COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS Q4 2016 Filing

Filed February 9, 2017

Portfolio Value

$5.4B

Holdings

1,114

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (1,114 positions)

#	Stock	Shares	Value	% Portfolio
1	SPYSPDR S&P 500 ETF TR	1,981,489	$442.9M	8.23%
2	EPDENTERPRISE PRODS PARTNERS L	10,785,673	$291.6M	5.42%
3	ETENERGY TRANSFER PRTNRS L P	5,584,003	$200.0M	3.72%
4	ETENERGY TRANSFER EQUITY L P	8,560,391	$165.3M	3.07%
5	IEMGISHARES INC	3,210,965	$136.3M	2.53%
6	WEPMAGELLAN MIDSTREAM PRTNRS LP	1,753,507	$132.6M	2.46%
7	PAAPLAINS ALL AMERN PIPELINE L	4,072,365	$131.5M	2.44%
8	MPLXMPLX LP	3,299,914	$114.2M	2.12%
9	—WILLIAMS PARTNERS L P NEW	2,784,767	$105.9M	1.97%
10	—BUCKEYE PARTNERS L P	1,454,453	$96.2M	1.79%
11	WMBWILLIAMS COS INC DEL	2,081,594	$64.8M	1.20%
12	SUNSUNOCO LOGISTICS PRTNRS L P	2,603,571	$62.5M	1.16%
13	—ENBRIDGE ENERGY PARTNERS L P	2,279,566	$58.1M	1.08%
14	SHLXUSDSHELL MIDSTREAM PARTNERS L P	1,867,104	$54.3M	1.01%
15	—EQT MIDSTREAM PARTNERS LP	649,869	$49.8M	0.93%
16	—TALLGRASS ENERGY PARTNERS LP	945,323	$44.9M	0.83%
17	GELGENESIS ENERGY L P	1,203,781	$43.4M	0.81%
18	—ENLINK MIDSTREAM PARTNERS LP	2,287,660	$42.1M	0.78%
19	TRGPTARGA RES CORP	738,199	$41.4M	0.77%
20	—ONEOK PARTNERS LP	952,331	$41.0M	0.76%
21	—WESTERN GAS EQUITY PARTNERS	960,846	$40.7M	0.76%
22	—RICE MIDSTREAM PARTNERS LP	1,625,093	$39.9M	0.74%
23	—ANTERO MIDSTREAM PARTNERS LP	1,253,967	$38.7M	0.72%
24	—TESORO LOGISTICS LP	712,427	$36.2M	0.67%
25	AAPLAPPLE INC	305,674	$35.4M	0.66%
26	OKEONEOK INC NEW	604,752	$34.7M	0.65%
27	XOMEXXON MOBIL CORP	366,451	$33.1M	0.61%
28	AMLPUSDALPS ETF TR	2,582,486	$32.5M	0.60%
29	NSUSDNUSTAR ENERGY LP	638,107	$31.8M	0.59%
30	KMIKINDER MORGAN INC DEL	1,527,583	$31.6M	0.59%
31	NGLNGL ENERGY PARTNERS LP	1,474,686	$31.0M	0.58%
32	—BOARDWALK PIPELINE PARTNERS	1,720,284	$29.9M	0.55%
33	—TALLGRASS ENERGY GP LP	1,055,192	$28.3M	0.53%
34	TWXCHFTIME WARNER INC	288,713	$27.9M	0.52%
35	MSFTMICROSOFT CORP	445,721	$27.7M	0.51%
36	—PHILLIPS 66 PARTNERS LP	507,732	$24.7M	0.46%
37	—SEMGROUP CORP	562,802	$23.5M	0.44%
38	—DCP MIDSTREAM PARTNERS LP	609,002	$23.4M	0.43%
39	GQ9SPDR GOLD TRUST	202,380	$22.2M	0.41%
40	—POWERSHARES ACT MANG COMM FD	1,221,338	$21.1M	0.39%
41	RYAAYRYANAIR HLDGS PLC	253,191	$21.1M	0.39%
42	—PROSPECT CAPITAL CORPORATION	20,016,000	$20.5M	0.38%
43	EFAISHARES TR	353,210	$20.4M	0.38%
44	MLB1MERCADOLIBRE INC	129,167	$20.2M	0.37%
45	PAGPPLAINS GP HLDGS L P	571,716	$19.8M	0.37%
46	NXPINXP SEMICONDUCTORS N V	197,636	$19.4M	0.36%
47	—MONSANTO CO NEW	181,621	$19.1M	0.36%
48	CVXCHEVRON CORP NEW	158,450	$18.6M	0.35%
49	JNJJOHNSON & JOHNSON	155,954	$18.0M	0.33%
50	JPMJPMORGAN CHASE & CO	205,123	$17.7M	0.33%
51	—VALSPAR CORP	169,856	$17.6M	0.33%
52	TRPTRANSCANADA CORP	387,939	$17.5M	0.33%
53	MIC2EURMACQUARIE INFRASTRUCTURE COR	210,582	$17.2M	0.32%
54	ARANTERO RES CORP	693,383	$16.4M	0.30%
55	GEGENERAL ELECTRIC CO	507,118	$16.0M	0.30%
56	IJRISHARES TR	114,519	$15.7M	0.29%
57	METAFACEBOOK INC	134,187	$15.4M	0.29%
58	BIDUNBAIDU INC	93,384	$15.4M	0.29%
59	—NEW MTN FIN CORP	14,700,000	$15.0M	0.28%
60	—COLUMBIA PIPELINE PARTNERS L	841,845	$14.4M	0.27%
61	WFCWELLS FARGO & CO NEW	259,112	$14.3M	0.27%
62	MDYSPDR S&P MIDCAP 400 ETF TR	47,140	$14.2M	0.26%
63	—WHITEWAVE FOODS CO	248,461	$13.8M	0.26%
64	—RITE AID CORP	1,670,588	$13.8M	0.26%
65	TDTORONTO DOMINION BK ONT	277,724	$13.7M	0.25%
66	—CABELAS INC	231,444	$13.6M	0.25%
67	—SUMMIT MIDSTREAM PARTNERS LP	533,953	$13.4M	0.25%
68	—ENDURANCE SPECIALTY HLDGS LT	143,917	$13.3M	0.25%
69	—INTERSIL CORP	588,447	$13.1M	0.24%
70	—APOLLO ED GROUP INC	1,315,789	$13.0M	0.24%
71	—CLARCOR INC	157,799	$13.0M	0.24%
72	—BROCADE COMMUNICATIONS SYS I	1,039,956	$13.0M	0.24%
73	WESWESTERN GAS PARTNERS LP	220,980	$13.0M	0.24%
74	—MENTOR GRAPHICS CORP	351,785	$13.0M	0.24%
75	—CST BRANDS INC	268,779	$12.9M	0.24%
76	PGPROCTER AND GAMBLE CO	153,401	$12.9M	0.24%
77	—HARMAN INTL INDS INC	115,603	$12.8M	0.24%
78	BACBANK AMER CORP	579,270	$12.8M	0.24%
79	—JOY GLOBAL INC	456,229	$12.8M	0.24%
80	—NEUSTAR INC	381,214	$12.7M	0.24%
81	—EMPIRE DIST ELEC CO	367,647	$12.5M	0.23%
82	—ARES CAP CORP	12,120,000	$12.5M	0.23%
83	—TEAM HEALTH HOLDINGS INC	287,356	$12.5M	0.23%
84	BACVERIZON COMMUNICATIONS INC	233,692	$12.5M	0.23%
85	—EVERBANK FINL CORP	641,026	$12.5M	0.23%
86	—LIFELOCK INC	520,833	$12.5M	0.23%
87	—CHEMTURA CORP	373,134	$12.4M	0.23%
88	—G & K SVCS INC	128,205	$12.4M	0.23%
89	—TERRAFORM PWR INC	961,538	$12.3M	0.23%
90	—PROSPECT CAPITAL CORPORATION	11,919,000	$12.2M	0.23%
91	—HEADWATERS INC	515,464	$12.1M	0.23%
92	—BLACKROCK CAPITAL INVESTMENT	11,869,000	$12.1M	0.22%
93	—PROSPECT CAPITAL CORPORATION	12,320,000	$12.0M	0.22%
94	—TCP CAP CORP	11,530,000	$12.0M	0.22%
95	NBISYANDEX N V	588,674	$11.8M	0.22%
96	—MICROSEMI CORP	216,974	$11.7M	0.22%
97	—INTELIQUENT INC	499,920	$11.5M	0.21%
98	—VALERO ENERGY PARTNERS LP	257,423	$11.4M	0.21%
99	PFEPFIZER INC	347,868	$11.3M	0.21%
100	—STILLWATER MNG CO	694,444	$11.2M	0.21%

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