Writings which prophesy of Jesus the Messiah.

Tanakh (Hebrew: תנ"ך) is an anagram for the threefold division of the Hebrew Scriptures:

Torah תרה ("Teaching")

Generally refers to the first five books of the Bible, also called the Pentateuch

Genesis, Bereshith (בראשית)

Exodus, Shemot (שמות)

Leviticus, Vayikra (ויקרא)

Numbers, Bamidbar (במדבר)

Deuteronomy, Devarim (דברים)

However, Torah also refers to everything that God has revealed. We might say "Every word which proceeded from the mouth of God" or even more, everything that God has said about himself in every way he said it. Jesus is the living Torah.

Nevi'im נביאים ("Prophets")

Ketuvim כתבים ("Writings")

Gospels

Writings which demonstrate that Jesus is the Messiah according to the Old Testament

Letters

Writings which explain how we should then live, since Jesus is the Messiah.