State of Tennessee, Treasury Department

Q2 2022 13F-HR Holdings

Location
Nashville, TN
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
1,640
Total value ($000)
$21,545,761
Net value change ($000)
-4,435,427 (-17.1%)
New positions
50
Sold out positions
91
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/11/2022 Next filing: 1/26/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
KO 65,027 58.0%
SRLN 53,816 98.8%
NOC 45,355 252.6%
LMT 43,994 141.0%
JNK 38,985 131.6%
AMT 34,733 188.5%
IBM 30,349 161.4%
AEE 29,692 768.4%
XEL 25,340 404.5%
WEC 24,818 488.8%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -252,363 -22.5%
EWT -193,283 -25.1%
AMZN -192,553 -31.0%
MSFT -176,393 -17.8%
XLK -145,024 -30.5%
TSLA -140,694 -36.5%
NVDA -136,571 -49.5%
EWY -110,550 -19.6%
GOOGL -101,564 -21.0%
PLD -74,837 -26.5%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type