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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
EHC icon
651
Encompass Health
EHC
$12.2B
$3.63M 0.01%
39,267
-1,108
-3% -$109K
BWXT icon
652
BWX Technologies
BWXT
$15.8B
$3.62M 0.01%
32,524
-917
-3% -$112K
PNFP icon
653
Pinnacle Financial Partners Inc
PNFP
$16.2B
$3.62M 0.01%
31,615
-5,967
-16% -$673K
MOH icon
654
Molina Healthcare
MOH
$11B
$3.61M 0.01%
12,415
-670
-5% -$207K
GKOS icon
655
Glaukos
GKOS
$11B
$3.6M 0.01%
24,021
+1,328
+6% +$183K
MAS icon
656
Masco
MAS
$14.6B
$3.6M 0.01%
49,600
-2,677
-5% -$214K
PLNT icon
657
Planet Fitness
PLNT
$3.83B
$3.59M 0.01%
36,277
-1,023
-3% -$93.4K
EXLS icon
658
EXL Service
EXLS
$5.3B
$3.58M 0.01%
80,759
-2,279
-3% -$98.6K
CMA
659
DELISTED
Comerica
CMA
$3.58M 0.01%
57,917
+940
+2% +$61.1K
NYT icon
660
New York Times
NYT
$10.5B
$3.58M 0.01%
68,800
-1,941
-3% -$106K
AYI icon
661
Acuity Brands
AYI
$10.7B
$3.57M 0.01%
12,213
-344
-3% -$107K
SWK icon
662
Stanley Black & Decker
SWK
$15.3B
$3.56M 0.01%
44,393
-18,285
-29% -$1.7M
CNM icon
663
Core & Main
CNM
$8.55B
$3.55M 0.01%
69,781
-1,969
-3% -$92.8K
X
664
DELISTED
US Steel
X
$3.55M 0.01%
104,453
-2,947
-3% -$109K
CCEP icon
665
Coca-Cola Europacific Partners
CCEP
$47.3B
$3.55M 0.01%
46,213
– –
KEX icon
666
Kirby Corp
KEX
$7.3B
$3.55M 0.01%
33,535
+1,086
+3% +$131K
CFR icon
667
Cullen/Frost Bankers
CFR
$10.5B
$3.54M 0.01%
26,334
-4,574
-15% -$601K
JAZZ icon
668
Jazz Pharmaceuticals
JAZZ
$15.8B
$3.53M 0.01%
28,654
+1,568
+6% +$185K
MORN icon
669
Morningstar
MORN
$7.76B
$3.52M 0.01%
10,460
-295
-3% -$101K
HLI icon
670
Houlihan Lokey
HLI
$9.05B
$3.51M 0.01%
20,205
-570
-3% -$100K
ONTO icon
671
Onto Innovation
ONTO
$20.6B
$3.5M 0.01%
21,023
+2,407
+13% +$440K
MKSI icon
672
MKS Inc
MKSI
$20.7B
$3.5M 0.01%
33,507
-945
-3% -$102K
ADM icon
673
Archer Daniels Midland
ADM
$38.6B
$3.49M 0.01%
69,112
-3,880
-5% -$210K
CHDN icon
674
Churchill Downs
CHDN
$6.25B
$3.49M 0.01%
26,114
-736
-3% -$102K
WH icon
675
Wyndham Hotels & Resorts
WH
$5.46B
$3.47M 0.01%
34,449
-972
-3% -$90.2K
25 26
27
28 29

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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.