State of Tennessee, Department of Treasury Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$21.5T

Holdings

1,582

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (1,582 positions)

#StockSharesValue% PortfolioType
101
RMEResMed Inc
273,941$47.0B0.22%
102
ABBVAbbVie Inc
535,219$46.9B0.22%
103
MRKMerck & Co Inc
563,439$46.7B0.22%
104
AXPAmerican Express Co
462,847$46.4B0.22%
105
SHOPShopify Inc
43,872$44.9B0.21%
106
PFEPfizer Inc
1,222,079$44.9B0.21%
107
GILDGilead Sciences Inc
708,388$44.8B0.21%
108
NOCNorthrop Grumman Corp
141,467$44.6B0.21%
109
ASMLASML Holding NV
120,180$44.4B0.21%
110
IHS Markit Ltd
563,011$44.2B0.21%
111
ENBEnbridge Inc
1,511,526$44.0B0.20%
112
ICEIntercontinental Exchange Inc
436,746$43.7B0.20%
113
VRSKVerisk Analytics Inc
235,010$43.5B0.20%
114
APDAir Products and Chemicals Inc
145,734$43.4B0.20%
115
IEXIDEX Corp
235,727$43.0B0.20%
116
WMWaste Management Inc
376,598$42.6B0.20%
117
DHRDanaher Corp
197,135$42.4B0.20%
118
AONAon PLC
204,058$42.1B0.20%
119
NOWServiceNow Inc
85,989$41.7B0.19%
120
BXPBoston Properties Inc
512,231$41.1B0.19%
121
TJXTJX Cos Inc/The
722,121$40.2B0.19%
122
CPBCampbell Soup Co
829,172$40.1B0.19%
123
CVXChevron Corp
549,919$39.6B0.18%
124
TTTrane Technologies PLC
321,876$39.0B0.18%
125
ORCLOracle Corp
650,418$38.8B0.18%
126
PEPPepsiCo Inc
279,594$38.8B0.18%
127
KOCoca-Cola Co/The
780,625$38.5B0.18%
128
LRCXEURLam Research Corp
114,585$38.0B0.18%
129
BMYBristol-Myers Squibb Co
629,816$38.0B0.18%
130
Barrick Gold Corp
1,340,621$37.5B0.17%
131
ADSKAutodesk Inc
162,270$37.5B0.17%
132
FMCFMC Corp
353,362$37.4B0.17%
133
BNSBank of Nova Scotia/The
901,079$37.3B0.17%
134
AJGArthur J Gallagher & Co
345,885$36.5B0.17%
135
SHYGiShares 0-5 Year High Yield Co
829,600$36.5B0.17%
136
ALCAlcon Inc
637,910$36.3B0.17%
137
SYKStryker Corp
170,638$35.6B0.17%
138
AQLTiShares MSCI Philippines ETF
1,325,128$35.2B0.16%
139
CMSCMS Energy Corp
570,572$35.0B0.16%
140
AMEAMETEK Inc
350,891$34.9B0.16%
141
Brookfield Asset Management In
1,040,656$34.3B0.16%
142
MASMasco Corp
621,471$34.3B0.16%
143
BUWABio-Rad Laboratories Inc
65,654$33.8B0.16%
144
ORLYO'Reilly Automotive Inc
72,720$33.5B0.16%
145
ALSAllstate Corp/The
352,866$33.2B0.15%
146
RACEFerrari NV
179,979$33.1B0.15%
147
LNTAlliant Energy Corp
637,399$32.9B0.15%
148
MUMicron Technology Inc
697,530$32.8B0.15%
149
PNCPNC Financial Services Group I
293,482$32.3B0.15%
150
GISGeneral Mills Inc
520,946$32.1B0.15%
151
GMGeneral Motors Co
1,072,477$31.7B0.15%
152
HALHalliburton Co
2,625,558$31.6B0.15%
153
SRLNSPDR Blackstone / GSO Senior L
705,609$31.6B0.15%
154
ABGAmerisourceBergen Corp
322,198$31.2B0.14%
155
GWWWW Grainger Inc
87,216$31.1B0.14%
156
CBRECBRE Group Inc
659,993$31.0B0.14%
157
AVBAvalonBay Communities Inc
206,943$30.9B0.14%
158
Canadian Pacific Railway Ltd
101,543$30.8B0.14%
159
EPOLiShares MSCI Poland ETF
1,847,779$30.4B0.14%
160
TRPTC Energy Corp
700,428$29.3B0.14%
161
XOMExxon Mobil Corp
853,791$29.3B0.14%
162
CBChubb Ltd
251,356$29.2B0.14%
163
EQREquity Residential
564,657$29.0B0.13%
164
PFFiShares Preferred & Income Sec
777,200$28.3B0.13%
165
CNRCanadian National Railway Co
263,464$28.0B0.13%
166
SYFSynchrony Financial
1,069,869$28.0B0.13%
167
IRMIron Mountain Inc
1,044,809$28.0B0.13%
168
BCEBCE Inc
675,846$27.9B0.13%
169
BMOBank of Montreal
478,042$27.9B0.13%
170
CMGChipotle Mexican Grill Inc
22,268$27.7B0.13%
171
CATCaterpillar Inc
184,901$27.6B0.13%
172
HUMHumana Inc
66,273$27.4B0.13%
173
EBAeBay Inc
513,673$26.8B0.12%
174
HIGHartford Financial Services Gr
723,503$26.7B0.12%
175
BBYBest Buy Co Inc
238,269$26.5B0.12%
176
PHMPulteGroup Inc
561,316$26.0B0.12%
177
BRBroadridge Financial Solutions
191,248$25.2B0.12%
178
SPGIS&P Global Inc
69,755$25.2B0.12%
179
BABoeing Co/The
151,953$25.1B0.12%
180
AKAMAkamai Technologies Inc
224,495$24.8B0.12%
181
MCKMcKesson Corp
166,195$24.8B0.11%
182
CIBC
331,341$24.7B0.11%
183
BLKCHFBlackRock Inc
43,505$24.5B0.11%
184
UBSUBS Group AG
2,166,844$24.3B0.11%
185
SJNKSPDR Bloomberg Barclays Short
922,601$23.9B0.11%
186
CAGConagra Brands Inc
665,332$23.8B0.11%
187
XLNXEURXilinx Inc
226,658$23.6B0.11%
188
4I1Philip Morris International In
314,457$23.6B0.11%
189
ATVIEURActivision Blizzard Inc
291,075$23.6B0.11%
190
ECHiShares MSCI Chile ETF
973,446$23.4B0.11%
191
ISRGIntuitive Surgical Inc
33,033$23.4B0.11%
192
ZTSZoetis Inc
141,092$23.3B0.11%
193
TWTRUSDTwitter Inc
516,508$23.0B0.11%
194
STESTERIS PLC
126,668$22.3B0.10%
195
IBMIBM
179,831$21.9B0.10%
196
EWCiShares MSCI Canada ETF
797,801$21.9B0.10%
197
ICLRICON PLC
114,412$21.9B0.10%
198
COOCooper Cos Inc/The
64,726$21.8B0.10%
199
LENLennar Corp
266,121$21.7B0.10%
200
DREUSDDuke Realty Corp
558,029$20.6B0.10%
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