
500,653
+660
| +0.1% | +$195K |
|
28
Meta Platforms (Facebook)
META
$1.5T
| $135M | 0.65% |
994,500
-20,625
| -2% | -$3.34M |
|
|
29
Vanguard Real Estate ETF
VNQ
$39.1B
| $132M | 0.64% |
1,640,888
+636,268
| +63% | +$59.5M |
|
30
NVIDIA
NVDA
$5.47T
| $127M | 0.62% |
10,482,030
+1,284,160
| +14% | +$20.3M |
|
31
Eli Lilly
LLY
$1.09T
| $122M | 0.59% |
376,788
| – | – |
|
32
AbbVie
ABBV
$446B
| $116M | 0.56% |
863,108
-22,012
| -2% | -$3.16M |
|
33
Merck
MRK
$331B
| $111M | 0.54% |
1,284,286
+3,400
| +0.3% | +$304K |
|
34
Thermo Fisher Scientific
TMO
$222B
| $106M | 0.51% |
209,346
| – | – |
|
35
Bank of America
BAC
$453B
| $105M | 0.51% |
3,476,938
-198,259
| -5% | -$6.63M |
|
36
iShares MSCI South Africa ETF
EZA
$562M
| $99.3M | 0.48% |
2,754,119
| – | – |
|
37
Pfizer
PFE
$152B
| $96.6M | 0.47% |
2,207,105
| – | – |
|
38
Bristol-Myers Squibb
BMY
$132B
| $96.5M | 0.47% |
1,356,735
+25,000
| +2% | +$1.81M |
|
39
State Street Blackstone Senior Loan ETF
SRLN
$5.37B
| $93.7M | 0.45% |
2,293,574
-307,223
| -12% | -$13M |
|
40
Walt Disney
DIS
$181B
| $91.1M | 0.44% |
965,807
+24,020
| +3% | +$2.57M |
|
41
Archer Daniels Midland
ADM
$38.5B
| $88.8M | 0.43% |
1,104,196
-147,483
| -12% | -$12.1M |
|
42
NextEra Energy
NEE
$179B
| $88.2M | 0.43% |
1,125,095
+162,242
| +17% | +$13.8M |
|
43
Royal Bank of Canada
RY
$299B
| $87.8M | 0.43% |
969,957
-18,195
| -2% | -$1.74M |
|
44
McDonald's
MCD
$195B
| $87.2M | 0.42% |
378,067
-2,000
| -0.5% | -$511K |
|
45
Philip Morris
PM
$296B
| $86.7M | 0.42% |
1,044,158
+5,678
| +0.5% | +$542K |
|
46
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
| $86.2M | 0.42% |
3,286,400
+1,208,000
| +58% | +$33.4M |
|
47
Broadcom
AVGO
$2T
| $82.1M | 0.4% |
1,849,270
+84,250
| +5% | +$4.3M |
|
48
Canadian National Railway
CNI
$77.2B
| $81.8M | 0.4% |
754,420
+6,178
| +0.8% | +$736K |
|
49
PepsiCo
PEP
$192B
| $78.9M | 0.38% |
483,360
| – | – |
|
50
Cisco
CSCO
$454B
| $78.4M | 0.38% |
1,960,498
+16,036
| +0.8% | +$711K |
|
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PCH
N
State of Tennessee, Department of Treasury's Q3 2022 Portfolio in Review
As of Q3 2022, State of Tennessee, Department of Treasury held 1,731 positions worth $20.6B, down 4.2% from $21.5B the previous quarter. Its ten largest holdings account for 22% of the portfolio.
State of Tennessee, Department of Treasury's Q3 2022 filing shows 96 new, 857 increased, 390 reduced and 86 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 959,934 shares worth $64.1M. The largest sale was State Street Technology Select Sector SPDR ETF, an estimated $313M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Healthcare.
- State of Tennessee, Department of Treasury's largest Q3 2022 buy was State Street Consumer Staples Select Sector SPDR ETF: 959,934 shares worth $64.1M.
- State of Tennessee, Department of Treasury added most to Vanguard Morningstar Total Stock Market ETF in Q3 2022, an estimated $66.8M increase.
- State of Tennessee, Department of Treasury's biggest Q3 2022 reduction was State Street Technology Select Sector SPDR ETF, cutting an estimated $313M.
- State of Tennessee, Department of Treasury fully exited First Trust Senior Loan Fund ETF in Q3 2022, selling an estimated $10.3M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 22% of its $20.6B portfolio in Q3 2022.
- State of Tennessee, Department of Treasury opened 96 new positions and closed 86 in Q3 2022.
- State of Tennessee, Department of Treasury's portfolio value fell 4.2% quarter-over-quarter to $20.6B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2022, filed 15 Nov 2022.