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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
+10.29%
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
$27.2B
AUM Growth
+$1.56B
Cap. Flow
-$610M
Cap. Flow %
-2.25%
Top 10 Hldgs %
23.85%
Holding
1,754
New
95
Increased
420
Reduced
585
Closed
78

Top Buys

Rank Stock Value
1
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$109M
2
EWT icon
iShares MSCI Taiwan ETF
EWT
+$64M
3
MRK icon
Merck
MRK
+$63.8M
4
FPE icon
First Trust Preferred Securities and Income ETF
FPE
+$59.1M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$50.1M

Top Sells

Rank Stock Value
1
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$90.9M
2
FTSL icon
First Trust Senior Loan Fund ETF
FTSL
+$68.4M
3
BAX icon
Baxter International
BAX
+$59.6M
4
AAPL icon
Apple
AAPL
+$56.6M
5
MSFT icon
Microsoft
MSFT
+$53.4M

Sector Composition

Rank Sector Weight
1 Technology 18.62%
2 Financials 11.65%
3 Healthcare 9.77%
4 Consumer Discretionary 9.65%
5 Industrials 7.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PG icon
51
Procter & Gamble
PG
$337B
$102M 0.37%
620,845
+134,550
+28% +$20M
TD icon
52
Toronto Dominion Bank
TD
$205B
$99.9M 0.37%
1,301,739
-47,954
-4% -$3.5M
CNI icon
53
Canadian National Railway
CNI
$77.2B
$98.7M 0.36%
802,721
+5,347
+0.7% +$677K
MCD icon
54
McDonald's
MCD
$194B
$97.5M 0.36%
363,900
-26,395
-7% -$6.66M
LOW icon
55
Lowe's Companies
LOW
$122B
$97.3M 0.36%
376,403
-23,287
-6% -$5.54M
UNP icon
56
Union Pacific
UNP
$176B
$96.6M 0.36%
383,332
-181,700
-32% -$43M
KR icon
57
Kroger
KR
$34.8B
$96.5M 0.36%
2,131,684
-342,582
-14% -$14.4M
ADM icon
58
Archer Daniels Midland
ADM
$38.9B
$95.9M 0.35%
1,418,838
-10,756
-0.8% -$695K
AMAT icon
59
Applied Materials
AMAT
$440B
$95.4M 0.35%
606,417
+204,932
+51% +$29.7M
ADBE icon
60
Adobe
ADBE
$104B
$94.6M 0.35%
166,912
-38,796
-19% -$24.3M
MRK icon
61
Merck
MRK
$332B
$94.2M 0.35%
1,229,184
+801,354
+187% +$63.8M
CRM icon
62
Salesforce
CRM
$160B
$93.7M 0.34%
368,516
-4,135
-1% -$1.16M
KO icon
63
Coca-Cola
KO
$377B
$92.7M 0.34%
1,565,125
+53,123
+4% +$2.96M
CMCSA icon
64
Comcast
CMCSA
$91.9B
$90.7M 0.33%
1,802,518
-550,698
-23% -$28.7M
THD icon
65
iShares MSCI Thailand ETF
THD
$355M
$89.9M 0.33%
1,180,592
+92,784
+9% +$7.07M
COST icon
66
Costco
COST
$423B
$89.7M 0.33%
158,090
+17,978
+13% +$9.21M
ANGL icon
67
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.12B
$89.7M 0.33%
2,720,000
-207,100
-7% -$6.82M
WFC icon
68
Wells Fargo
WFC
$267B
$86M 0.32%
1,791,474
-91,394
-5% -$4.5M
EOG icon
69
EOG Resources
EOG
$74.5B
$85.7M 0.32%
964,424
+95,998
+11% +$8.62M
SPG icon
70
Simon Property Group
SPG
$71.6B
$84.7M 0.31%
530,201
+11,267
+2% +$1.72M
DHR icon
71
Danaher
DHR
$144B
$82.9M 0.31%
284,352
-9,270
-3% -$2.55M
BA icon
72
Boeing
BA
$182B
$82M 0.3%
407,442
-73,826
-15% -$15.6M
VNQ icon
73
Vanguard Real Estate ETF
VNQ
$38.9B
$81.1M 0.3%
698,965
-115,157
-14% -$12.6M
BMY icon
74
Bristol-Myers Squibb
BMY
$131B
$80.5M 0.3%
1,291,555
-208,400
-14% -$12.2M
CP icon
75
Canadian Pacific Kansas City
CP
$82.3B
$80.3M 0.3%
1,115,376
-8,184
-0.7% -$598K
1 2
3
4 5

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State of Tennessee, Department of Treasury's Q4 2021 Portfolio in Review

As of Q4 2021, State of Tennessee, Department of Treasury held 1,754 positions worth $27.2B, up 6.1% from $25.6B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Tennessee, Department of Treasury's Q4 2021 filing shows 95 new, 420 increased, 585 reduced and 78 closed positions. Its largest new stake was JPMorgan Ultra-Short Income ETF: 2,158,100 shares worth $109M. The largest sale was PIMCO Enhanced Short Maturity Active Exchange-Traded Fund, an estimated $90.9M.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 17% a quarter earlier, followed by Financials and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q4 2021 buy was JPMorgan Ultra-Short Income ETF: 2,158,100 shares worth $109M.
  • State of Tennessee, Department of Treasury added most to iShares MSCI Taiwan ETF in Q4 2021, an estimated $64M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2021 reduction was First Trust Senior Loan Fund ETF, cutting an estimated $68.4M.
  • State of Tennessee, Department of Treasury fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2021, selling an estimated $90.9M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 24% of its $27.2B portfolio in Q4 2021.
  • State of Tennessee, Department of Treasury opened 95 new positions and closed 78 in Q4 2021.
  • State of Tennessee, Department of Treasury's portfolio value rose 6.1% quarter-over-quarter to $27.2B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2021, filed 15 Feb 2022.