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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
MO icon
126
Altria Group
MO
$107B
$44.7M 0.15%
676,903
-33,598
-5% -$2.16M
COF icon
127
Capital One
COF
$136B
$44.4M 0.15%
243,434
+20,000
+9% +$4.18M
BKNG icon
128
Booking.com
BKNG
$159B
$44.3M 0.15%
263,250
-18,225
-6% -$3.35M
LMT icon
129
Lockheed Martin
LMT
$140B
$43.7M 0.15%
72,345
-626
-0.9% -$386K
ETN icon
130
Eaton
ETN
$179B
$43.5M 0.15%
121,694
-770
-0.6% -$274K
CB icon
131
Chubb
CB
$132B
$43.2M 0.15%
132,444
+2,913
+2% +$935K
CVS icon
132
CVS Health
CVS
$121B
$43M 0.14%
598,788
+133,820
+29% +$10.3M
WELL icon
133
Welltower
WELL
$166B
$42.4M 0.14%
214,314
-6,438
-3% -$1.27M
QCOM icon
134
Qualcomm
QCOM
$171B
$42.4M 0.14%
328,888
-11,162
-3% -$1.63M
PANW icon
135
Palo Alto Networks
PANW
$315B
$42M 0.14%
261,795
+31,856
+14% +$5.35M
WCN
136
Waste Connections
WCN
$41.6B
$42M 0.14%
258,712
+13,257
+5% +$2.21M
PH icon
137
Parker-Hannifin
PH
$135B
$41.9M 0.14%
46,770
-563
-1% -$533K
INTU icon
138
Intuit
INTU
$91.6B
$41.7M 0.14%
96,366
-556
-0.6% -$265K
MCK icon
139
McKesson
MCK
$102B
$41.1M 0.14%
47,518
+5,813
+14% +$5.19M
NEM icon
140
Newmont
NEM
$124B
$41M 0.14%
379,179
-40,883
-10% -$4.71M
EIDO icon
141
iShares MSCI Indonesia ETF
EIDO
$492M
$40.9M 0.14%
2,588,618
-560,153
-18% -$9.78M
SYK icon
142
Stryker
SYK
$133B
$40.5M 0.14%
123,128
+20,446
+20% +$7.34M
UDR icon
143
UDR
UDR
$12B
$40.1M 0.13%
1,186,001
+123,573
+12% +$4.54M
JAAA icon
144
Janus Henderson AAA CLO ETF
JAAA
$29.8B
$39.9M 0.13%
793,046
+693,046
+693% +$35.1M
B
145
Barrick Mining
B
$67.9B
$39.5M 0.13%
969,472
-20,538
-2% -$949K
BMY icon
146
Bristol-Myers Squibb
BMY
$130B
$39.5M 0.13%
651,057
-85,360
-12% -$4.98M
TTE icon
147
TotalEnergies
TTE
$194B
$39.3M 0.13%
421,425
+18,466
+5% +$1.41M
EOG icon
148
EOG Resources
EOG
$75.1B
$39M 0.13%
269,471
+50,116
+23% +$6.08M
CME icon
149
CME Group
CME
$94.3B
$38.8M 0.13%
131,486
+4,459
+4% +$1.32M
PSA icon
150
Public Storage
PSA
$60.4B
$38.2M 0.13%
141,059
+7,393
+6% +$2.12M
4 5
6
7 8

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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.