Stocks/Funds/CIK 1587973

State of Tennessee, Treasury Department

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1587973
Assets
$29.75B
+14.1% YoY
Holdings
1,721
Lifetime alpha vs market
-1.22% annual
Average hold time
7.1 yr
median 8.5 yr

Quarterly history

Cum return +45% vs S&P +52% · α -7% lifetimeAUM $29.8B · peak $31.3BFlow $-510M (-2%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-7.21%
trims when stocks drop
when a holding falls −10%+
Middle response
-3.28%
baseline attrition
Rally response
-1.14%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$1.47B4.9%+60.9%10.5 yr
AAPLApple Inc.$1.30B4.4%+14.7%10.5 yr
MSFTMicrosoft Corporation$956M3.2%-0.6%10.5 yr
EWYiShares MSCI South Korea$763M2.6%10.5 yr
AMZNAmazon.com, Inc.$703M2.4%+9.5%10.5 yr
EWTiShares MSCI Taiwan ETF$681M2.3%9.8 yr
GOOGLAlphabet Inc.$570M1.9%10.5 yr
VTIVanguard Total Stock Mar$526M1.8%10.5 yr
AVGOBroadcom Inc.$506M1.7%+86.0%8.0 yr
GOOGAlphabet Inc.$473M1.6%+84.3%10.5 yr
METAMeta Platforms, Inc.$430M1.4%-0.4%10.5 yr
INDAiShares MSCI India ETF$414M1.4%10.5 yr
TSMTaiwan Semiconductor Man$360M1.2%+105.6%0.5 yr
TSLATesla, Inc.$357M1.2%+43.4%5.5 yr
PLDPrologis, Inc.$341M1.1%+22.3%10.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management16.0%-1.8pp$4.75B
Semiconductors11.1%+4.4pp$3.30B
Internet Content & Information5.2%+0.8pp$1.54B
Software - Infrastructure4.6%-0.5pp$1.36B
Consumer Electronics4.4%-0.2pp$1.30B
Banks - Diversified3.5%+0.3pp$1.04B
Drug Manufacturers - General3.4%+0.3pp$1.01B
Specialty Retail3.0%-0.2pp$891M
Asset Management - Bonds2.1%-1.5pp$623M
Software - Application1.8%-0.6pp$534M
Country
US89.9%-1.5pp
CA4.6%+0.9pp
TW1.2%
IE1.1%-0.2pp
GB0.7%-0.0pp
CH0.6%+0.1pp
Unknown0.5%-0.2pp
SG0.4%+0.1pp
Top 5: 17.4% · Top 10: 26.7% · Top 25: 41.6%

Winners

TickerPrev $PnLYoY %
NVDA$954M+0.58B60.9%
AVGO$288M+0.25B86.0%
GOOG$271M+0.23B84.3%
AAPL$1.18B+0.17B14.7%
TSLA$263M+0.11B43.4%

Losers

TickerPrev $PnLYoY %
V$207M-0.03B-13.1%
MSFT$991M-0.01B-0.6%
META$459M-0.00B-0.4%

Top buys this quarter · 15

TSM Taiwan Semiconductor Manufactu+$117M
AZN AstraZeneca PLCnew+$51M
PLD Prologis, Inc.+$28M
VRT Vertiv Holdings Co+$21M
JNJ Johnson & Johnson+$17M
ALC Alcon Inc.+$17M
SUNB Sunbelt Rentals Holdings Incnew+$13M
UNH UnitedHealth Group Incorporate+$13M
AVB AvalonBay Communities, Inc.+$10M
AMZN Amazon.com, Inc.+$703M

Top sells this quarter · 15

LIN Linde plc$43M
TSEM Tower Semiconductor Ltd.$27M
RACE Ferrari N.V.$23M
SPOT Spotify Technology S.A.$23M
XOM Exxon Mobil Corporation$223M
VTRS Viatris Inc.$13M
OKE ONEOK, Inc.$11M
DXCM DexCom, Inc.$10M
MOH Molina Healthcare, Inc.$9M
SOLV Solventum Corporation$9M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$29.75B1721+19.11%+17.59%+1.52%-0.51B
2025-12-31$31.27B1726+17.89%+17.72%+0.17%+0.42B
2025-09-30$30.03B1727+16.56%+17.52%-0.96%-0.13B
2025-06-30$27.96B1722+15.29%+14.94%+0.35%-0.99B
2025-03-31$26.07B1719+5.16%+8.30%-3.14%-0.32B
2024-12-31$27.55B1737+18.77%+24.89%-6.12%-1.33B
2024-09-30$28.44B1715+30.95%+36.04%-5.09%-0.59B
2024-06-30$27.20B1711+17.83%+24.49%-6.66%-0.19B
2024-03-31$27.04B1684+25.14%+29.62%-4.49%-0.56B
2023-12-31$25.51B1656+23.32%+26.18%-2.86%-2.21B
2023-09-30$24.76B1598+17.72%+21.57%-3.85%+1.81B
2023-06-30$23.89B1707+16.68%+19.42%-2.74%-0.33B
2023-03-31$22.52B1654-7.58%-7.82%+0.24%-0.32B
2022-12-31$21.42B1624+6.88%+7.56%-0.68%-0.77B
2022-09-30$20.76B1739-4.80%-4.93%+0.13%+0.25B
2022-06-30$21.55B1640-14.79%-16.11%+1.32%-0.59B