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
MICRON TECHNOLOGY INC COM 65,805 2,806 4.45 6,196,356
INTERNATIONAL BUSINESS MACHS COM 65,263 -13,517 (17.16) 449,251
SUNCOR ENERGY INC NEW COM 64,889 New 2,287,253
NIKE INC CL B 64,644 9,973 18.24 1,084,820
ISHARES MSCI THI CAP ETF 63,521 New 933,726
CANADIAN NATL RY CO COM 62,252 New 1,011,730
BECTON DICKINSON & CO COM 61,872 48,209 352.83 384,538
LOCKHEED MARTIN CORP COM 61,644 -8,704 (12.37) 264,296
PHILIP MORRIS INTL INC COM 58,526 -12,351 (17.43) 593,808
WALGREENS BOOTS ALLIANCE INC COM 58,003 -3,381 (5.51) 720,002
METLIFE INC COM 56,757 -1,564 (2.68) 1,238,161
DELTA AIR LINES INC DEL COM NEW 55,926 16,891 43.27 1,326,208
SOUTHWEST AIRLS CO COM 54,583 25,415 87.13 1,240,247
COSTCO WHSL CORP NEW COM 53,998 6,812 14.44 357,769
BANK MONTREAL QUE COM 53,818 New 826,187
MONDELEZ INTL INC CL A 53,681 1,611 3.09 1,211,485
ZIMMER BIOMET HLDGS INC COM 51,942 33,927 188.32 448,050
UNITEDHEALTH GROUP INC COM 51,904 -49,411 (48.77) 392,918
APPLIED MATLS INC COM 51,567 -525 (1.01) 2,538,989
DANAHER CORP DEL COM 51,241 -3,314 (6.07) 526,138