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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
DIS icon
51
Walt Disney
DIS
$181B
$80.9M 0.38%
931,295
-34,512
-4% -$3.3M
CNI icon
52
Canadian National Railway
CNI
$77.2B
$80.5M 0.38%
677,637
-76,783
-10% -$9.18M
DE icon
53
Deere & Co
DE
$166B
$79.8M 0.37%
186,048
-9,859
-5% -$4.01M
ANGL icon
54
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
$78.7M 0.37%
2,912,100
-374,300
-11% -$10M
ADBE icon
55
Adobe
ADBE
$105B
$78M 0.36%
231,740
-23,190
-9% -$7.42M
CP icon
56
Canadian Pacific Kansas City
CP
$82.4B
$77.7M 0.36%
1,042,953
-117,508
-10% -$8.84M
MINT icon
57
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.1B
$76.8M 0.36%
778,700
– –
WFC icon
58
Wells Fargo
WFC
$268B
$76.4M 0.36%
1,850,354
-45,551
-2% -$2.02M
GS icon
59
Goldman Sachs
GS
$307B
$76.1M 0.36%
221,621
-26,138
-11% -$9.1M
RY icon
60
Royal Bank of Canada
RY
$299B
$74.9M 0.35%
797,343
-172,614
-18% -$16.3M
UPS icon
61
United Parcel Service
UPS
$89.3B
$74.3M 0.35%
427,285
+8,707
+2% +$1.51M
MPC icon
62
Marathon Petroleum
MPC
$97.9B
$73.5M 0.34%
631,821
+6,458
+1% +$736K
EIDO icon
63
iShares MSCI Indonesia ETF
EIDO
$486M
$73.4M 0.34%
3,277,104
– –
LMT icon
64
Lockheed Martin
LMT
$139B
$73M 0.34%
150,159
-13,402
-8% -$6.23M
BMY icon
65
Bristol-Myers Squibb
BMY
$132B
$72.5M 0.34%
1,007,263
-349,472
-26% -$26.4M
XLP icon
66
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$71.6M 0.33%
959,934
– –
MS icon
67
Morgan Stanley
MS
$347B
$71.5M 0.33%
840,431
-14,749
-2% -$1.26M
TD icon
68
Toronto Dominion Bank
TD
$205B
$67.1M 0.31%
1,037,285
-210,011
-17% -$13.6M
NKE icon
69
Nike
NKE
$60.7B
$66.4M 0.31%
567,552
-44,568
-7% -$4.49M
AMD icon
70
Advanced Micro Devices
AMD
$798B
$62.9M 0.29%
971,205
-110,285
-10% -$7.28M
HON icon
71
Honeywell
HON
$73.9B
$62.5M 0.29%
309,319
+66,132
+27% +$12.6M
PG icon
72
Procter & Gamble
PG
$338B
$61.7M 0.29%
407,036
-90,809
-18% -$12.7M
ABT icon
73
Abbott
ABT
$194B
$61.2M 0.29%
557,797
-58,440
-9% -$6.05M
EWM icon
74
iShares MSCI Malaysia ETF
EWM
$332M
$60.7M 0.28%
2,659,114
– –
ACN icon
75
Accenture
ACN
$114B
$60.3M 0.28%
225,902
+2,444
+1% +$676K
1 2
3
4 5

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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.