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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
DHC
1376
Diversified Healthcare Trust
DHC
$2.03B
$443K ﹤0.01%
143,532
+1,620
+1% +$5.23K
UIS icon
1377
Unisys
UIS
$210M
$441K ﹤0.01%
21,422
-7,490
-26% -$165K
PRA
1378
DELISTED
ProAssurance
PRA
$439K ﹤0.01%
17,358
– –
CONN
1379
DELISTED
Conn's Inc.
CONN
$437K ﹤0.01%
18,570
– –
ATKR icon
1380
Atkore
ATKR
$3.17B
$436K ﹤0.01%
3,922
– –
KOP icon
1381
Koppers
KOP
$874M
$436K ﹤0.01%
13,925
-3,209
-19% -$105K
SNEX icon
1382
StoneX
SNEX
$8.05B
$436K ﹤0.01%
35,984
– –
PGTI
1383
DELISTED
PGT, Inc.
PGTI
$431K ﹤0.01%
19,185
– –
DAWN
1384
DELISTED
Day One Biopharmaceuticals
DAWN
$429K ﹤0.01%
+25,460
New +$523K
HCSG icon
1385
Healthcare Services Group
HCSG
$1.45B
$428K ﹤0.01%
24,050
– –
EFC
1386
Ellington Financial
EFC
$1.76B
$426K ﹤0.01%
24,904
– –
BANF icon
1387
BancFirst
BANF
$3.89B
$424K ﹤0.01%
6,012
– –
STRA icon
1388
Strategic Education
STRA
$1.86B
$424K ﹤0.01%
7,325
-600
-8% -$37.6K
PDFS icon
1389
PDF Solutions
PDFS
$2.13B
$423K ﹤0.01%
13,322
+3,883
+41% +$108K
BFS
1390
Saul Centers
BFS
$865M
$420K ﹤0.01%
7,925
+138
+2% +$6.86K
SBSI icon
1391
Southside Bancshares
SBSI
$984M
$419K ﹤0.01%
10,024
– –
ICHR icon
1392
Ichor Holdings
ICHR
$2.67B
$416K ﹤0.01%
9,037
-9,551
-51% -$423K
CHCO icon
1393
City Holding Co
CHCO
$2.08B
$415K ﹤0.01%
5,078
– –
CHUY
1394
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$414K ﹤0.01%
13,756
– –
NATR icon
1395
Nature's Sunshine
NATR
$269M
$411K ﹤0.01%
22,191
+4,017
+22% +$68.2K
PDI icon
1396
PIMCO Dynamic Income Fund
PDI
$7.33B
$411K ﹤0.01%
+15,879
New +$415K
SHEN icon
1397
Shenandoah Telecom
SHEN
$744M
$410K ﹤0.01%
16,083
-10,742
-40% -$302K
BRKL
1398
DELISTED
Brookline Bancorp
BRKL
$408K ﹤0.01%
25,170
– –
FARO
1399
DELISTED
Faro Technologies
FARO
$406K ﹤0.01%
5,805
– –
THRY icon
1400
Thryv Holdings
THRY
$96.9M
$404K ﹤0.01%
+9,820
New +$338K
54 55
56
57 58

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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.