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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
LEA icon
751
Lear
LEA
$8.16B
$2.43M 0.01%
19,559
– –
ABCB icon
752
Ameris Bancorp
ABCB
$5.94B
$2.42M 0.01%
51,320
– –
SMPL icon
753
Simply Good Foods
SMPL
$968M
$2.41M 0.01%
63,268
-9,891
-14% -$365K
NMIH icon
754
NMI Holdings
NMIH
$3.38B
$2.4M 0.01%
114,608
-19,721
-15% -$413K
WIRE
755
DELISTED
Encore Wire Corp
WIRE
$2.39M 0.01%
17,401
– –
SMTC icon
756
Semtech
SMTC
$12.4B
$2.39M 0.01%
83,385
+25,550
+44% +$725K
CZR icon
757
Caesars Entertainment
CZR
$6.04B
$2.39M 0.01%
57,447
+23,790
+71% +$1.06M
HOMB icon
758
Home BancShares
HOMB
$6.23B
$2.38M 0.01%
104,668
– –
NSP icon
759
Insperity
NSP
$1.92B
$2.38M 0.01%
20,939
– –
SEDG icon
760
SolarEdge
SEDG
$1.98B
$2.38M 0.01%
8,391
-667
-7% -$177K
COOP
761
DELISTED
Mr. Cooper
COOP
$2.36M 0.01%
58,714
+8,290
+16% +$350K
MPWR icon
762
Monolithic Power Systems
MPWR
$70B
$2.34M 0.01%
6,629
-527
-7% -$189K
MTH icon
763
Meritage Homes
MTH
$4.75B
$2.34M 0.01%
50,812
-1,324
-3% -$53.5K
LTHM
764
DELISTED
Livent Corporation
LTHM
$2.34M 0.01%
117,926
– –
FDS icon
765
Factset
FDS
$9.89B
$2.34M 0.01%
5,836
-4,555
-44% -$1.94M
JPST icon
766
JPMorgan Ultra-Short Income ETF
JPST
$40.6B
$2.34M 0.01%
+46,700
New +$2.34M
AGCO icon
767
AGCO
AGCO
$7.11B
$2.32M 0.01%
16,752
– –
OFG icon
768
OFG Bancorp
OFG
$2.26B
$2.32M 0.01%
84,255
+18,872
+29% +$518K
ALGN icon
769
Align Technology
ALGN
$12.4B
$2.32M 0.01%
10,988
-874
-7% -$175K
GTLS
770
DELISTED
Chart Industries
GTLS
$2.31M 0.01%
+20,000
New +$3.21M
CINF icon
771
Cincinnati Financial
CINF
$26.5B
$2.29M 0.01%
22,379
-1,781
-7% -$183K
CPAY icon
772
Corpay
CPAY
$26.9B
$2.29M 0.01%
12,451
-990
-7% -$181K
NPO icon
773
Enpro
NPO
$7.12B
$2.28M 0.01%
20,982
– –
INCY icon
774
Incyte
INCY
$24.5B
$2.28M 0.01%
28,374
-2,258
-7% -$173K
PBH icon
775
Prestige Consumer Healthcare
PBH
$2.43B
$2.28M 0.01%
36,401
– –
29 30
31
32 33

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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.