COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS Q2 2017 Filing

Filed August 9, 2017

Portfolio Value

$6.5B

Holdings

1,118

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (1,118 positions)

#	Stock	Shares	Value	% Portfolio
1	TIPISHARES TR	4,884,097	$554.0M	8.49%
2	SPYSPDR S&P 500 ETF TR	1,980,072	$478.8M	7.33%
3	EPDENTERPRISE PRODS PARTNERS L	10,735,378	$290.7M	4.45%
4	—ENERGY TRANSFER PARTNERS LP	11,859,350	$241.8M	3.70%
5	IEMGISHARES INC	3,692,431	$184.8M	2.83%
6	ETENERGY TRANSFER EQUITY L P	10,181,258	$182.9M	2.80%
7	MPLXMPLX LP	3,812,175	$127.3M	1.95%
8	—WILLIAMS PARTNERS L P NEW	3,153,748	$126.5M	1.94%
9	PAAPLAINS ALL AMERN PIPELINE L	3,872,670	$101.7M	1.56%
10	WEPMAGELLAN MIDSTREAM PRTNRS LP	1,251,352	$89.2M	1.37%
11	—BUCKEYE PARTNERS L P	1,371,788	$87.7M	1.34%
12	—TESORO LOGISTICS LP	1,413,442	$73.1M	1.12%
13	SHLXUSDSHELL MIDSTREAM PARTNERS L P	2,130,620	$64.6M	0.99%
14	WMBWILLIAMS COS INC DEL	1,908,913	$57.8M	0.89%
15	AAPLAPPLE INC	387,355	$55.8M	0.85%
16	—TALLGRASS ENERGY PARTNERS LP	1,058,904	$53.0M	0.81%
17	—ANTERO MIDSTREAM PARTNERS LP	1,598,201	$53.0M	0.81%
18	TRGPTARGA RES CORP	1,130,802	$51.1M	0.78%
19	GELGENESIS ENERGY L P	1,482,312	$47.0M	0.72%
20	—ENLINK MIDSTREAM PARTNERS LP	2,609,354	$44.3M	0.68%
21	—ONEOK PARTNERS LP	863,356	$44.1M	0.68%
22	—RICE MIDSTREAM PARTNERS LP	2,097,219	$41.8M	0.64%
23	MSFTMICROSOFT CORP	573,584	$39.5M	0.61%
24	NSUSDNUSTAR ENERGY LP	825,660	$38.5M	0.59%
25	KMIKINDER MORGAN INC DEL	1,948,118	$37.3M	0.57%
26	—ENBRIDGE ENERGY PARTNERS L P	2,326,739	$37.2M	0.57%
27	OKEONEOK INC NEW	704,114	$36.7M	0.56%
28	—WESTERN GAS EQUITY PARTNERS	853,682	$36.7M	0.56%
29	XOMEXXON MOBIL CORP	453,373	$36.6M	0.56%
30	—POWERSHARES ACT MANG COMM FD	2,266,027	$35.8M	0.55%
31	—BOARDWALK PIPELINE PARTNERS	1,940,534	$34.9M	0.54%
32	TWXCHFTIME WARNER INC	332,825	$33.4M	0.51%
33	MLB1MERCADOLIBRE INC	129,167	$32.4M	0.50%
34	NGLNGL ENERGY PARTNERS LP	2,279,654	$31.9M	0.49%
35	NXPINXP SEMICONDUCTORS N V	285,336	$31.2M	0.48%
36	—TALLGRASS ENERGY GP LP	1,200,216	$30.5M	0.47%
37	—SEMGROUP CORP	1,095,436	$29.6M	0.45%
38	MDYSPDR S&P MIDCAP 400 ETF TR	92,983	$29.5M	0.45%
39	AMZNAMAZON COM INC	29,474	$28.5M	0.44%
40	IAUUSDISHARES GOLD TRUST	2,251,694	$26.9M	0.41%
41	METAFACEBOOK INC	175,610	$26.5M	0.41%
42	JNJJOHNSON & JOHNSON	200,134	$26.5M	0.41%
43	—EQT MIDSTREAM PARTNERS LP	343,401	$25.6M	0.39%
44	RYAAYRYANAIR HLDGS PLC	230,546	$24.8M	0.38%
45	JPMJPMORGAN CHASE & CO	263,950	$24.1M	0.37%
46	—PROSPECT CAPITAL CORPORATION	22,366,000	$23.1M	0.35%
47	—DCP MIDSTREAM LP	672,506	$22.8M	0.35%
48	—PHILLIPS 66 PARTNERS LP	450,097	$22.2M	0.34%
49	CVXCHEVRON CORP NEW	203,746	$21.3M	0.33%
50	—MONSANTO CO NEW	175,991	$20.8M	0.32%
51	—SPECTRANETICS CORP	537,585	$20.6M	0.32%
52	GOOGLALPHABET INC	22,112	$20.6M	0.31%
53	GOOGALPHABET INC	22,169	$20.1M	0.31%
54	TRPTRANSCANADA CORP	394,714	$18.8M	0.29%
55	WFCWELLS FARGO CO NEW	334,142	$18.5M	0.28%
56	EFAISHARES TR	280,610	$18.3M	0.28%
57	BIDUNBAIDU INC	102,038	$18.3M	0.28%
58	BACBANK AMER CORP	739,362	$17.9M	0.27%
59	—WESTERN REFNG LOGISTICS LP	682,706	$17.5M	0.27%
60	GEGENERAL ELECTRIC CO	647,001	$17.5M	0.27%
61	—TWITTER INC	18,070,000	$17.1M	0.26%
62	IJRISHARES TR	241,711	$16.9M	0.26%
63	PGPROCTER AND GAMBLE CO	190,014	$16.6M	0.25%
64	MIC2EURMACQUARIE INFRASTRUCTURE COR	209,707	$16.4M	0.25%
65	—ALERE INC	325,098	$16.3M	0.25%
66	—RITE AID CORP	5,412,603	$16.0M	0.24%
67	—CABELAS INC	267,383	$15.9M	0.24%
68	—WGL HLDGS INC	190,116	$15.9M	0.24%
69	—NEW MTN FIN CORP	14,700,000	$15.2M	0.23%
70	NBISYANDEX N V	575,424	$15.1M	0.23%
71	BABAALIBABA GROUP HLDG LTD	105,849	$14.9M	0.23%
72	PFEPFIZER INC	443,372	$14.9M	0.23%
73	LSCCLATTICE SEMICONDUCTOR CORP	2,231,024	$14.9M	0.23%
74	TDTORONTO DOMINION BK ONT	278,724	$14.0M	0.21%
75	—PROSPECT CAPITAL CORPORATION	13,780,000	$13.8M	0.21%
76	—SUMMIT MIDSTREAM PARTNERS LP	604,661	$13.7M	0.21%
77	CMCSACOMCAST CORP NEW	351,610	$13.7M	0.21%
78	TRVCCITIGROUP INC	204,549	$13.7M	0.21%
79	HDHOME DEPOT INC	89,011	$13.7M	0.21%
80	4I1PHILIP MORRIS INTL INC	115,388	$13.6M	0.21%
81	BACVERIZON COMMUNICATIONS INC	303,071	$13.5M	0.21%
82	—VCA INC	146,270	$13.5M	0.21%
83	—KCG HLDGS INC	675,676	$13.5M	0.21%
84	—PANERA BREAD CO	42,797	$13.5M	0.21%
85	UNHUNITEDHEALTH GROUP INC	71,594	$13.3M	0.20%
86	CTRPUSDCTRIP COM INTL LTD	244,512	$13.2M	0.20%
87	—BROCADE COMMUNICATIONS SYS I	1,040,235	$13.1M	0.20%
88	MRKMERCK & CO INC	203,205	$13.0M	0.20%
89	—PAREXEL INTL CORP	149,292	$13.0M	0.20%
90	—WEBMD HEALTH CORP	221,024	$13.0M	0.20%
91	BRK/BBERKSHIRE HATHAWAY INC DEL	76,524	$13.0M	0.20%
92	VVISA INC	137,164	$12.9M	0.20%
93	KOCOCA COLA CO	285,681	$12.8M	0.20%
94	—WHOLE FOODS MKT INC	303,142	$12.8M	0.20%
95	—AKORN INC	380,372	$12.8M	0.20%
96	—NEUSTAR INC	381,274	$12.7M	0.19%
97	LNGCHENIERE ENERGY INC	256,289	$12.5M	0.19%
98	—PATHEON N V	357,143	$12.5M	0.19%
99	—PROSPECT CAPITAL CORPORATION	12,500,000	$12.5M	0.19%
100	BAPCREDICORP LTD	69,176	$12.4M	0.19%

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