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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
BAC icon
26
Bank of America
BAC
$452B
$179M 0.66%
4,031,244
-183,531
-4% -$8.36M
V icon
27
Visa
V
$675B
$176M 0.65%
810,755
-34,835
-4% -$7.48M
PM icon
28
Philip Morris
PM
$298B
$172M 0.63%
1,810,663
-392,476
-18% -$36.7M
MA icon
29
Mastercard
MA
$492B
$168M 0.62%
467,859
+45,213
+11% +$15.6M
MBB icon
30
iShares MBS ETF
MBB
$39.2B
$167M 0.61%
1,550,423
+149,403
+11% +$16.1M
TMO icon
31
Thermo Fisher Scientific
TMO
$222B
$159M 0.59%
238,664
+3,531
+2% +$2.2M
AVGO icon
32
Broadcom
AVGO
$2.02T
$151M 0.56%
2,271,600
+139,480
+7% +$7.84M
SHOP icon
33
Shopify
SHOP
$195B
$151M 0.55%
1,092,290
-64,520
-6% -$9.43M
CSCO icon
34
Cisco
CSCO
$450B
$146M 0.54%
2,302,011
-72,995
-3% -$4.17M
ACN icon
35
Accenture
ACN
$112B
$142M 0.52%
343,696
+68,504
+25% +$25M
NEE icon
36
NextEra Energy
NEE
$179B
$135M 0.5%
1,445,910
-51,465
-3% -$4.45M
NFLX icon
37
Netflix
NFLX
$322B
$131M 0.48%
2,171,350
-166,520
-7% -$10.6M
LLY icon
38
Eli Lilly
LLY
$1.09T
$131M 0.48%
472,652
+93,862
+25% +$23.8M
EZA icon
39
iShares MSCI South Africa ETF
EZA
$563M
$128M 0.47%
2,754,119
– –
ABBV icon
40
AbbVie
ABBV
$447B
$127M 0.47%
938,463
+372,553
+66% +$44M
NKE icon
41
Nike
NKE
$60.4B
$123M 0.45%
740,192
-83,873
-10% -$13.8M
CVS icon
42
CVS Health
CVS
$123B
$123M 0.45%
1,190,561
-230,920
-16% -$21.3M
GS icon
43
Goldman Sachs
GS
$305B
$122M 0.45%
319,680
-11,056
-3% -$4.38M
MS icon
44
Morgan Stanley
MS
$345B
$115M 0.42%
1,173,165
+89,785
+8% +$8.94M
PFE icon
45
Pfizer
PFE
$151B
$111M 0.41%
1,887,331
-184,094
-9% -$9.12M
DIS icon
46
Walt Disney
DIS
$180B
$110M 0.4%
708,613
-240,221
-25% -$38.8M
JPST icon
47
JPMorgan Ultra-Short Income ETF
JPST
$40.6B
$109M 0.4%
+2,158,100
New +$109M
RY icon
48
Royal Bank of Canada
RY
$298B
$108M 0.4%
1,018,465
-37,519
-4% -$3.89M
XOM icon
49
ExxonMobil
XOM
$651B
$106M 0.39%
1,729,964
-202,121
-10% -$12.6M
ABT icon
50
Abbott
ABT
$194B
$104M 0.38%
742,062
-362,756
-33% -$46.4M
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.