STATE OF TENNESSEE, TREASURY DEPARTMENT Information

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

Report Date: 12/31/2015

Position Statistics

Total Positions 1,450
New Positions 598
Increased Positions 845
Decreased Positions 426
Positions with Activity 1,271
Sold Out Positions 35
Total Mkt Value (in $ millions) 17,339

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

Sector Weighting

Basic Materials 2.85%
Capital Goods 3.53%
Conglomerates 0.1%
Consumer Cyclical 2.63%
Consumer/Non-Cyclical 5.99%
Energy 6.33%
Financial 30.28%
Healthcare 9.62%
Services 14.56%
Technology 16.77%
Transportation 2.74%
Utilities 3.01%

1,450 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held ▲
ARRIS INTL INC SHS -681 Sold Out 0
BELDEN INC COM -3,255 Sold Out 0
COMCAST CORP NEW CL A SPL -8,747 Sold Out 0
COMMUNITY HEALTH SYS INC NEW COM -2,046 Sold Out 0
COMPUTER SCIENCES CORP COM -722 Sold Out 0
COTT CORP QUE COM -1,200 Sold Out 0
CRITEO S A SPONS ADS -1,490 Sold Out 0
CUBESMART COM -756 Sold Out 0
DILLARDS INC CL A -1,045 Sold Out 0
FAIRCHILD SEMICONDUCTOR INTL COM -2,400 Sold Out 0
FIREEYE INC COM -7,548 Sold Out 0
GENWORTH FINL INC COM CL A -1,210 Sold Out 0
GOPRO INC CL A -7,851 Sold Out 0
HILL ROM HLDGS INC COM -2,720 Sold Out 0
INTERDIGITAL INC COM -2,805 Sold Out 0
IONIS PHARMACEUTICALS INC COM -10,997 Sold Out 0
ISHARES TR NASDQ BIOTEC ETF -15,560 Sold Out 0
JANUS CAP GROUP INC COM -1,756 Sold Out 0
KITE PHARMA INC COM -5,904 Sold Out 0
LEAR CORP COM NEW -4,861 Sold Out 0