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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
+0.39%
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
$29.8B
AUM Growth
-$1.52B
Cap. Flow
-$85.6M
Cap. Flow %
-0.29%
Top 10 Hldgs %
26.69%
Holding
1,780
New
53
Increased
493
Reduced
414
Closed
59

Top Buys

Rank Stock Value
1
TSM icon
TSMC
TSM
+$119M
2
SHYG icon
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
+$49.7M
3
AZN icon
AstraZeneca
AZN
+$49.6M
4
JAAA icon
Janus Henderson AAA CLO ETF
JAAA
+$35.1M
5
PLD icon
Prologis
PLD
+$27.9M

Top Sells

Rank Stock Value
1
EWT icon
iShares MSCI Taiwan ETF
EWT
+$205M
2
INDA icon
iShares MSCI India ETF
INDA
+$107M
3
EWY icon
iShares MSCI South Korea ETF
EWY
+$79M
4
LIN icon
Linde
LIN
+$40.9M
5
FALN icon
iShares Fallen Angels USD Bond ETF
FALN
+$38.3M

Sector Composition

Rank Sector Weight
1 Technology 24.77%
2 Financials 11.08%
3 Consumer Discretionary 7.62%
4 Industrials 7.6%
5 Healthcare 7.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BWXT icon
451
BWX Technologies
BWXT
$15.6B
$7.69M 0.03%
37,610
– –
DHI icon
452
D.R. Horton
DHI
$41.8B
$7.58M 0.03%
55,263
-25,437
-32% -$3.84M
DD icon
453
DuPont de Nemours
DD
$19.5B
$7.58M 0.03%
55,151
+8,664
+19% +$1.2M
ALB icon
454
Albemarle
ALB
$15.4B
$7.51M 0.03%
41,825
– –
ROL icon
455
Rollins
ROL
$17.5B
$7.47M 0.03%
139,914
-27,864
-17% -$1.66M
NXT icon
456
Nextpower Inc
NXT
$15.9B
$7.46M 0.03%
61,904
– –
COLO
457
Global X MSCI Colombia ETF
COLO
$212M
$7.44M 0.03%
187,995
-5,765
-3% -$228K
WRB icon
458
W.R. Berkley
WRB
$26.2B
$7.41M 0.02%
111,802
– –
BEN icon
459
Franklin Resources
BEN
$17.2B
$7.41M 0.02%
313,521
+25,134
+9% +$647K
CF icon
460
CF Industries
CF
$17.6B
$7.35M 0.02%
56,592
+285
+0.5% +$29.1K
ILMN icon
461
Illumina
ILMN
$29.1B
$7.32M 0.02%
59,396
– –
TWLO icon
462
Twilio
TWLO
$38.7B
$7.32M 0.02%
58,163
– –
CPAY icon
463
Corpay
CPAY
$27.9B
$7.32M 0.02%
25,140
-6,745
-21% -$2.16M
OR icon
464
OR Royalties Inc
OR
$6.15B
$7.28M 0.02%
191,850
-7,210
-4% -$296K
RMD icon
465
ResMed
RMD
$33B
$7.27M 0.02%
32,375
+2,810
+10% +$700K
FSLR icon
466
First Solar
FSLR
$24.1B
$7.22M 0.02%
36,625
-355
-1% -$78.5K
BIIB icon
467
Biogen
BIIB
$31B
$7.2M 0.02%
39,265
-32,202
-45% -$5.93M
FN icon
468
Fabrinet
FN
$20.3B
$7.19M 0.02%
13,785
-2,553
-16% -$1.3M
EME icon
469
Emcor
EME
$36.6B
$7.19M 0.02%
9,736
– –
AXON
470
Axon Enterprise
AXON
$50B
$7.08M 0.02%
16,666
+353
+2% +$183K
THC icon
471
Tenet Healthcare
THC
$21.5B
$7.07M 0.02%
37,491
– –
LYB icon
472
LyondellBasell Industries
LYB
$20.2B
$6.89M 0.02%
85,489
-13,096
-13% -$777K
ENTG icon
473
Entegris
ENTG
$25B
$6.88M 0.02%
58,645
– –
P
474
Everpure Inc
P
$39.1B
$6.86M 0.02%
116,171
-2,672
-2% -$181K
RBA icon
475
RB Global
RBA
$16B
$6.84M 0.02%
71,315
– –
17 18
19
20 21

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State of Tennessee, Department of Treasury's Q1 2026 Portfolio in Review

As of Q1 2026, State of Tennessee, Department of Treasury held 1,780 positions worth $29.8B, down 4.9% from $31.3B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

State of Tennessee, Department of Treasury's Q1 2026 filing shows 53 new, 493 increased, 414 reduced and 59 closed positions. Its largest new stake was iShares 0-5 Year High Yield Corporate Bond ETF: 1,163,200 shares worth $49.2M. The largest sale was iShares MSCI Taiwan ETF, an estimated $205M.

By sector, the portfolio is most concentrated in Technology at 25% of assets, down from 25% a quarter earlier, followed by Financials and Consumer Discretionary.

  • State of Tennessee, Department of Treasury's largest Q1 2026 buy was iShares 0-5 Year High Yield Corporate Bond ETF: 1,163,200 shares worth $49.2M.
  • State of Tennessee, Department of Treasury added most to TSMC in Q1 2026, an estimated $119M increase.
  • State of Tennessee, Department of Treasury's biggest Q1 2026 reduction was iShares MSCI Taiwan ETF, cutting an estimated $205M.
  • State of Tennessee, Department of Treasury fully exited monday.com in Q1 2026, selling an estimated $8.44M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 27% of its $29.8B portfolio in Q1 2026.
  • State of Tennessee, Department of Treasury opened 53 new positions and closed 59 in Q1 2026.
  • State of Tennessee, Department of Treasury's portfolio value fell 4.9% quarter-over-quarter to $29.8B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q1 2026, filed 15 May 2026.