State of Tennessee, Department of Treasury Q2 2017 Filing

Filed August 9, 2017

Portfolio Value

$20.9B

Holdings

1,497

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (1,497 positions)

#	Stock	Shares	Value	% Portfolio
1	AAPLAPPLE INC	3,901,233	$561.9M	2.69%
2	EWYISHARES INC	7,261,948	$492.4M	2.36%
3	EWTISHARES INC	12,034,473	$430.4M	2.06%
4	MSFTMICROSOFT CORP	5,892,148	$406.1M	1.95%
5	AMZNAMAZON COM INC	350,189	$339.0M	1.62%
6	JPMJP MORGAN CHASE & CO	3,099,502	$283.3M	1.36%
7	JNJJOHNSON & JOHNSON	2,117,058	$280.1M	1.34%
8	EWZISHARES INC	8,114,510	$277.0M	1.33%
9	METAFACEBOOK INC	1,825,591	$275.6M	1.32%
10	XOMEXXON MOBIL CORP	3,103,398	$250.5M	1.20%
11	GOOGALPHABET INC CLASS C	225,063	$204.5M	0.98%
12	HDHOME DEPOT INC	1,261,855	$193.6M	0.93%
13	GOOGLALPHABET INC CLASS A	199,822	$185.8M	0.89%
14	WFCWELLS FARGO & CO NEW	3,280,492	$181.8M	0.87%
15	BACBANK OF AMERICA CORPORATION	7,471,442	$181.3M	0.87%
16	UNHUNITEDHEALTH GROUP INC	925,436	$171.6M	0.82%
17	GEGENERAL ELECTRIC CO	6,280,804	$169.6M	0.81%
18	INDYISHARES TR	5,024,488	$168.9M	0.81%
19	4I1PHILIP MORRIS INTL INC	1,429,686	$167.9M	0.80%
20	WMTWAL MART STORES INC	2,200,336	$166.5M	0.80%
21	TAT&T INC	4,241,706	$160.0M	0.77%
22	BRK/BBERKSHIRE HATHAWAY INC CL B	938,897	$159.0M	0.76%
23	EZAISHARES INC	2,777,919	$157.6M	0.75%
24	VOOVanguard S&P 500 ETF	673,300	$149.5M	0.72%
25	TRVCCITIGROUP INC. COM NEW	2,233,666	$149.4M	0.72%
26	PFEPFIZER INC	4,338,756	$145.7M	0.70%
27	CMCSACOMCAST CORP NEW	3,586,698	$139.6M	0.67%
28	DISDISNEY WALT CO	1,182,389	$125.6M	0.60%
29	MCDMCDONALDS CORP	790,788	$121.1M	0.58%
30	EWWISHARES INC	2,185,492	$117.9M	0.56%
31	AVGOBROADCOM LTD	499,468	$116.4M	0.56%
32	RYROYAL BANK OF CANADA	1,224,040	$115.0M	0.55%
33	MMM3M CO	547,856	$114.1M	0.55%
34	PEPPEPSICO INC	985,930	$113.9M	0.55%
35	AMGNAMGEN INC	658,774	$113.5M	0.54%
36	CVXCHEVRON CORP NEW	1,068,794	$111.5M	0.53%
37	INDAISHARES TR	3,434,066	$110.2M	0.53%
38	AMATAPPLIED MATLS INC	2,481,362	$102.5M	0.49%
39	PGPROCTER & GAMBLE CO	1,134,007	$98.8M	0.47%
40	BABOEING CO	498,473	$98.6M	0.47%
41	—DOW CHEM CO	1,557,745	$98.2M	0.47%
42	MRKMERCK AND CO	1,508,014	$96.6M	0.46%
43	BMYBRISTOL MYERS SQUIBB CO	1,673,694	$93.3M	0.45%
44	HONHONEYWELL INTL INC	688,768	$91.8M	0.44%
45	BACVERIZON COMMUNICATIONS	2,033,861	$90.8M	0.44%
46	MDTMEDTRONIC PLC	1,016,713	$90.2M	0.43%
47	LLYLILLY ELI & CO	1,062,874	$87.5M	0.42%
48	CSCOCISCO SYS INC	2,785,106	$87.2M	0.42%
49	INTCINTEL CORP	2,527,332	$85.3M	0.41%
50	GSGOLDMAN SACHS GROUP INC	383,172	$85.0M	0.41%
51	—AETNA INC NEW	557,814	$84.7M	0.41%
52	EIDOISHARES TR	3,043,904	$82.8M	0.40%
53	MOALTRIA GROUP INC	1,107,577	$82.5M	0.40%
54	VVISA INC	874,954	$82.1M	0.39%
55	ORCLORACLE CORP	1,626,786	$81.6M	0.39%
56	EWMISHARES INC	2,475,654	$78.5M	0.38%
57	ABBVABBVIE INC	1,074,467	$77.9M	0.37%
58	TDToronto Dominion Bank	1,529,008	$76.9M	0.37%
59	KOCOCA COLA CO	1,709,249	$76.7M	0.37%
60	AWMSKYWORKS SOLUTIONS INC	785,973	$75.4M	0.36%
61	MUMICRON TECHNOLOGY INC	2,505,369	$74.8M	0.36%
62	IBMINTERNATIONAL BUSINESS MACHS	483,837	$74.4M	0.36%
63	UTXZUNITED TECHNOLOGIES CORP	595,084	$72.7M	0.35%
64	MBBISHARES	677,700	$72.4M	0.35%
65	ADBEADOBE SYS INC	507,450	$71.8M	0.34%
66	LMTLOCKHEED MARTIN CORP	258,286	$71.7M	0.34%
67	STZCONSTELLATION BRANDS INC	343,149	$66.5M	0.32%
68	VTIVANGUARD INDEX FDS	529,400	$65.9M	0.32%
69	UNPUNION PAC CORP	587,613	$64.0M	0.31%
70	DWDMORGAN STANLEY	1,403,547	$62.5M	0.30%
71	LRCXEURLAM RESEARCH CORP	437,408	$61.9M	0.30%
72	BKNGPRICELINE GROUP, INC.	32,945	$61.6M	0.30%
73	MPCMARATHON PETE CORP	1,160,845	$60.7M	0.29%
74	USBUS BANCORP DEL	1,168,187	$60.7M	0.29%
75	BNSBANK OF NOVA SCOTIA	1,006,908	$60.5M	0.29%
76	TMOTHERMO FISHER SCIENTIFIC INC	345,581	$60.3M	0.29%
77	—REYNOLDS AMERICAN INC	923,828	$60.1M	0.29%
78	CATCATERPILLAR INC DEL	556,005	$59.7M	0.29%
79	PEOEXELON CORP	1,620,734	$58.5M	0.28%
80	—ALLERGAN PLC	239,424	$58.2M	0.28%
81	CELGCELGENE CORP	446,496	$58.0M	0.28%
82	SBUXSTARBUCKS CORP	994,009	$58.0M	0.28%
83	NEENEXTERA ENERGY, INC.	407,932	$57.2M	0.27%
84	VCLTVANGUARD SCOTTSDALE FDS	598,700	$55.9M	0.27%
85	GILDGILEAD SCIENCES INC	787,965	$55.8M	0.27%
86	IJHISHARES TR	320,000	$55.7M	0.27%
87	VCITVANGUARD SCOTTSDALE FDS	624,400	$54.7M	0.26%
88	AIGAMERICAN INTL GROUP INC	857,935	$53.6M	0.26%
89	PRUPRUDENTIAL FINL INC	495,691	$53.6M	0.26%
90	PNCPNC FINL SVCS GROUP INC	428,922	$53.6M	0.26%
91	FDXFEDEX CORP	244,708	$53.2M	0.25%
92	HSYHERSHEY CO	491,133	$52.7M	0.25%
93	SUSuncor Energy Inc	1,803,378	$52.6M	0.25%
94	ALSALLSTATE CORP	593,694	$52.5M	0.25%
95	NKENIKE INC	886,701	$52.3M	0.25%
96	CNPCENTERPOINT ENERGY INC	1,901,757	$52.1M	0.25%
97	MAMASTERCARD INC	423,684	$51.5M	0.25%
98	CNRCANADIAN NATIONAL RAILWAY CO	633,620	$51.3M	0.25%
99	BIIBBIOGEN IDEC INC	188,984	$51.3M	0.25%
100	AEEAMEREN CORP	935,863	$51.2M	0.25%

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