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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
CMI icon
176
Cummins
CMI
$87.5B
$32.3M 0.11%
60,124
+8,204
+16% +$4.64M
NOC icon
177
Northrop Grumman
NOC
$81.8B
$32.2M 0.11%
47,260
– –
BX icon
178
Blackstone
BX
$112B
$32.1M 0.11%
279,147
+4,739
+2% +$617K
REGN icon
179
Regeneron Pharmaceuticals
REGN
$82.8B
$32M 0.11%
41,458
+1,322
+3% +$1.01M
ORLY icon
180
O'Reilly Automotive
ORLY
$75.4B
$32M 0.11%
346,629
– –
HWM icon
181
Howmet Aerospace
HWM
$112B
$31.7M 0.11%
137,725
– –
EMR icon
182
Emerson Electric
EMR
$90B
$31.6M 0.11%
241,280
+26,325
+12% +$3.79M
TT icon
183
Trane Technologies
TT
$106B
$31.5M 0.11%
75,629
– –
SNPS icon
184
Synopsys
SNPS
$79.5B
$31.2M 0.1%
78,739
-2,336
-3% -$1.06M
BNY
185
Bank of New York Mellon
BNY
$111B
$31M 0.1%
261,267
-1,121
-0.4% -$133K
AEP icon
186
American Electric Power
AEP
$68.3B
$30.8M 0.1%
234,762
– –
TEVA icon
187
Teva Pharmaceuticals
TEVA
$43B
$30.8M 0.1%
1,021,086
+127,896
+14% +$4.11M
WMB icon
188
Williams Companies
WMB
$90.3B
$30.7M 0.1%
422,211
-72,400
-15% -$5.01M
ICE icon
189
Intercontinental Exchange
ICE
$85.8B
$30.6M 0.1%
194,818
– –
SLB icon
190
SLB Ltd
SLB
$77B
$30.4M 0.1%
591,871
-37,173
-6% -$1.8M
GD icon
191
General Dynamics
GD
$106B
$30.4M 0.1%
88,518
-24,890
-22% -$8.83M
FDX icon
192
FedEx
FDX
$78.5B
$30.4M 0.1%
85,297
+16,586
+24% +$5.76M
CEG icon
193
Constellation Energy
CEG
$99.3B
$30.2M 0.1%
108,272
+1,426
+1% +$433K
MMM icon
194
3M
MMM
$94B
$29.7M 0.1%
204,179
– –
SO icon
195
Southern Company
SO
$107B
$29.6M 0.1%
307,078
– –
FCX icon
196
Freeport-McMoran
FCX
$95.5B
$29.5M 0.1%
502,298
– –
AMT icon
197
American Tower
AMT
$80.8B
$29.3M 0.1%
169,599
– –
STX icon
198
Seagate
STX
$205B
$29.2M 0.1%
74,437
+1,520
+2% +$580K
CSX icon
199
CSX Corp
CSX
$93.7B
$28.8M 0.1%
701,720
+40,007
+6% +$1.57M
EWC icon
200
iShares MSCI Canada ETF
EWC
$6.52B
$28.6M 0.1%
522,422
-3,355
-0.6% -$186K
6 7
8
9 10

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PCH
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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.