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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
BMO icon
126
Bank of Montreal
BMO
$129B
$49.9M 0.18%
463,052
-17,058
-4% -$1.84M
DVN icon
127
Devon Energy
DVN
$48.6B
$49.7M 0.18%
1,127,643
-332,849
-23% -$13.8M
EW icon
128
Edwards Lifesciences
EW
$53.5B
$49.3M 0.18%
380,575
+175,706
+86% +$20.5M
TDG icon
129
TransDigm Group
TDG
$68.1B
$49.2M 0.18%
77,311
-23,793
-24% -$14.9M
INTU icon
130
Intuit
INTU
$92.3B
$48.9M 0.18%
76,005
+9,318
+14% +$5.75M
ASML icon
131
ASML
ASML
$713B
$48.9M 0.18%
61,390
-3,150
-5% -$2.5M
DOW icon
132
Dow Inc
DOW
$22.1B
$48.2M 0.18%
849,640
-198,366
-19% -$11.3M
LIN icon
133
Linde
LIN
$220B
$48.1M 0.18%
138,946
+7,522
+6% +$2.44M
BAX icon
134
Baxter International
BAX
$14B
$48.1M 0.18%
560,262
-740,503
-57% -$59.6M
PNC icon
135
PNC Financial Services
PNC
$102B
$48M 0.18%
239,408
-14,333
-6% -$2.92M
NUE icon
136
Nucor
NUE
$61.8B
$47.1M 0.17%
412,427
-16,342
-4% -$1.79M
PSA icon
137
Public Storage
PSA
$61B
$45.6M 0.17%
121,705
+13,885
+13% +$4.64M
SCHW
138
Charles Schwab
SCHW
$189B
$45.5M 0.17%
541,474
+149,371
+38% +$12.1M
MAA icon
139
Mid-America Apartment Communities
MAA
$15.6B
$45.3M 0.17%
197,476
+27,055
+16% +$5.59M
JNK icon
140
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
$45.1M 0.17%
+415,600
New +$45M
BSX icon
141
Boston Scientific
BSX
$74.7B
$44.9M 0.17%
1,056,750
+66,665
+7% +$2.8M
AON icon
142
Aon
AON
$74.3B
$44.8M 0.16%
148,953
-23,558
-14% -$7.06M
TER icon
143
Teradyne
TER
$65.4B
$43.4M 0.16%
265,324
+237,230
+844% +$33.4M
NXPI icon
144
NXP Semiconductors
NXPI
$58.7B
$43.3M 0.16%
190,154
+123,960
+187% +$26.4M
PH icon
145
Parker-Hannifin
PH
$133B
$42.4M 0.16%
133,231
-97,880
-42% -$30.3M
MCO icon
146
Moody's
MCO
$82.4B
$41.7M 0.15%
106,813
-20,388
-16% -$7.86M
ROP icon
147
Roper Technologies
ROP
$38.4B
$41.3M 0.15%
83,939
+66,157
+372% +$31.5M
ICLR icon
148
Icon
ICLR
$12.7B
$41.3M 0.15%
133,207
-6,815
-5% -$1.91M
SYK icon
149
Stryker
SYK
$131B
$41.2M 0.15%
153,937
+22,172
+17% +$5.82M
TFC icon
150
Truist Financial
TFC
$64.6B
$41M 0.15%
700,379
+473,145
+208% +$28.9M
4 5
6
7 8

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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.