State of Tennessee, Treasury Department

Q3 2023 13F-HR Holdings

Location
Nashville, TN
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
1,599
Total value ($000)
$24,761,198
Net value change ($000)
+869,189 (3.6%)
New positions
60
Sold out positions
169
Turnover %
1.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
VTI 561,714 123.3%
VCIT 261,332 113.1%
MBB 252,147 113.0%
VCLT 242,141 107.3%
VEA 208,992 92.6%
VNQ 146,815 82.8%
HYG 141,986 184.4%
LLY 76,903 77.4%
SRLN 65,705 57.6%
PG 64,977 82.6%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -167,656 -13.7%
MSFT -87,549 -8.2%
KO -75,487 -45.9%
PEP -61,571 -36.7%
MA -56,924 -29.6%
MPC -51,656 -60.4%
LMT -49,615 -66.3%
UPS -46,759 -59.2%
BMY -46,551 -50.5%
ADM -45,791 -58.9%
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