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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
ITRI icon
951
Itron
ITRI
$4.5B
$1.89M 0.01%
21,129
+1,200
+6% +$115K
AAON icon
952
Aaon
AAON
$7.23B
$1.89M 0.01%
22,823
– –
AZZ icon
953
AZZ Inc
AZZ
$4.52B
$1.89M 0.01%
15,092
– –
CVCO icon
954
Cavco Industries
CVCO
$4.67B
$1.88M 0.01%
3,891
– –
SFNC icon
955
Simmons First National
SFNC
$3.46B
$1.88M 0.01%
96,647
+39,723
+70% +$793K
AIR icon
956
AAR Corp
AIR
$5.77B
$1.88M 0.01%
17,172
+1,270
+8% +$137K
DXC icon
957
DXC Technology
DXC
$1.79B
$1.88M 0.01%
149,406
+6,266
+4% +$84.1K
PECO icon
958
Phillips Edison & Co
PECO
$5.2B
$1.87M 0.01%
50,085
+528
+1% +$19.6K
CLF icon
959
Cleveland-Cliffs
CLF
$6.93B
$1.87M 0.01%
221,437
– –
OII icon
960
Oceaneering
OII
$5.11B
$1.86M 0.01%
52,577
– –
PBF icon
961
PBF Energy
PBF
$8.81B
$1.86M 0.01%
39,148
– –
KMX icon
962
CarMax
KMX
$8.52B
$1.86M 0.01%
44,802
– –
PCTY icon
963
Paylocity
PCTY
$8.1B
$1.86M 0.01%
17,237
– –
BYD icon
964
Boyd Gaming
BYD
$6.05B
$1.86M 0.01%
22,614
– –
FTDR icon
965
Frontdoor
FTDR
$5.83B
$1.85M 0.01%
35,086
-2,074
-6% -$124K
MAC icon
966
Macerich
MAC
$6.99B
$1.85M 0.01%
98,085
+1,808
+2% +$34.3K
OZK icon
967
Bank OZK
OZK
$5.7B
$1.85M 0.01%
40,233
– –
GNTX icon
968
Gentex
GNTX
$4.99B
$1.84M 0.01%
84,302
-7,327
-8% -$170K
FHI icon
969
Federated Hermes
FHI
$4.74B
$1.82M 0.01%
32,180
-10,503
-25% -$575K
SIGI icon
970
Selective Insurance
SIGI
$5.59B
$1.82M 0.01%
24,136
– –
GATX icon
971
GATX Corp
GATX
$6.33B
$1.82M 0.01%
10,648
– –
PATH icon
972
UiPath
PATH
$8.64B
$1.81M 0.01%
163,352
– –
RITM icon
973
Rithm Capital
RITM
$5.79B
$1.81M 0.01%
+191,207
New +$2M
MMS icon
974
Maximus
MMS
$2.94B
$1.81M 0.01%
28,257
– –
AL
975
DELISTED
Air Lease Corp
AL
$1.81M 0.01%
27,869
-4,411
-14% -$285K
37 38
39
40 41

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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.