State of Tennessee, Department of Treasury Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$25.6B

Holdings

1,665

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (1,665 positions)

#	Stock	Shares	Value	% Portfolio
1	AAPLApple Inc	6,903,070	$976.8M	3.82%
2	MSFTMicrosoft Corp	3,337,543	$940.9M	3.68%
3	EWTiShares MSCI Taiwan ETF	11,535,864	$715.3M	2.80%
4	EWYiShares MSCI South Korea ETF	7,270,998	$586.5M	2.29%
5	XLKTechnology Select Sector SPDR	3,232,523	$482.7M	1.89%
6	METAMeta Platforms Inc	1,217,489	$413.2M	1.61%
7	VTIVanguard Total Stock Market ET	1,372,470	$304.8M	1.19%
8	INDAiShares MSCI India ETF	6,070,388	$295.6M	1.16%
9	JPMJPMorgan Chase & Co	1,567,331	$256.6M	1.00%
10	INDYiShares India 50 ETF	4,602,274	$237.4M	0.93%
11	VOOVanguard S&P 500 ETF	591,600	$233.3M	0.91%
12	JNJJohnson & Johnson	1,414,672	$228.5M	0.89%
13	UNHUnitedHealth Group Inc	553,418	$216.2M	0.85%
14	EWZiShares MSCI Brazil ETF	6,602,258	$212.1M	0.83%
15	NVDANVIDIA Corp	1,012,842	$209.8M	0.82%
16	4I1Philip Morris International In	2,203,139	$208.8M	0.82%
17	VCLTVanguard Long-Term Corporate B	1,821,292	$192.3M	0.75%
18	VVisa Inc	845,590	$188.4M	0.74%
19	PLDPrologis Inc	1,455,199	$182.5M	0.71%
20	VCITVanguard Intermediate-Term Cor	1,899,607	$179.3M	0.70%
21	BACBank of America Corp	4,214,775	$178.9M	0.70%
22	HDHome Depot Inc/The	529,603	$173.8M	0.68%
23	VEAVanguard FTSE Developed Market	3,416,589	$172.5M	0.67%
24	BRK/BBerkshire Hathaway Inc	590,440	$161.2M	0.63%
25	DISWalt Disney Co/The	948,834	$160.5M	0.63%
26	MBBiShares MBS ETF	1,401,020	$151.5M	0.59%
27	PYPLPayPal Holdings Inc	565,369	$147.1M	0.57%
28	MAMastercard Inc	422,646	$146.9M	0.57%
29	CMCSAComcast Corp	2,353,216	$131.6M	0.51%
30	ABTAbbott Laboratories	1,104,818	$130.5M	0.51%
31	EZAiShares MSCI South Africa ETF	2,754,119	$129.5M	0.51%
32	CSCOCisco Systems Inc/Delaware	2,375,006	$129.3M	0.51%
33	GSGoldman Sachs Group Inc/The	330,736	$125.0M	0.49%
34	CVSCVS Health Corp	1,421,481	$120.6M	0.47%
35	NKENIKE Inc	824,065	$119.7M	0.47%
36	HONHoneywell International Inc	555,487	$117.9M	0.46%
37	NEENextEra Energy Inc	1,497,375	$117.6M	0.46%
38	XOMExxon Mobil Corp	1,932,085	$113.6M	0.44%
39	UNPUnion Pacific Corp	565,032	$110.8M	0.43%
40	BABoeing Co/The	481,268	$105.9M	0.41%
41	DWDMorgan Stanley	1,083,380	$105.4M	0.41%
42	RYRoyal Bank of Canada	1,055,984	$105.1M	0.41%
43	BAXBaxter International Inc	1,300,765	$104.6M	0.41%
44	AVGOBroadcom Inc	213,212	$103.4M	0.40%
45	CRMsalesforce.com Inc	372,651	$101.1M	0.39%
46	RTXRaytheon Technologies Corp	1,170,319	$100.6M	0.39%
47	KRKroger Co/The	2,474,266	$100.0M	0.39%
48	GEGeneral Electric Co	949,254	$97.8M	0.38%
49	TXNTexas Instruments Inc	504,066	$96.9M	0.38%
50	ANGLVanEck Fallen Angel High Yield	2,927,100	$96.7M	0.38%
51	MCDMcDonald's Corp	390,295	$94.1M	0.37%
52	MINTPIMCO Enhanced Short Maturity	891,400	$90.9M	0.36%
53	TRVCCitigroup Inc	1,283,152	$90.1M	0.35%
54	DYHTarget Corp	392,064	$89.7M	0.35%
55	TDToronto-Dominion Bank/The	1,349,693	$89.3M	0.35%
56	PFEPfizer Inc	2,071,425	$89.1M	0.35%
57	BMYBristol-Myers Squibb Co	1,499,955	$88.8M	0.35%
58	ACNAccenture PLC	275,192	$88.0M	0.34%
59	LLYEli Lilly & Co	378,790	$87.5M	0.34%
60	WFCWells Fargo & Co	1,882,868	$87.4M	0.34%
61	ADMArcher-Daniels-Midland Co	1,429,594	$85.8M	0.34%
62	UPSUnited Parcel Service Inc	463,629	$84.4M	0.33%
63	VNQVanguard Real Estate ETF	814,122	$82.9M	0.32%
64	SBUXStarbucks Corp	740,923	$81.7M	0.32%
65	THD*iShares MSCI Thailand ETF	1,087,808	$81.2M	0.32%
66	LOWLowe's Cos Inc	399,690	$81.1M	0.32%
67	ETNEaton Corp PLC	541,942	$80.9M	0.32%
68	KOCoca-Cola Co/The	1,512,002	$79.3M	0.31%
69	PXDEURPioneer Natural Resources Co	476,119	$79.3M	0.31%
70	DHRDanaher Corp	260,303	$79.2M	0.31%
71	AMTAmerican Tower Corp	293,186	$77.8M	0.30%
72	INTCIntel Corp	1,406,872	$75.0M	0.29%
73	MDTMedtronic PLC	578,131	$72.5M	0.28%
74	EOGEOG Resources Inc	868,426	$69.7M	0.27%
75	TAT&T Inc	2,557,483	$69.1M	0.27%
76	FTSLFirst Trust Senior Loan ETF	1,435,700	$68.7M	0.27%
77	PGProcter & Gamble Co/The	486,295	$68.0M	0.27%
78	SPGSimon Property Group Inc	518,934	$67.4M	0.26%
79	BDXBecton Dickinson and Co	266,637	$65.5M	0.26%
80	IPInternational Paper Co	1,164,237	$65.1M	0.25%
81	QCOMQUALCOMM Inc	503,265	$64.9M	0.25%
82	CNICanadian National Railway Co	558,430	$64.7M	0.25%
83	LUVSouthwest Airlines Co	1,257,563	$64.7M	0.25%
84	8CWCrown Castle International Cor	373,025	$64.7M	0.25%
85	PHParker-Hannifin Corp	231,111	$64.6M	0.25%
86	BACVerizon Communications Inc	1,171,476	$63.3M	0.25%
87	COSTCostco Wholesale Corp	140,112	$63.0M	0.25%
88	EWMiShares MSCI Malaysia ETF	2,457,979	$62.3M	0.24%
89	AMDAdvanced Micro Devices Inc	597,407	$61.5M	0.24%
90	ABBVAbbVie Inc	565,910	$61.0M	0.24%
91	DOWDow Inc	1,048,006	$60.3M	0.24%
92	AXPAmerican Express Co	360,068	$60.3M	0.24%
93	ENBEnbridge Inc	1,501,182	$59.8M	0.23%
94	SRLNSPDR Blackstone Senior Loan ET	1,279,201	$58.9M	0.23%
95	CMICummins Inc	262,067	$58.9M	0.23%
96	EMREmerson Electric Co	624,702	$58.8M	0.23%
97	MRSHMarsh & McLennan Cos Inc	385,924	$58.4M	0.23%
98	—Brookfield Asset Management In	1,080,947	$57.9M	0.23%
99	EIDOiShares MSCI Indonesia ETF	2,654,013	$57.6M	0.22%
100	GMGeneral Motors Co	1,060,814	$55.9M	0.22%

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