State of Tennessee, Department of Treasury Q4 2020 Filing

Filed February 9, 2021

Portfolio Value

$23.6B

Holdings

1,609

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (1,609 positions)

#StockSharesValue% PortfolioType
101
HALHalliburton Co
2,751,679$52.0B220.56%
102
MCKMcKesson Corp
298,506$51.9B220.17%
103
TMUST-Mobile US Inc
380,612$51.3B217.66%
104
AWCAmerican Water Works Co Inc
328,621$50.4B213.88%
105
KOCoca-Cola Co/The
917,300$50.3B213.34%
106
ADSKAutodesk Inc
163,948$50.1B212.30%
107
CVXChevron Corp
586,998$49.6B210.23%
108
DGDollar General Corp
233,690$49.1B208.42%
109
AXPAmerican Express Co
404,059$48.9B207.19%
110
BNSBank of Nova Scotia/The
901,079$48.7B206.36%
111
ENBEnbridge Inc
1,511,526$48.3B204.83%
112
BXPBoston Properties Inc
509,054$48.1B204.07%
113
IHS Markit Ltd
534,484$48.0B203.62%
114
TTTrane Technologies PLC
330,064$47.9B203.19%
115
PEPPepsiCo Inc
318,060$47.2B200.03%
116
PGRProgressive Corp/The
457,011$45.2B191.64%
117
MUMicron Technology Inc
599,380$45.1B191.10%
118
ICEIntercontinental Exchange Inc
390,405$45.0B190.88%
119
SRLNSPDR Blackstone / GSO Senior L
982,476$44.9B190.20%
120
SHOPShopify Inc
39,227$44.4B188.31%
121
AMTAmerican Tower Corp
196,081$44.0B186.65%
122
ETNEaton Corp PLC
362,826$43.6B184.86%
123
TFXTeleflex Inc
105,049$43.2B183.35%
124
Brookfield Asset Management In
1,040,656$43.0B182.28%
125
LUVSouthwest Airlines Co
918,040$42.8B181.47%
126
4I1Philip Morris International In
514,491$42.6B180.64%
127
FISFidelity National Information
300,667$42.5B180.37%
128
GWWWW Grainger Inc
103,593$42.3B179.39%
129
NEMNewmont Corp
705,119$42.2B179.09%
130
SHYGiShares 0-5 Year High Yield Co
924,000$42.0B178.06%
131
ISRGIntuitive Surgical Inc
51,208$41.9B177.66%
132
FISVFiserv Inc
364,868$41.5B176.18%
133
LRCXEURLam Research Corp
87,707$41.4B175.66%
134
AONAon PLC
192,594$40.7B172.56%
135
CBRECBRE Group Inc
647,403$40.6B172.20%
136
IEXIDEX Corp
201,951$40.2B170.60%
137
AJGArthur J Gallagher & Co
324,620$40.2B170.31%
138
AQLTiShares MSCI Philippines ETF
1,217,232$39.8B168.80%
139
AMATApplied Materials Inc
458,038$39.5B167.64%
140
GISGeneral Mills Inc
662,661$39.0B165.24%
141
NOWServiceNow Inc
69,711$38.4B162.72%
142
ALSAllstate Corp/The
348,524$38.3B162.48%
143
RACEFerrari NV
161,429$37.3B158.02%
144
EPOLiShares MSCI Poland ETF
1,956,152$37.2B157.78%
145
MRKMerck & Co Inc
454,064$37.1B157.51%
146
PNCPNC Financial Services Group I
248,373$37.0B156.94%
147
ORCLOracle Corp
569,960$36.9B156.36%
148
BMOBank of Montreal
478,042$36.3B154.01%
149
AMEAMETEK Inc
299,913$36.3B153.82%
150
LMTLockheed Martin Corp
101,979$36.2B153.52%
151
SYFSynchrony Financial
1,018,055$35.3B149.86%
152
Canadian Pacific Railway Ltd
101,543$35.2B149.24%
153
CBChubb Ltd
224,485$34.6B146.53%
154
EQREquity Residential
556,973$33.0B140.02%
155
EOGEOG Resources Inc
657,331$32.8B139.02%
156
AVBAvalonBay Communities Inc
203,579$32.7B138.51%
157
KRKroger Co/The
1,023,218$32.5B137.82%
158
HIGHartford Financial Services Gr
662,787$32.5B137.67%
159
BLKCHFBlackRock Inc
43,916$31.7B134.38%
160
CATCaterpillar Inc
173,054$31.5B133.59%
161
XOMExxon Mobil Corp
758,838$31.3B132.65%
162
SYKStryker Corp
127,324$31.2B132.31%
163
TERTeradyne Inc
255,686$30.7B130.00%
164
Barrick Gold Corp
1,340,621$30.5B129.41%
165
LNTAlliant Energy Corp
589,571$30.4B128.84%
166
ORLYO'Reilly Automotive Inc
66,442$30.1B127.52%
167
CAGConagra Brands Inc
822,130$29.8B126.42%
168
IRMIron Mountain Inc
988,806$29.1B123.62%
169
AESAES Corp/The
1,235,149$29.0B123.09%
170
CMGChipotle Mexican Grill Inc
20,840$28.9B122.56%
171
BCEBCE Inc
675,846$28.9B122.45%
172
KLACKLA Corp
110,775$28.7B121.63%
173
TRPTC Energy Corp
700,428$28.5B120.66%
174
ECHiShares MSCI Chile ETF
940,567$28.4B120.50%
175
UBSUBS Group AG
2,006,495$28.3B120.04%
176
CIBC
331,341$28.3B119.91%
177
EWCiShares MSCI Canada ETF
902,842$27.8B118.08%
178
MINTPIMCO Enhanced Short Maturity
272,200$27.8B117.79%
179
CTVACorteva Inc
709,387$27.5B116.48%
180
CNRCanadian National Railway Co
247,764$27.2B115.42%
181
MARMarriott International Inc/MD
205,199$27.1B114.80%
182
ROKRockwell Automation Inc
105,128$26.4B111.82%
183
WECWEC Energy Group Inc
283,953$26.1B110.82%
184
BRBroadridge Financial Solutions
167,912$25.7B109.09%
185
INTUIntuit Inc
67,589$25.7B108.88%
186
MFCManulife Financial Corp
1,443,460$25.7B108.83%
187
CFGCitizens Financial Group Inc
712,609$25.5B108.07%
188
BKLNInvesco Senior Loan ETF
1,142,200$25.4B107.92%
189
WYNNWynn Resorts Ltd
222,966$25.2B106.69%
190
ALXNAlexion Pharmaceuticals Inc
158,418$24.8B104.96%
191
PHParker-Hannifin Corp
90,457$24.6B104.50%
192
CPBCampbell Soup Co
505,781$24.5B103.71%
193
DREUSDDuke Realty Corp
604,445$24.2B102.46%
194
PAYXPaychex Inc
257,422$24.0B101.72%
195
ESSEssex Property Trust Inc
100,306$23.8B100.99%
196
PFFiShares Preferred & Income Sec
604,900$23.3B98.79%
197
ELVAnthem Inc
72,399$23.2B98.59%
198
MHKMohawk Industries Inc
164,476$23.2B98.32%
199
EXPEExpedia Group Inc
172,631$22.9B96.93%
200
FTITechnipFMC PLC
2,411,141$22.7B96.12%
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