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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
HYG icon
26
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$183M 0.67%
2,330,908
+940,923
+68% +$74.7M
XOM icon
27
ExxonMobil
XOM
$650B
$181M 0.66%
1,686,298
-90,170
-5% -$10.5M
PLD icon
28
Prologis
PLD
$135B
$173M 0.63%
1,637,278
-10,748
-0.7% -$1.24M
EWZ icon
29
iShares MSCI Brazil ETF
EWZ
$8.57B
$170M 0.62%
7,562,605
-196,779
-3% -$5.27M
UNH icon
30
UnitedHealth
UNH
$363B
$162M 0.59%
319,835
-14,299
-4% -$8.12M
MA icon
31
Mastercard
MA
$492B
$156M 0.57%
296,028
-13,075
-4% -$6.77M
ANGL icon
32
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.11B
$147M 0.53%
5,129,285
+195,085
+4% +$5.66M
COST icon
33
Costco
COST
$422B
$142M 0.52%
155,467
-6,916
-4% -$6.42M
HD icon
34
Home Depot
HD
$345B
$141M 0.51%
362,371
-17,895
-5% -$7.31M
PG icon
35
Procter & Gamble
PG
$338B
$141M 0.51%
839,355
-59,379
-7% -$10.1M
NFLX icon
36
Netflix
NFLX
$321B
$139M 0.51%
1,564,650
-154,660
-9% -$12.7M
WMT icon
37
Walmart Inc
WMT
$919B
$139M 0.51%
1,541,964
-138,107
-8% -$12M
LIN icon
38
Linde
LIN
$222B
$132M 0.48%
315,942
-6,390
-2% -$2.91M
JNJ icon
39
Johnson & Johnson
JNJ
$628B
$126M 0.46%
871,637
-29,324
-3% -$4.54M
VNQ icon
40
Vanguard Real Estate ETF
VNQ
$39.1B
$124M 0.45%
1,391,952
-936,832
-40% -$88.5M
CRM icon
41
Salesforce
CRM
$160B
$124M 0.45%
369,418
-25,793
-7% -$8.23M
EZA icon
42
iShares MSCI South Africa ETF
EZA
$562M
$115M 0.42%
2,754,119
– –
RACE icon
43
Ferrari
RACE
$72.6B
$114M 0.42%
267,797
-29,789
-10% -$13.4M
ABBV icon
44
AbbVie
ABBV
$447B
$114M 0.41%
642,373
-37,015
-5% -$6.81M
BAC icon
45
Bank of America
BAC
$452B
$107M 0.39%
2,426,152
-107,189
-4% -$4.72M
RY icon
46
Royal Bank of Canada
RY
$298B
$98.1M 0.36%
813,769
+4,644
+0.6% +$573K
VGIT icon
47
Vanguard Intermediate-Term Treasury ETF
VGIT
$42.5B
$96.7M 0.35%
+1,666,581
New +$98M
ORCL icon
48
Oracle
ORCL
$454B
$95.7M 0.35%
574,348
-19,531
-3% -$3.47M
KO icon
49
Coca-Cola
KO
$376B
$92.6M 0.34%
1,486,684
-64,229
-4% -$4.19M
MRK icon
50
Merck
MRK
$331B
$92.5M 0.34%
929,554
-40,258
-4% -$4.15M
1
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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.