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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
ACLS icon
1201
Axcelis
ACLS
$4.29B
$971K ﹤0.01%
13,893
-2,329
-14% -$193K
HBI
1202
DELISTED
Hanesbrands
HBI
$969K ﹤0.01%
119,052
-24,730
-17% -$195K
CNMD icon
1203
CONMED
CNMD
$1.5B
$967K ﹤0.01%
14,136
-1,257
-8% -$87.6K
WWW icon
1204
Wolverine World Wide
WWW
$1.71B
$967K ﹤0.01%
43,567
+23,287
+115% +$467K
CHH icon
1205
Choice Hotels
CHH
$4.69B
$967K ﹤0.01%
6,808
-192
-3% -$27.2K
ANDE icon
1206
Andersons Inc
ANDE
$2.24B
$966K ﹤0.01%
23,846
-1,632
-6% -$75.7K
KN icon
1207
Knowles
KN
$3.28B
$964K ﹤0.01%
48,393
+6,078
+14% +$113K
MCRI icon
1208
Monarch Casino & Resort
MCRI
$2.23B
$964K ﹤0.01%
12,223
+361
+3% +$29.1K
PLUS icon
1209
ePlus
PLUS
$2.31B
$964K ﹤0.01%
13,046
-3,612
-22% -$315K
MTX icon
1210
Minerals Technologies
MTX
$2.25B
$963K ﹤0.01%
12,638
-3,662
-22% -$288K
VAC icon
1211
Marriott Vacations Worldwide
VAC
$4.2B
$961K ﹤0.01%
10,699
-301
-3% -$26.1K
LMAT icon
1212
LeMaitre Vascular
LMAT
$1.87B
$960K ﹤0.01%
10,418
-209
-2% -$20.1K
ITRN icon
1213
Ituran Location and Control
ITRN
$1.06B
$956K ﹤0.01%
30,698
+7,555
+33% +$215K
PBH icon
1214
Prestige Consumer Healthcare
PBH
$2.45B
$954K ﹤0.01%
12,218
-535
-4% -$41.5K
HAYW icon
1215
Hayward Holdings
HAYW
$3.21B
$953K ﹤0.01%
62,315
+29,548
+90% +$463K
DLB icon
1216
Dolby
DLB
$5.83B
$951K ﹤0.01%
12,173
-343
-3% -$26.1K
STRA icon
1217
Strategic Education
STRA
$1.84B
$949K ﹤0.01%
10,163
-235
-2% -$21.9K
LIVN icon
1218
LivaNova
LIVN
$4.48B
$949K ﹤0.01%
20,497
-578
-3% -$29.6K
DIOD icon
1219
Diodes
DIOD
$4.73B
$949K ﹤0.01%
15,387
-489
-3% -$30.5K
ARCB icon
1220
ArcBest
ARCB
$3.23B
$943K ﹤0.01%
10,100
-845
-8% -$89.3K
HII icon
1221
Huntington Ingalls Industries
HII
$12.9B
$941K ﹤0.01%
4,977
-278
-5% -$60.1K
PHIN icon
1222
Phinia Inc
PHIN
$2.76B
$939K ﹤0.01%
19,497
-3,083
-14% -$152K
COTY icon
1223
Coty
COTY
$2.49B
$935K ﹤0.01%
134,377
-36,043
-21% -$277K
NBTB icon
1224
NBT Bancorp
NBTB
$2.79B
$935K ﹤0.01%
19,568
+8,537
+77% +$406K
NEOG icon
1225
Neogen
NEOG
$2.54B
$926K ﹤0.01%
76,256
-2,152
-3% -$30.1K
47 48
49
50 51

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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.