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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
ENPH icon
826
Enphase Energy
ENPH
$5.39B
$2.45M 0.01%
35,669
-1,484
-4% -$118K
MSA icon
827
Mine Safety
MSA
$7.32B
$2.45M 0.01%
14,755
-416
-3% -$71.3K
DY icon
828
Dycom Industries
DY
$12.3B
$2.44M 0.01%
14,017
+583
+4% +$108K
CALM icon
829
Cal-Maine
CALM
$3.87B
$2.44M 0.01%
23,663
-4,439
-16% -$419K
NCLH icon
830
Norwegian Cruise Line
NCLH
$8.98B
$2.41M 0.01%
93,854
-5,058
-5% -$128K
BYD icon
831
Boyd Gaming
BYD
$6.05B
$2.41M 0.01%
33,277
+1,318
+4% +$92.5K
CHRD icon
832
Chord Energy
CHRD
$7.35B
$2.41M 0.01%
20,633
-582
-3% -$73.2K
PVH icon
833
PVH
PVH
$3.77B
$2.4M 0.01%
22,671
-595
-3% -$61K
WFRD icon
834
Weatherford International
WFRD
$6.6B
$2.4M 0.01%
33,453
+4,908
+17% +$402K
SKYW icon
835
Skywest
SKYW
$4.21B
$2.39M 0.01%
23,899
-55
-0.2% -$5.62K
HLNE icon
836
Hamilton Lane
HLNE
$5.91B
$2.39M 0.01%
+16,142
New +$2.88M
ZWS icon
837
Zurn Elkay Water Solutions
ZWS
$8.41B
$2.38M 0.01%
63,845
+16,555
+35% +$631K
AMG icon
838
Affiliated Managers Group
AMG
$9.7B
$2.38M 0.01%
12,853
-362
-3% -$67.6K
ENSG icon
839
The Ensign Group
ENSG
$10.6B
$2.37M 0.01%
17,871
-2,146
-11% -$312K
LYB icon
840
LyondellBasell Industries
LYB
$20.2B
$2.37M 0.01%
31,847
-1,787
-5% -$150K
LFUS icon
841
Littelfuse
LFUS
$11.4B
$2.36M 0.01%
10,027
-882
-8% -$220K
SIGI icon
842
Selective Insurance
SIGI
$5.59B
$2.35M 0.01%
25,169
-710
-3% -$68K
STWD icon
843
Starwood Property Trust
STWD
$6.05B
$2.35M 0.01%
123,836
-3,494
-3% -$69.2K
NMIH icon
844
NMI Holdings
NMIH
$3.42B
$2.34M 0.01%
63,732
+8,541
+15% +$332K
QLYS icon
845
Qualys
QLYS
$6.78B
$2.33M 0.01%
16,629
+1,834
+12% +$255K
RMBS icon
846
Rambus
RMBS
$10.8B
$2.33M 0.01%
44,078
-15,243
-26% -$777K
GBCI icon
847
Glacier Bancorp
GBCI
$6.48B
$2.32M 0.01%
46,245
-1,305
-3% -$68.2K
WHR icon
848
Whirlpool
WHR
$2.79B
$2.32M 0.01%
20,230
-570
-3% -$62.9K
FIVE icon
849
Five Below
FIVE
$13.4B
$2.32M 0.01%
22,064
+978
+5% +$93.6K
OGE icon
850
OGE Energy
OGE
$9.71B
$2.31M 0.01%
56,120
-1,583
-3% -$65.9K
32 33
34
35 36

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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.