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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
LEA icon
751
Lear
LEA
$8.16B
$2.97M 0.01%
24,507
+4,069
+20% +$507K
HR icon
752
Healthcare Realty
HR
$6.58B
$2.96M 0.01%
174,226
+10,932
+7% +$192K
DOCU
753
DocuSign
DOCU
$12.2B
$2.95M 0.01%
62,326
-15,131
-20% -$774K
AYI icon
754
Acuity Brands
AYI
$10.8B
$2.94M 0.01%
10,481
– –
KNSL icon
755
Kinsale Capital Group
KNSL
$8.59B
$2.93M 0.01%
8,569
– –
MIDD icon
756
Middleby
MIDD
$5.29B
$2.92M 0.01%
22,034
– –
TTC icon
757
Toro Company
TTC
$9.21B
$2.92M 0.01%
31,203
– –
SITM icon
758
SiTime
SITM
$20.7B
$2.91M 0.01%
8,440
-1,294
-13% -$476K
AX icon
759
Axos Financial
AX
$5.72B
$2.91M 0.01%
34,195
+2,999
+10% +$273K
PNW icon
760
Pinnacle West Capital
PNW
$12.2B
$2.9M 0.01%
28,822
+10,899
+61% +$1.05M
ABCB icon
761
Ameris Bancorp
ABCB
$6B
$2.89M 0.01%
37,115
-2,988
-7% -$237K
ALV icon
762
Autoliv
ALV
$8.89B
$2.89M 0.01%
27,474
– –
FCFS icon
763
FirstCash
FCFS
$9.14B
$2.89M 0.01%
15,364
– –
NJR icon
764
New Jersey Resources
NJR
$5.64B
$2.89M 0.01%
52,552
– –
IT icon
765
Gartner
IT
$11.6B
$2.88M 0.01%
18,204
– –
CE icon
766
Celanese
CE
$4.86B
$2.88M 0.01%
43,761
+1,678
+4% +$87.6K
INGR icon
767
Ingredion
INGR
$6.63B
$2.84M 0.01%
25,249
– –
SWX icon
768
Southwest Gas
SWX
$6.67B
$2.83M 0.01%
32,577
– –
KRG icon
769
Kite Realty
KRG
$5.31B
$2.83M 0.01%
115,156
+7,225
+7% +$178K
WTS icon
770
Watts Water Technologies
WTS
$12.8B
$2.83M 0.01%
9,736
– –
EPAM icon
771
EPAM Systems
EPAM
$5.24B
$2.83M 0.01%
20,868
+305
+1% +$52.1K
CHRD icon
772
Chord Energy
CHRD
$7.35B
$2.81M 0.01%
19,786
– –
EHC icon
773
Encompass Health
EHC
$12.2B
$2.8M 0.01%
28,988
– –
SMCI icon
774
Super Micro Computer
SMCI
$25.3B
$2.78M 0.01%
122,276
– –
FSV icon
775
FirstService
FSV
$6.18B
$2.78M 0.01%
20,070
– –
29 30
31
32 33

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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.