State of Tennessee, Department of Treasury Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$14.9T

Holdings

1,472

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (1,472 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
4,359,081$687.5B4.61%
2
EWTISHARES INC
13,782,411$454.4B3.05%
3
EWYISHARES INC
9,363,547$439.3B2.95%
4
XLKSELECT SECTOR SPDR TR
4,118,505$331.0B2.22%
5
EDRCNC33/802/15/30
298,000$269.5B1.81%
6
GOOGALPHABET INC CLASS C
223,138$259.5B1.74%
7
JPMJP MORGAN CHASE & CO
2,543,484$229.0B1.54%
8
PGPROCTER & GAMBLE CO
2,003,413$220.4B1.48%
9
JNJJOHNSON & JOHNSON
1,604,885$210.4B1.41%
10
EWZISHARES INC
7,869,517$185.4B1.24%
11
GOOGLALPHABET INC CLASS A
154,304$179.3B1.20%
12
VTIVANGUARD INDEX FDS
1,348,009$173.8B1.17%
13
VVISA INC
1,021,703$164.6B1.10%
14
TAT&T INC
5,192,683$151.4B1.02%
15
WMTWALMART, INC
1,321,641$150.2B1.01%
16
VOOVanguard S&P 500 ETF
620,600$147.0B0.99%
17
INDYISHARES TR
5,522,943$141.7B0.95%
18
HDHOME DEPOT INC
720,873$134.6B0.90%
19
INDAISHARES TR
5,556,338$134.0B0.90%
20
VCLTVANGUARD SCOTTSDALE FDS
1,356,927$131.8B0.88%
21
VCITVANGUARD SCOTTSDALE FDS
1,438,723$125.3B0.84%
22
INTCINTEL CORP
2,215,284$119.9B0.80%
23
NFLXNETFLIX COM INC
318,441$119.6B0.80%
24
LMTLOCKHEED MARTIN CORP
347,312$117.7B0.79%
25
MBBISHARES
1,028,895$113.6B0.76%
26
METAFACEBOOK INC
680,000$113.4B0.76%
27
ADBEADOBE INC
350,655$111.6B0.75%
28
AMTAMERICAN TOWER REIT CLASS A
489,388$106.6B0.71%
29
VEAVANGUARD TAX MANAGED INTL FD
3,127,502$104.3B0.70%
30
BACVERIZON COMMUNICATIONS
1,924,177$103.4B0.69%
31
CMCSACOMCAST CORP NEW
2,983,804$102.6B0.69%
32
NVDANVIDIA CORP
387,929$102.3B0.69%
33
KOCOCA COLA CO
2,234,781$98.9B0.66%
34
DISDISNEY WALT CO
1,003,764$97.0B0.65%
35
FACEBOOK INC
565,787$94.4B0.63%
36
UNPUNION PAC CORP
659,179$93.0B0.62%
37
LLYLILLY ELI & CO
657,428$91.2B0.61%
38
CICIGNA CORP
514,618$91.2B0.61%
39
CSCOCISCO SYS INC
2,318,903$91.2B0.61%
40
LHXL3HARRIS TECH INC
486,745$87.7B0.59%
41
CVSCVS HEALTH CORPORATION
1,442,612$85.6B0.57%
42
COSTCOSTCO WHSL CORP NEW
290,561$82.8B0.56%
43
BMYBRISTOL MYERS SQUIBB CO
1,472,621$82.1B0.55%
44
MCDMCDONALDS CORP
491,008$81.2B0.54%
45
EZAISHARES INC
2,754,119$78.2B0.52%
46
NEXTERA ENERGY, INC.
318,591$76.7B0.51%
47
UNHUNITEDHEALTH GROUP INC
303,714$75.7B0.51%
48
NKENIKE INC
908,558$75.2B0.50%
49
EWMISHARES INC
3,181,687$73.8B0.50%
50
PYPLPAYPAL HLDGS INC
764,873$73.2B0.49%
51
TRVCCITIGROUP INC. COM NEW
1,652,997$69.6B0.47%
52
TMOTHERMO FISHER SCIENTIFIC INC
245,436$69.6B0.47%
53
NORTHROP GRUMMAN CORP
222,485$67.3B0.45%
54
CRMSALESFORCE COM INC
459,142$66.1B0.44%
55
PFEPFIZER INC
2,001,133$65.3B0.44%
56
MASTERCARD INC
259,500$62.7B0.42%
57
NSCNORFOLK SOUTHERN CORP
426,986$62.3B0.42%
58
PEPPEPSICO INC
503,644$60.5B0.41%
59
BSXBOSTON SCIENTIFIC CORP
1,827,703$59.6B0.40%
60
SBUXSTARBUCKS CORP
883,186$58.1B0.39%
61
CHTRCHARTER COMMUNICATIONS INC N
131,813$57.5B0.39%
62
ORCLORACLE CORP
1,180,207$57.0B0.38%
63
HYGiShares iBoxx $ High Yield Cor
731,300$56.4B0.38%
64
VRTXVERTEX PHARMACEUTICALS INC
236,150$56.2B0.38%
65
ISRGINTUITIVE SURGICAL INC
112,173$55.5B0.37%
66
4I1PHILIP MORRIS INTL INC
759,603$55.4B0.37%
67
VNQVANGUARD INDEX FDS
786,324$54.9B0.37%
68
KSUEURKANSAS CITY SOUTHERN
431,219$54.8B0.37%
69
EIDOISHARES TR
3,627,975$53.4B0.36%
70
CPBCAMPBELL SOUP CO
1,145,502$52.9B0.35%
71
SRESEMPRA ENERGY
453,167$51.2B0.34%
72
UNITEDHEALTH GROUP INC
205,000$51.1B0.34%
73
TJXTJX COS INC NEW
1,054,742$50.4B0.34%
74
MASTERCARD INC
208,715$50.4B0.34%
75
GSGOLDMAN SACHS GROUP INC
319,663$49.4B0.33%
76
ABBVABBVIE INC
642,053$48.9B0.33%
77
DGDOLLAR GEN CORP NEW
308,349$46.6B0.31%
78
BXPBOSTON PROPERTIES INC
502,051$46.3B0.31%
79
MRKMERCK AND CO
598,589$46.1B0.31%
80
NEENEXTERA ENERGY, INC.
188,205$45.3B0.30%
81
BKLNINVESCO SENIOR LOAN ETF
2,204,200$45.1B0.30%
82
FMCF M C CORP
548,633$44.8B0.30%
83
CTVACORTEVA INC
1,902,957$44.7B0.30%
84
PGRPROGRESSIVE CORP OHIO
597,261$44.1B0.30%
85
AVGOBROADCOM INC
185,467$44.0B0.30%
86
CP.TOCANADIAN PAC RY LTD
199,196$43.7B0.29%
87
AONAON PLC CLASS-A ORD
262,873$43.4B0.29%
88
NEMNEWMONT CORPORATION
939,462$42.5B0.29%
89
HONHONEYWELL INTL INC
312,754$41.8B0.28%
90
EQIXEQUINIX INC
66,111$41.3B0.28%
91
ZTSZOETIS INC
349,762$41.2B0.28%
92
ATVIEURACTIVISION BLIZZARD INCE
654,246$38.9B0.26%
93
PROLOGIS INC
477,675$38.4B0.26%
94
SHOPSHOPIFY INC
91,287$38.1B0.26%
95
FACEBOOK INC
227,524$38.0B0.25%
96
XOMEXXON MOBIL CORP
994,780$37.8B0.25%
97
IBMINTERNATIONAL BUSINESS MACHS
335,523$37.2B0.25%
98
MLMMARTIN MARIETTA MATLS INC
196,595$37.2B0.25%
99
CBCHUBB LTD
322,117$36.0B0.24%
100
PNCPNC FINL SVCS GROUP INC
368,175$35.2B0.24%
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