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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
-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
Cap. Flow
+$355M
Cap. Flow %
1.72%
Top 10 Hldgs %
22.31%
Holding
1,731
New
96
Increased
857
Reduced
390
Closed
86

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$70.3M
2
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$66.8M
3
AAPL icon
Apple
AAPL
+$61.7M
4
MSFT icon
Microsoft
MSFT
+$60.8M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$59.5M

Top Sells

Rank Stock Value
1
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$313M
2
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$57.3M
3
RTX icon
RTX Corp
RTX
+$42M
4
PG icon
Procter & Gamble
PG
+$38.7M
5
AWK icon
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
XEL icon
151
Xcel Energy
XEL
$49.4B
$31.2M 0.15%
487,753
+41,124
+9% +$2.99M
HCA icon
152
HCA Healthcare
HCA
$88.5B
$31.2M 0.15%
169,721
+10,568
+7% +$2.11M
GWW icon
153
W.W. Grainger
GWW
$61.8B
$30.8M 0.15%
62,863
+50,699
+417% +$26.7M
HSY icon
154
Hershey
HSY
$37.3B
$30.6M 0.15%
138,679
– –
ADSK icon
155
Autodesk
ADSK
$51.8B
$30.3M 0.15%
162,441
+10,000
+7% +$2.02M
MCHP icon
156
Microchip Technology
MCHP
$43.3B
$30.2M 0.15%
494,680
+10,000
+2% +$657K
IQV icon
157
IQVIA
IQV
$39.5B
$30.2M 0.15%
166,461
– –
ULTA icon
158
Ulta Beauty
ULTA
$22.1B
$30.1M 0.15%
74,916
+5,000
+7% +$2.01M
ELV icon
159
Elevance Health
ELV
$86.7B
$29.8M 0.14%
65,607
– –
BXP icon
160
Boston Properties
BXP
$11.1B
$29.7M 0.14%
396,398
– –
HAL icon
161
Halliburton
HAL
$27.5B
$28.8M 0.14%
1,171,505
-92,017
-7% -$2.63M
AVY icon
162
Avery Dennison
AVY
$13.5B
$28.8M 0.14%
177,120
– –
AEE icon
163
Ameren
AEE
$30.2B
$28.8M 0.14%
357,129
-14,230
-4% -$1.3M
AJG icon
164
Arthur J. Gallagher & Co
AJG
$64.4B
$28.8M 0.14%
168,007
– –
WEC icon
165
WEC Energy
WEC
$35.8B
$28.6M 0.14%
320,027
+22,986
+8% +$2.35M
GM icon
166
General Motors
GM
$76.3B
$28.4M 0.14%
886,019
– –
TRP icon
167
TC Energy
TRP
$65.7B
$28.3M 0.14%
698,378
+19,125
+3% +$948K
ESS icon
168
Essex Property Trust
ESS
$18.4B
$28M 0.14%
115,554
+10,971
+10% +$2.97M
CTRA
169
DELISTED
Coterra Energy
CTRA
$28M 0.14%
1,070,133
– –
A icon
170
Agilent Technologies
A
$41.9B
$27.9M 0.14%
229,943
– –
CM icon
171
Canadian Imperial Bank of Commerce
CM
$111B
$27.6M 0.13%
628,320
-688
-0.1% -$33.5K
SU icon
172
Suncor Energy
SU
$76.1B
$27.2M 0.13%
961,531
-91,964
-9% -$2.91M
EWC icon
173
iShares MSCI Canada ETF
EWC
$6.52B
$26.9M 0.13%
874,772
+128,101
+17% +$4.36M
SHYG icon
174
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$26.8M 0.13%
+670,100
New +$27.7M
FIS icon
175
Fidelity National Information Services
FIS
$22B
$26.4M 0.13%
349,256
+45,000
+15% +$4.19M
5 6
7
8 9

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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.