State of Tennessee, Treasury Department

Q4 2022 13F-HR Holdings

Location
Nashville, TN
Holdings as of
12/31/2022
Date filed
2/15/2023
Form type
13F-HR
Num holdings
1,624
Total value ($000)
$21,421,184
Net value change ($000)
+789,683 (3.8%)
New positions
60
Sold out positions
85
Turnover %
1.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/26/2023 Next filing: 5/12/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SRLN 90,318 96.4%
EWY 70,534 19.0%
VTI 65,080 19.0%
JPM 64,642 45.9%
PLD 64,425 36.0%
SPG 59,217 225.8%
PEP 50,606 64.1%
HYG 44,774 73.2%
AMP 40,885 445.9%
GILD 36,801 179.4%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -163,339 -55.6%
AMZN -126,303 -27.9%
AAPL -100,013 -10.7%
DUKE REALTY CORP -41,155 -100.0%
BN -40,795 -100.0%
GOOGL -35,496 -10.6%
KR -34,960 -66.2%
EWT -31,677 -6.4%
PM -30,066 -34.7%
FPE -29,657 -84.9%
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