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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
BLD
651
DELISTED
TopBuild
BLD
$3.83M 0.01%
10,904
– –
MOG.A icon
652
Moog Inc Class A
MOG.A
$13.5B
$3.82M 0.01%
13,063
+5,637
+76% +$1.73M
SM icon
653
SM Energy
SM
$7.71B
$3.82M 0.01%
122,419
+46,450
+61% +$1.06M
TTMI icon
654
TTM Technologies
TTMI
$14.6B
$3.78M 0.01%
38,822
-2,487
-6% -$237K
MTCH icon
655
Match Group
MTCH
$8.56B
$3.78M 0.01%
123,146
+92,780
+306% +$2.89M
LW icon
656
Lamb Weston
LW
$7.39B
$3.77M 0.01%
89,311
+47,110
+112% +$2.1M
CNH
657
CNH Industrial
CNH
$16.7B
$3.77M 0.01%
342,391
– –
ZBH icon
658
Zimmer Biomet
ZBH
$19B
$3.75M 0.01%
41,428
-60,816
-59% -$5.58M
KEY icon
659
KeyCorp
KEY
$24.6B
$3.73M 0.01%
185,847
– –
SLAB icon
660
Silicon Laboratories
SLAB
$7.28B
$3.72M 0.01%
17,861
+4,821
+37% +$884K
HALO icon
661
Halozyme
HALO
$11.4B
$3.72M 0.01%
57,516
– –
DB icon
662
Deutsche Bank
DB
$72.1B
$3.69M 0.01%
127,617
-9,640
-7% -$340K
MKC icon
663
McCormick & Company Non-Voting
MKC
$14.6B
$3.68M 0.01%
73,041
– –
ADC icon
664
Agree Realty
ADC
$9.34B
$3.66M 0.01%
48,614
+3,050
+7% +$231K
NOV icon
665
NOV
NOV
$7.36B
$3.66M 0.01%
194,780
– –
OSK icon
666
Oshkosh
OSK
$9.41B
$3.65M 0.01%
24,798
– –
AIT icon
667
Applied Industrial Technologies
AIT
$13.2B
$3.64M 0.01%
13,735
– –
LAMR icon
668
Lamar Advertising Co
LAMR
$15.8B
$3.64M 0.01%
28,748
+1,804
+7% +$236K
GME icon
669
GameStop
GME
$8.33B
$3.64M 0.01%
157,881
– –
RMBS icon
670
Rambus
RMBS
$10.8B
$3.64M 0.01%
42,268
– –
HPQ icon
671
HP
HPQ
$28.6B
$3.63M 0.01%
188,868
+7,874
+4% +$153K
EMN icon
672
Eastman Chemical
EMN
$8.43B
$3.62M 0.01%
47,484
+5,912
+14% +$426K
ONTO icon
673
Onto Innovation
ONTO
$20.6B
$3.6M 0.01%
17,575
– –
JKHY icon
674
Jack Henry & Associates
JKHY
$11.1B
$3.59M 0.01%
22,742
-6,561
-22% -$1.12M
AFG icon
675
American Financial Group
AFG
$12.1B
$3.59M 0.01%
28,143
– –
25 26
27
28 29

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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.