STATE OF TENNESSEE, TREASURY DEPARTMENT Information

502 DEADERICK STREET, NASHVILLE, Tennessee, 37243, (615) 741-2643

Report Date: 12/31/2015

Position Statistics

Total Positions 1,449
New Positions 597
Increased Positions 844
Decreased Positions 426
Positions with Activity 1,270
Sold Out Positions 36
Total Mkt Value (in $ millions) 17,167

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 2.89%
Capital Goods 3.52%
Conglomerates 0.11%
Consumer Cyclical 2.62%
Consumer/Non-Cyclical 6.16%
Energy 6.19%
Financial 30.31%
Healthcare 9.53%
Services 14.81%
Technology 16.51%
Transportation 2.71%
Utilities 3.07%

1,449 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
NXP SEMICONDUCTORS N V COM 94,782 -1,398 (1.45) 1,097,772
GOLDMAN SACHS GROUP INC COM 84,123 -2,858 (3.29) 506,214
COCA COLA CO COM 83,646 -6,883 (7.6) 1,859,633
CVS HEALTH CORP COM 82,717 -10,462 (11.23) 815,345
AMGEN INC COM 82,155 -63,802 (43.71) 516,728
BANK N S HALIFAX COM 80,208 New 1,542,456
SKYWORKS SOLUTIONS INC COM 80,136 7,202 9.88 1,193,917
CELGENE CORP COM 79,093 -9,584 (10.81) 753,485
BOEING CO COM 77,631 5,683 7.90 579,295
LYONDELLBASELL INDUSTRIES N V SHS - A - 77,508 1,279 1.68 924,697
MCDONALDS CORP COM 75,784 24,504 47.79 591,139
STARBUCKS CORP COM 73,475 8,131 12.44 1,280,942
HONEYWELL INTL INC COM 73,239 1,627 2.27 638,690
SYNAPTICS INC COM 71,848 11,697 19.45 1,039,996
ISHARES TR MSCI INDONIA ETF 71,758 New 3,098,339
BRISTOL MYERS SQUIBB CO COM 71,184 8,642 13.82 989,222
ISHARES MSCI MALAYSI ETF 69,499 New 8,138,049
WHITING PETE CORP NEW COM 66,612 13,341 25.04 6,173,535
AMERICAN INTL GROUP INC COM NEW 66,344 -5,481 (7.63) 1,172,371
MASTERCARD INC CL A 66,115 -1,369 (2.03) 676,227