State of Tennessee, Treasury Department

Q4 2023 13F-HR Holdings

Location
Nashville, TN
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
1,657
Total value ($000)
$25,512,650
Net value change ($000)
+751,452 (3.0%)
New positions
130
Sold out positions
72
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 182,568 18.7%
AAPL 104,791 9.9%
AMZN 88,054 17.9%
UBER 56,297 NEW
NVDA 54,577 12.0%
AVGO 49,229 31.2%
ANGL 47,464 72.2%
META 37,930 12.9%
INTC 35,737 65.6%
EWY 35,296 7.3%
Top Reduces (Value $000, Stocks/ETFs)
VTI -413,873 -40.7%
VCIT -207,400 -42.1%
MBB -198,357 -41.7%
VCLT -192,625 -41.2%
VEA -154,533 -35.5%
HYG -122,592 -56.0%
VNQ -118,947 -36.7%
BKLN -69,525 -100.0%
XOM -45,075 -22.0%
EWC -32,104 -41.0%
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