State of Tennessee, Department of Treasury Q2 2016 Filing

Filed August 12, 2016

Portfolio Value

$19.7B

Holdings

1,448

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,448 positions)

#StockSharesValue% PortfolioType
201
RRCRANGE RES CORP
517,778$22.3B113.26%
202
AIZASSURANT INC
255,868$22.1B111.98%
203
AMTAMERICAN TOWER REIT CLASS A
194,222$22.1B111.88%
204
YUMYUM BRANDS INC
265,826$22.0B111.76%
205
BDXBECTON DICKINSON & CO
128,784$21.8B110.74%
206
TESORO CORP
291,239$21.8B110.63%
207
ACNACCENTURE PLC COM STOCK
192,413$21.8B110.52%
208
BLKCHFBLACKROCK INC
63,076$21.6B109.55%
209
EBAEBAY INC
921,321$21.6B109.36%
210
EMNEASTMAN CHEM CO
315,142$21.4B108.50%
211
E M C CORP MASS
787,550$21.4B108.49%
212
PNCPNC FINL SVCS GROUP INC
256,351$20.9B105.79%
213
RCI/BRogers Communications Inc
517,679$20.9B105.73%
214
CPBCAMPBELL SOUP CO
313,018$20.8B105.59%
215
HIIHUNTINGTON INGALLS INDS INC COM
123,400$20.7B105.13%
216
PEGPUBLIC SVC ENTERPRISE GROUP
443,283$20.7B104.76%
217
ROSTROSS STORES INC
363,869$20.6B104.59%
218
SYFSYNCHRONY FINL
809,095$20.5B103.71%
219
SJMSMUCKER J M CO
133,165$20.3B102.91%
220
AONAON PLC CLASS-A ORD
185,441$20.3B102.70%
221
VEAVANGUARD TAX MANAGED INTL FD
569,800$20.1B102.16%
222
CAGCONAGRA FOODS INC
419,319$20.0B101.65%
223
WMWASTE MGMT INC DEL
301,549$20.0B101.32%
224
IPACISHARES TR
426,720$20.0B101.23%
225
VRTXVERTEX PHARMACEUTICALS INC
231,608$19.9B101.02%
226
WABWABTEC CORP
283,276$19.9B100.87%
227
NWLNEWELL BRANDS INC
409,537$19.9B100.85%
228
NEMNEWMONT MINING CORP
508,094$19.9B100.77%
229
DALDELTA AIR LINES INC
543,054$19.8B100.31%
230
KMIKINDER MORGAN INC
1,045,353$19.6B99.23%
231
POT1EURPOTASH CORP SASKATCHEWAN
1,209,768$19.6B99.21%
232
CBS CORP NEW
358,048$19.5B98.83%
233
SRESEMPRA ENERGY
170,799$19.5B98.74%
234
FNVFRANCO-NEVADA CORP
256,345$19.4B98.34%
235
MICHAEL KORS HLDGS LTD
391,304$19.4B98.17%
236
MGAMagna International Inc
552,339$19.3B97.82%
237
STZCONSTELLATION BRANDS INC
116,255$19.2B97.49%
238
SNASNAP ON INC
121,205$19.1B96.98%
239
CMSCMS ENERGY CORP
416,804$19.1B96.91%
240
GENERAL GROWTH PPTYS INC NEW
639,013$19.1B96.61%
241
DR PEPPER SNAPPLE GROUP INC
196,965$19.0B96.50%
242
VMWEURVMIWARE INC
330,000$18.9B95.74%
243
FFIVF5 NETWORKS INC
164,432$18.7B94.91%
244
DHID R HORTON INC
594,420$18.7B94.88%
245
TRITHOMSON REUTERS CORP
462,260$18.6B94.35%
246
ADPAUTOMATIC DATA PROCESSING INC
201,647$18.5B93.93%
247
TWENTY-FIRST CENTURY FOX INC
684,651$18.5B93.90%
248
NFLXNETFLIX COM INC
200,151$18.3B92.83%
249
XELXCEL ENERGY INC
402,413$18.0B91.37%
250
CCLCARNIVAL CORP
407,444$18.0B91.31%
251
AGRIUM INC
199,783$18.0B91.19%
252
GIBCGI GROUP INC
399,444$17.0B86.09%
253
AEMAGNICO EAGLE MINES LTD
316,769$16.9B85.53%
254
MYLAN N V
389,989$16.9B85.50%
255
WECWEC ENERGY GROUP INC
256,860$16.8B85.04%
256
CVECENOVUS ENERGY INC
1,204,640$16.6B84.07%
257
JOHNSON CTLS INC
374,026$16.6B83.94%
258
HALHALLIBURTON CO
363,306$16.5B83.43%
259
DHRDANAHER CORP DEL
162,785$16.4B83.36%
260
PPLPembina Pipeline Corp
542,355$16.4B83.15%
261
GXGUSDGLOBAL X FDS
1,770,121$16.2B81.94%
262
DTEDTE ENERGY CO
159,835$15.8B80.33%
263
FISVFISERV INC
143,623$15.6B79.18%
264
PLDPROLOGIS INC
316,616$15.5B78.73%
265
WYWEYERHAEUSER CO
520,978$15.5B78.64%
266
HPEHEWLETT PACKARD ENTERPRISE C
842,932$15.4B78.09%
267
TSSTOTAL SYS SVCS INC
281,652$15.0B75.85%
268
EPUISHARES TR
479,644$14.8B75.12%
269
SHWSHERWIN WILLIAMS CO
49,987$14.7B74.43%
270
AOSSMITH A O
165,949$14.6B74.14%
271
SYYSYSCO CORP
286,247$14.5B73.64%
272
BKRBAKER HUGHES INC
320,061$14.4B73.24%
273
AVBAVALONBAY CMNTYS INC
79,662$14.4B72.86%
274
ENDO INTL PLC
908,612$14.2B71.82%
275
KLACKLA-TENCOR CORP
193,170$14.2B71.74%
276
CSLCARLISLE COS INC
133,526$14.1B71.55%
277
CATCATERPILLAR INC DEL
184,322$14.0B70.85%
278
HIGHARTFORD FINL SVCS GROUP INC
314,349$14.0B70.74%
279
TMKTORCHMARK CORP
225,018$13.9B70.53%
280
QSRRESTAURANT BRANDS INTERNATIONAL
335,031$13.9B70.36%
281
MCOMOODYS CORP
147,638$13.8B70.15%
282
SILVER WHEATON CORP
585,251$13.7B69.50%
283
SEESEALED AIR CORP NEW
298,127$13.7B69.49%
284
RYAAYRYANAIR HLDGS PLC
195,050$13.6B68.77%
285
ESEVERSOURCE ENERGY
223,782$13.4B67.97%
286
DLTRDOLLAR TREE INC
142,178$13.4B67.94%
287
MASMASCO CORP
425,125$13.2B66.69%
288
AYIACUITY BRANDS INC
53,011$13.1B66.64%
289
EWEDWARDS LIFESCIENCES CORP
130,985$13.1B66.23%
290
HASHASBRO INC
152,104$12.8B64.77%
291
AZOAUTOZONE INC
16,039$12.7B64.56%
292
PXDEURPIONEER NAT RES CO
83,770$12.7B64.23%
293
WDCWESTERN DIGITAL CORP
267,686$12.7B64.14%
294
BXPBOSTON PROPERTIES INC
95,864$12.6B64.11%
295
SCANA CORP NEW
167,011$12.6B64.07%
296
DELPHI AUTOMOTIVE PLC
200,420$12.5B63.62%
297
7HPHP INC
991,914$12.4B63.12%
298
NINISOURCE INC
468,122$12.4B62.94%
299
ATVIEURACTIVISION BLIZZARD INCE
313,039$12.4B62.90%
300
PXGBXPRAXAIR INC
110,249$12.4B62.83%
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