State of Tennessee, Department of Treasury Q3 2017 Filing

Filed November 1, 2017

Portfolio Value

$19.7B

Holdings

1,473

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (1,473 positions)

#	Stock	Shares	Value	% Portfolio
1	AAPLAPPLE INC	3,762,173	$579.8M	2.95%
2	EWYISHARES INC	7,238,097	$499.9M	2.54%
3	EWTISHARES INC	10,687,727	$385.8M	1.96%
4	MSFTMICROSOFT CORP	4,245,405	$316.2M	1.61%
5	METAFACEBOOK INC	1,761,739	$301.0M	1.53%
6	JPMJP MORGAN CHASE & CO	2,776,588	$265.2M	1.35%
7	EWZISHARES INC	6,060,162	$252.6M	1.28%
8	JNJJOHNSON & JOHNSON	1,589,601	$206.7M	1.05%
9	BRK/BBERKSHIRE HATHAWAY INC CL B	1,055,823	$193.6M	0.98%
10	XOMEXXON MOBIL CORP	2,213,495	$181.5M	0.92%
11	BACBANK OF AMERICA CORPORATION	6,796,601	$172.2M	0.88%
12	INDYISHARES TR	5,044,328	$172.0M	0.87%
13	WFCWELLS FARGO & CO NEW	3,117,762	$171.9M	0.87%
14	PGPROCTER & GAMBLE CO	1,864,210	$169.6M	0.86%
15	EZAISHARES INC	2,779,119	$163.3M	0.83%
16	TRVCCITIGROUP INC. COM NEW	2,228,974	$162.1M	0.82%
17	VOOVanguard S&P 500 ETF	673,300	$155.4M	0.79%
18	4I1PHILIP MORRIS INTL INC	1,386,597	$153.9M	0.78%
19	UNHUNITEDHEALTH GROUP INC	756,176	$148.1M	0.75%
20	HDHOME DEPOT INC	855,013	$139.8M	0.71%
21	PFEPFIZER INC	3,751,744	$133.9M	0.68%
22	—DOWDUPONT INC	1,906,511	$132.0M	0.67%
23	WMTWAL MART STORES INC	1,608,511	$125.7M	0.64%
24	AVGOBROADCOM LTD	485,159	$117.7M	0.60%
25	TAT&T INC	2,977,581	$116.6M	0.59%
26	EWWISHARES INC	2,128,255	$116.2M	0.59%
27	CMCSACOMCAST CORP NEW	3,019,941	$116.2M	0.59%
28	BABOEING CO	437,354	$111.2M	0.56%
29	INDAISHARES TR	3,358,592	$110.3M	0.56%
30	BACVERIZON COMMUNICATIONS	2,111,524	$104.5M	0.53%
31	MRKMERCK AND CO	1,609,965	$103.1M	0.52%
32	CVXCHEVRON CORP NEW	867,919	$102.0M	0.52%
33	DISDISNEY WALT CO	981,295	$96.7M	0.49%
34	NEENEXTERA ENERGY, INC.	649,774	$95.2M	0.48%
35	ABBVABBVIE INC	1,049,126	$93.2M	0.47%
36	AMATAPPLIED MATLS INC	1,749,641	$91.1M	0.46%
37	GEGENERAL ELECTRIC CO	3,734,331	$90.3M	0.46%
38	HONHONEYWELL INTL INC	633,016	$89.7M	0.46%
39	RYROYAL BANK OF CANADA	1,158,278	$89.4M	0.45%
40	MCDMCDONALDS CORP	570,803	$89.4M	0.45%
41	MMM3M CO	416,674	$87.5M	0.44%
42	MUMICRON TECHNOLOGY INC	2,213,122	$87.0M	0.44%
43	BMYBRISTOL MYERS SQUIBB CO	1,351,742	$86.2M	0.44%
44	VVISA INC	796,748	$83.8M	0.43%
45	TDToronto Dominion Bank	1,468,183	$82.5M	0.42%
46	GILDGILEAD SCIENCES INC	984,609	$79.8M	0.41%
47	MBBISHARES	740,600	$79.3M	0.40%
48	EWMISHARES INC	2,340,190	$75.8M	0.39%
49	EIDOISHARES TR	2,820,875	$75.3M	0.38%
50	VTIVANGUARD INDEX FDS	561,700	$72.8M	0.37%
51	CELGCELGENE CORP	498,063	$72.6M	0.37%
52	AMGNAMGEN INC	386,362	$72.0M	0.37%
53	STZCONSTELLATION BRANDS INC	359,510	$71.7M	0.36%
54	—AETNA INC NEW	448,912	$71.4M	0.36%
55	GSGOLDMAN SACHS GROUP INC	293,871	$69.7M	0.35%
56	KOCOCA COLA CO	1,546,201	$69.6M	0.35%
57	LRCXEURLAM RESEARCH CORP	375,041	$69.4M	0.35%
58	UNPUNION PAC CORP	588,692	$68.3M	0.35%
59	INTCINTEL CORP	1,785,397	$68.0M	0.35%
60	AWMSKYWORKS SOLUTIONS INC	662,549	$67.5M	0.34%
61	CXOEURCONCHO RES INC	506,488	$66.7M	0.34%
62	ABTABBOTT LABS	1,228,392	$65.5M	0.33%
63	PEOEXELON CORP	1,731,029	$65.2M	0.33%
64	TMOTHERMO FISHER SCIENTIFIC INC	344,325	$65.1M	0.33%
65	ELLAUDER ESTEE COS INC	603,428	$65.1M	0.33%
66	MDTMEDTRONIC PLC	803,567	$62.5M	0.32%
67	TSNTYSON FOODS INC	884,891	$62.3M	0.32%
68	CSCOCISCO SYS INC	1,826,169	$61.4M	0.31%
69	BNSBANK OF NOVA SCOTIA	955,262	$61.3M	0.31%
70	LMTLOCKHEED MARTIN CORP	196,807	$61.1M	0.31%
71	LLYLILLY ELI & CO	712,818	$61.0M	0.31%
72	PEPPEPSICO INC	542,483	$60.4M	0.31%
73	VCLTVANGUARD SCOTTSDALE FDS	635,800	$59.9M	0.30%
74	SUSuncor Energy Inc	1,710,381	$59.8M	0.30%
75	UTXZUNITED TECHNOLOGIES CORP	514,619	$59.7M	0.30%
76	VCITVANGUARD SCOTTSDALE FDS	675,900	$59.5M	0.30%
77	BFHALLIANCE DATA SYSTEMS CORP	265,070	$58.7M	0.30%
78	IJHISHARES TR	320,000	$57.2M	0.29%
79	ADBEADOBE SYS INC	382,858	$57.1M	0.29%
80	RTN1USDRAYTHEON CO	301,478	$56.3M	0.29%
81	TWXCHFTIME WARNER INC	547,425	$56.1M	0.28%
82	PNCPNC FINL SVCS GROUP INC	411,955	$55.5M	0.28%
83	ORCLORACLE CORP	1,127,452	$54.5M	0.28%
84	ENBENBRIDGE INC	1,302,426	$54.3M	0.28%
85	EQTEQT CORP	821,326	$53.6M	0.27%
86	CATCATERPILLAR INC DEL	428,763	$53.5M	0.27%
87	AIGAMERICAN INTL GROUP INC	869,420	$53.4M	0.27%
88	AAOIAPPLIED OPTOELECTRONICS INC	815,552	$52.7M	0.27%
89	QRVOQORVO INC	744,583	$52.6M	0.27%
90	NFLXNETFLIX COM INC	288,816	$52.4M	0.27%
91	UBNTEURUBIQUITI NETWORKS INC	933,563	$52.3M	0.27%
92	UPSUNITED PARCEL SERVICE INC	435,480	$52.3M	0.27%
93	DWDMORGAN STANLEY	1,085,027	$52.3M	0.27%
94	CNRCANADIAN NATIONAL RAILWAY CO	601,857	$49.8M	0.25%
95	AABAUSDALTABA INC	750,000	$49.7M	0.25%
96	BKBANK OF NEW YORK MELLON CORP	929,309	$49.3M	0.25%
97	ALXNALEXION PHARMACEUTICALS INC	351,003	$49.2M	0.25%
98	MAMASTERCARD INC	347,207	$49.0M	0.25%
99	—ALLERGAN PLC	236,461	$48.5M	0.25%
100	SYNASYNAPTICS INC	1,232,000	$48.3M	0.25%

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