State of Tennessee, Department of Treasury Q4 2016 Filing

Filed January 24, 2017

Portfolio Value

$18.9B

Holdings

1,515

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (1,515 positions)

#StockSharesValue% PortfolioType
101
NKENIKE INC
876,965$44.6B235.55%
102
UPSUNITED PARCEL SERVICE INC
385,610$44.2B233.59%
103
EQTEQT CORP
666,235$43.6B230.23%
104
CNRCANADIAN NATIONAL RAILWAY CO
633,620$42.7B225.61%
105
ECHISHARES INC
1,140,536$42.7B225.52%
106
VNQVANGUARD INDEX FDS
515,603$42.6B224.85%
107
MMM3M CO
238,294$42.6B224.85%
108
TSNTYSON FOODS INC
670,501$41.4B218.53%
109
NOCNORTHROP GRUMMAN CORP
177,274$41.2B217.85%
110
LOWLOWES COS INC
579,211$41.2B217.66%
111
DALDELTA AIR LINES INC
825,384$40.6B214.53%
112
SYNASYNAPTICS INC
755,000$40.5B213.75%
113
QCOMQUALCOMM INC
616,960$40.2B212.55%
114
DHRDANAHER CORP DEL
514,852$40.1B211.76%
115
LRCXEURLAM RESEARCH CORP
378,703$40.0B211.57%
116
UBNTEURUBIQUITI NETWORKS INC
692,507$40.0B211.50%
117
NEENEXTERA ENERGY, INC.
331,726$39.6B209.39%
118
YAHOO INC
1,022,786$39.6B208.99%
119
HALHALLIBURTON CO
722,871$39.1B206.60%
120
CHTRCHARTER COMMUNICATIONS INC N
134,520$38.7B204.66%
121
SPGSIMON PPTY GROUP INC NEW
217,935$38.7B204.60%
122
BMOBANK OF MONTREAL
534,740$38.5B203.49%
123
EPOLISHARES TR
2,101,653$38.1B201.22%
124
HUMHUMANA INC
185,790$37.9B200.30%
125
DFSEURDISCOVER FINL SVCS
523,524$37.7B199.42%
126
SJMSMUCKER J M CO
292,603$37.5B197.99%
127
TJXTJX COS INC NEW
497,414$37.4B197.47%
128
NFLXNETFLIX COM INC
301,500$37.3B197.23%
129
AQLTISHARES TR
1,105,327$35.8B189.35%
130
PSXPHILLIPS 66
413,542$35.7B188.82%
131
EFAISHARES TR
617,040$35.6B188.23%
132
SCHWSCHWAB CHARLES CORP NEW
900,219$35.5B187.75%
133
CVSCVS HEALTH CORPORATION
437,778$34.5B182.54%
134
EOGEOG RES INC
341,146$34.5B182.25%
135
TUR*ISHARES INC
1,041,989$33.8B178.77%
136
WBAWALGREENS BOOTS ALLIANCE INC
406,467$33.6B177.75%
137
APCANADARKO PETE CORP
476,306$33.2B175.50%
138
CBCHUBB LTD
250,827$33.1B175.11%
139
DYHTARGET CORP
457,201$33.0B174.50%
140
ENBENBRIDGE INC
774,670$32.6B172.48%
141
TRPTRANSCANADA CORP
721,654$32.6B172.16%
142
COFCAPITAL ONE FINL CORP
370,324$32.3B170.71%
143
MONSANTO CO NEW
306,334$32.2B170.30%
144
VMWEURVMIWARE INC
406,150$32.0B168.96%
145
AXPAMERICAN EXPRESS CO
430,785$31.9B168.63%
146
BFHALLIANCE DATA SYSTEMS CORP
139,346$31.8B168.25%
147
ITWILLINOIS TOOL WKS INC
256,979$31.5B166.29%
148
TXNTEXAS INSTRS INC
428,231$31.2B165.11%
149
VTIPVANGUARD MALVERN FDS
634,800$31.2B164.90%
150
BCEBCE INC NPV
720,661$31.2B164.80%
151
MRSHMARSH & MCLENNAN COS INC
460,795$31.1B164.57%
152
MCKMCKESSON CORP
220,747$31.0B163.83%
153
BSXBOSTON SCIENTIFIC CORP
1,424,989$30.8B162.87%
154
HOLXHOLOGIC INC
767,300$30.8B162.66%
155
GMGENERAL MTRS CO
863,274$30.1B158.92%
156
AMTAMERICAN TOWER REIT CLASS A
282,576$29.9B157.80%
157
ACNACCENTURE PLC COM STOCK
254,694$29.8B157.64%
158
CRCCAN NATURAL RES
934,520$29.8B157.57%
159
VLOVALERO ENERGY CORP NEW
435,571$29.8B157.24%
160
SWN1EURSOUTHWESTERN ENERGY CO
2,742,209$29.7B156.78%
161
PNCPNC FINL SVCS GROUP INC
251,707$29.4B155.56%
162
IRINGERSOLL-RAND PLC
391,814$29.4B155.36%
163
STTSTATE STR CORP
377,540$29.3B155.05%
164
GDGENERAL DYNAMICS CORP
168,882$29.2B154.08%
165
RTN1USDRAYTHEON CO
202,744$28.8B152.13%
166
CBS CORP NEW
450,791$28.7B151.55%
167
MFCMANULIFE FINANCIAL CORP
1,593,266$28.4B150.12%
168
VEAVANGUARD TAX MANAGED INTL FD
767,900$28.1B148.26%
169
TWENTY-FIRST CENTURY FOX INC
989,664$27.8B146.64%
170
BLKCHFBLACKROCK INC
72,903$27.7B146.59%
171
PSAPUBLIC STORAGE INC
121,473$27.1B143.46%
172
VMCVULCAN MATLS CO
216,323$27.1B143.05%
173
CMCANADIAN IMPERIAL BANK OF
329,526$26.9B142.27%
174
JCIJOHNSON CTLS INTL PLC
644,589$26.6B140.30%
175
LUVSOUTHWEST AIRLS CO
516,833$25.8B136.11%
176
ABTABBOTT LABS
669,115$25.7B135.80%
177
LYBLYONDELLBASELL INDUSTRIES N V
298,610$25.6B135.35%
178
CSLCARLISLE COS INC
232,127$25.6B135.28%
179
FEFIRSTENERGY CORP
826,371$25.6B135.23%
180
ROSTROSS STORES INC
386,257$25.3B133.89%
181
FFORD MTR CO DEL
2,079,842$25.2B133.31%
182
RRCRANGE RES CORP
730,389$25.1B132.61%
183
COPCONOCOPHILLIPS
499,609$25.1B132.37%
184
DU PONT E I DE NEMOURS & CO
341,097$25.0B132.30%
185
CMECME GROUP INC
215,996$24.9B131.66%
186
XLUSELECT SECTOR SPDR TR
504,028$24.5B129.36%
187
FDXFEDEX CORP
131,401$24.5B129.28%
188
SUNTRUST BKS INC
446,023$24.5B129.27%
189
NUENUCOR CORP
408,697$24.3B128.53%
190
REYNOLDS AMERICAN INC
430,987$24.2B127.62%
191
EAELECTRONIC ARTS INC
306,333$24.1B127.49%
192
MDLZMONDELEZ INTERNATIONAL INC
541,141$24.0B126.76%
193
BAMBROOKFIELD ASSET MANAGEMENT INC
718,115$23.7B125.36%
194
CFGCITIZENS FINL GROUP INC
649,825$23.2B122.34%
195
IPINTL PAPER CO
431,818$22.9B121.07%
196
NVDANVIDIA CORP
214,423$22.9B120.94%
197
EFXEQUIFAX INC
190,699$22.5B119.14%
198
AYIACUITY BRANDS INC
97,043$22.4B118.38%
199
FFIVF5 NETWORKS INC
153,906$22.3B117.69%
200
OXYOCCIDENTAL PETE CORP DEL
309,377$22.0B116.44%
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