TEXAS TREASURY SAFEKEEPING TRUST CO

CIK 0001176347 · Q1 2026

13F Equity AUM

$620K

-18.2% QoQ

Positions

+2 QoQ

AUM Rank

#12,067

Top 97%

Skill Alpha (FF)

-0.9%/yr^ns

No Clear Edge

vs S&P -12.7%/yr (unadj.)

Quarters Tracked

~10 years

Portfolio Concentration

Top 5: 100.0%Top 10: 100.0%Top 20: 100.0%

SPY87.5%

GQ97.0%

VNLA5.4%

RYTM0.1%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services99.9%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 4Median: 6.20%Avg: 25.00%

0–0.5%

1(0.1%)

0.5–1%

0(0.0%)

1–3%

0(0.0%)

3–5%

0(0.0%)

5%+

3(99.9%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 4Unique: 0vs 20 funds

0.1%Low

Fund positions

7,299

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 9 benchmark funds with highest portfolio overlap (Jaccard similarity)

MORGAN STANLEY

0.1%

JPMORGAN CHASE & CO

0.1%

BANK OF AMERICA CORP /DE/

0.1%

BlackRock, Inc.

0.1%

STATE STREET CORP

0.1%

FMR LLC

0.1%

VANGUARD CAPITAL MANAGEMENT LLC

VANGUARD PORTFOLIO MANAGEMENT LLC

GEODE CAPITAL MANAGEMENT, LLC

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New2Increased0Decreased1Exited0

New Positions

GQ97.0%

+101K

RYTM0.1%

+6K

Decreased

SPY87.5%

-227,444(-21%)

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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