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Institutional Investment Manager
State of Tennessee, Department of Treasury
State of Tennessee, Department of Treasury (CIK: 0001587973), located at 502 Deaderick Street, Nashville, TN. Institutional holdings reported to the SEC.

Institutional Holdings (2014Q2)
Portfolio Summary: 1,308 holdings with a total value of $17,696,037,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 METLIFE INC 855,500 47,531,000 0.27%
102 E M C CORP MASS COM 1,792,900 47,225,000 0.27%
103 POTASH CORP OF SASKATCHEW 1,233,816 47,002,000 0.27%
104 LORILLARD 758,613 46,252,000 0.26%
105 BOSTON SCIENTIFIC CORP 3,620,098 46,228,000 0.26%
106 EDWARDS LIFESCIENCES CORP 536,933 46,090,000 0.26%
107 PACKAGING CORP AMER 636,900 45,532,000 0.26%
108 PPG INDS INC 213,311 44,827,000 0.25%
109 MCDONALDS CORP 443,369 44,665,000 0.25%
110 CERNER CORP 861,872 44,456,000 0.25%
111 ALLSTATE CORP 754,500 44,304,000 0.25%
112 COLGATE PALMOLIVE CO 645,400 44,003,000 0.25%
113 UNITED PARCEL SERVICE INC 425,766 43,709,000 0.25%
114 KROGER CO 870,622 43,035,000 0.24%
115 ARCHER DANIELS MIDLAND CO 973,319 42,934,000 0.24%
116 ALASKA AIR GROUP INC 449,147 42,691,000 0.24%
117 HELMERICH & PAYNE INC 366,800 42,589,000 0.24%
118 AMGEN INC 359,477 42,551,000 0.24%
119 CANADIAN PAC RY LTD COM 230,009 41,740,000 0.24%
120 Medtronic Inc 644,754 41,109,000 0.23%
121 ISHARES INC 736,833 40,938,000 0.23%
122 UNITED TECHNOLOGIES CORP 353,613 40,825,000 0.23%
123 AMERICAN ELEC PWR INC 724,746 40,420,000 0.23%
124 ISHARES TR 1,365,086 40,065,000 0.23%
125 ACE LTD 381,738 39,587,000 0.22%
126 AMERICAN INTL GROUP INC 724,817 39,560,000 0.22%
127 DEVON ENERGY CORP NEW 484,107 38,438,000 0.22%
128 PRUDENTIAL FINL INC 426,700 37,878,000 0.21%
129 BALL CORP 602,473 37,764,000 0.21%
130 CIGNA CORPORATION 405,195 37,266,000 0.21%
131 YUM BRANDS INC 457,200 37,124,000 0.21%
132 WATERS CORP 355,367 37,114,000 0.21%
133 BROOKFIELD ASSET MANAGEMENT INC 832,651 36,746,000 0.21%
134 ISHARES INC 809,063 36,707,000 0.21%
135 CENOVUS ENERGY INC 1,105,001 35,881,000 0.20%
136 CATERPILLAR INC 330,182 35,881,000 0.20%
137 LOCKHEED MARTIN CORP 220,873 35,501,000 0.20%
138 APPLIED MATLS INC 1,562,998 35,245,000 0.20%
139 UNITEDHEALTH GROUP INC 429,900 35,144,000 0.20%
140 AETNA INC NEW 429,601 34,832,000 0.20%
141 NABORS INDUSTRIES LTD 1,184,486 34,788,000 0.20%
142 UNITED RENTALS INC 330,858 34,651,000 0.20%
143 MAGNA INTERNATIONAL INC 318,467 34,339,000 0.19%
144 Telus Corporation 903,655 33,694,000 0.19%
145 GOLDCORP INC 1,187,347 33,194,000 0.19%
146 DOMINION ENERGY INC 461,766 33,025,000 0.19%
147 SUN LIFE FINANCIAL INC 891,538 32,825,000 0.19%
148 RAYTHEON CO 355,549 32,799,000 0.19%
149 PUBLIC SVC ENTERPRISE GRP IN 802,383 32,729,000 0.18%
150 XILINX INC 680,302 32,185,000 0.18%
Page 3 of 27

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001587973-14-000006, filed 2014.08.15).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.