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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
+1.32%
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
$27.6B
AUM Growth
-$891M
Cap. Flow
-$738M
Cap. Flow %
-2.68%
Top 10 Hldgs %
27.4%
Holding
1,811
New
95
Increased
403
Reduced
1,213
Closed
74

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$205M
2
MBB icon
iShares MBS ETF
MBB
+$141M
3
VGIT icon
Vanguard Intermediate-Term Treasury ETF
VGIT
+$98M
4
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$91.2M
5
SRLN icon
State Street Blackstone Senior Loan ETF
SRLN
+$89.1M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$263M
2
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$112M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$88.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$73.9M
5
MSFT icon
Microsoft
MSFT
+$51.7M

Sector Composition

Rank Sector Weight
1 Technology 23.39%
2 Financials 11.31%
3 Consumer Discretionary 9.1%
4 Healthcare 7.5%
5 Industrials 6.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FTNT icon
226
Fortinet
FTNT
$121B
$21.5M 0.08%
227,150
-13,040
-5% -$1.16M
CVS icon
227
CVS Health
CVS
$121B
$21.4M 0.08%
477,251
+21,251
+5% +$1.19M
GD icon
228
General Dynamics
GD
$106B
$21.4M 0.08%
81,065
-5,408
-6% -$1.56M
TRV icon
229
Travelers Companies
TRV
$77.2B
$21.1M 0.08%
87,518
-3,919
-4% -$978K
FCX icon
230
Freeport-McMoran
FCX
$93.4B
$20.7M 0.08%
544,213
-23,556
-4% -$1.05M
TFC icon
231
Truist Financial
TFC
$64.8B
$20.7M 0.08%
477,671
-21,002
-4% -$937K
MET icon
232
MetLife
MET
$61.9B
$20.6M 0.07%
252,180
-16,490
-6% -$1.37M
CBRE icon
233
CBRE Group
CBRE
$43.9B
$20.6M 0.07%
156,725
-6,803
-4% -$891K
ROP icon
234
Roper Technologies
ROP
$39.4B
$20.2M 0.07%
38,793
-1,708
-4% -$938K
KMI icon
235
Kinder Morgan
KMI
$71.5B
$20.2M 0.07%
735,563
-32,158
-4% -$838K
FERG icon
236
Ferguson
FERG
$47.9B
$20.1M 0.07%
115,470
+1,165
+1% +$231K
AEP icon
237
American Electric Power
AEP
$68.2B
$20.1M 0.07%
217,919
-9,013
-4% -$872K
HLT icon
238
Hilton Worldwide
HLT
$72.1B
$20.1M 0.07%
81,217
+2,444
+3% +$598K
EW icon
239
Edwards Lifesciences
EW
$53.3B
$20M 0.07%
270,225
-9,803
-4% -$686K
HWM icon
240
Howmet Aerospace
HWM
$112B
$19.8M 0.07%
181,316
+30,453
+20% +$3.33M
SLF icon
241
Sun Life Financial
SLF
$44.8B
$19.7M 0.07%
332,181
+929
+0.3% +$54.8K
KIM icon
242
Kimco Realty
KIM
$16.3B
$19.7M 0.07%
841,286
-10,586
-1% -$256K
ROST icon
243
Ross Stores
ROST
$78.7B
$19.5M 0.07%
128,842
-5,564
-4% -$818K
KMB icon
244
Kimberly-Clark
KMB
$36.8B
$19.3M 0.07%
147,486
+37,709
+34% +$5.14M
AFL icon
245
Aflac
AFL
$60.7B
$19.3M 0.07%
186,709
-3,945
-2% -$430K
EXR icon
246
Extra Space Storage
EXR
$31.5B
$19.2M 0.07%
128,618
-3,134
-2% -$514K
GREK
247
Global X MSCI Greece ETF
GREK
$331M
$19.1M 0.07%
493,233
+7,033
+1% +$283K
APD icon
248
Air Products & Chemicals
APD
$68B
$19M 0.07%
65,418
-3,115
-5% -$978K
JCI icon
249
Johnson Controls International
JCI
$91.8B
$18.9M 0.07%
239,154
-45,405
-16% -$3.64M
PRU icon
250
Prudential Financial
PRU
$43.1B
$18.8M 0.07%
158,610
+17,812
+13% +$2.2M
8 9
10
11 12

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State of Tennessee, Department of Treasury's Q4 2024 Portfolio in Review

As of Q4 2024, State of Tennessee, Department of Treasury held 1,811 positions worth $27.6B, down 3.1% from $28.4B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

State of Tennessee, Department of Treasury's Q4 2024 filing shows 95 new, 403 increased, 1,213 reduced and 74 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 2,230,569 shares worth $195M. The largest sale was Vanguard Morningstar Total Stock Market ETF, an estimated $263M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 22% a quarter earlier, followed by Financials and Consumer Discretionary.

  • State of Tennessee, Department of Treasury's largest Q4 2024 buy was iShares 20+ Year Treasury Bond ETF: 2,230,569 shares worth $195M.
  • State of Tennessee, Department of Treasury added most to iShares MBS ETF in Q4 2024, an estimated $141M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2024 reduction was Vanguard Morningstar Total Stock Market ETF, cutting an estimated $263M.
  • State of Tennessee, Department of Treasury fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2024, selling an estimated $112M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 27% of its $27.6B portfolio in Q4 2024.
  • State of Tennessee, Department of Treasury opened 95 new positions and closed 74 in Q4 2024.
  • State of Tennessee, Department of Treasury's portfolio value fell 3.1% quarter-over-quarter to $27.6B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2024, filed 13 Feb 2025.