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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 (2016Q2)
Portfolio Summary: 1,448 holdings with a total value of $19,722,693,000.
#
Name
Shares
Value ($)
%
Options
Notes
1401 ROADRUNNER TRANSHOLDINGS INC 24,170 180,000 0.00%
1402 DSP GROUP INC 16,898 179,000 0.00%
1403 MONARCH CASINO & RESORT INC COM 8,091 178,000 0.00%
1404 CELADON GROUP INC 21,712 177,000 0.00%
1405 RUBY TUESDAY INC COM 49,158 177,000 0.00%
1406 Arctic Cat, Inc. 10,344 176,000 0.00%
1407 NAVISTAR INTL CORP NEW 15,000 175,000 0.00%
1408 STEIN MART INC 22,633 175,000 0.00%
1409 KIRKLANDS INC COM 11,880 174,000 0.00%
1410 SENECA FOODS CORP NEW CL A 4,813 174,000 0.00%
1411 GEOSPACE TECHNOLOGIES CORP COM 10,549 173,000 0.00%
1412 MBIA INC 25,000 171,000 0.00%
1413 TIDEWATER INC 37,893 167,000 0.00%
1414 COMTECH TELECOMMUNICATIONS C 12,802 164,000 0.00%
1415 BLACK BOX CORP 12,392 162,000 0.00%
1416 LIQUIDITY SERVICES INC 19,971 157,000 0.00%
1417 ENOVA INTL INC COM 21,132 156,000 0.00%
1418 CONTANGO OIL & GAS CO COM NEW 12,699 155,000 0.00%
1419 DXP ENTERPRISES INC NEW COM NEW 10,241 153,000 0.00%
1420 AVON PRODS INC 40,000 151,000 0.00%
1421 OFFICE DEPOT INC 45,000 149,000 0.00%
1422 ERA GROUP INC COM 15,464 145,000 0.00%
1423 VICOR CORP COM 13,211 133,000 0.00%
1424 BIG 5 SPORTING GOODS CORP 14,338 133,000 0.00%
1425 ELECTRO SCIENTIFIC INDS 21,507 126,000 0.00%
1426 BEL FUSE INC CL B 7,067 126,000 0.00%
1427 STAGE STORES INC 25,399 124,000 0.00%
1428 MGIC INVT CORP WIS 20,000 119,000 0.00%
1429 AGILYSYS INC COM 11,061 116,000 0.00%
1430 ORION GROUP HLDGS INC COM 21,916 116,000 0.00%
1431 KOPIN CORP 48,544 108,000 0.00%
1432 CALAMOS ASSET MANAGEMENT CL A ORD 13,621 100,000 0.00%
1433 CLOUD PEAK ENERGY INC COM 48,749 100,000 0.00%
1434 QUINSTREET INC COM USD0.001 26,423 94,000 0.00%
1435 SUPERVALU INC 20,000 94,000 0.00%
1436 CIBER INC 56,327 84,000 0.00%
1437 GULF ISLAND FABRICATION INC 11,061 77,000 0.00%
1438 C D I CORP 11,573 71,000 0.00%
1439 INTREPID POTASH INC 45,062 65,000 0.00%
1440 GULFMARK OFFSHORE INC 20,483 64,000 0.00%
1441 RAPID7 INC 5,000 63,000 0.00%
1442 BONANZA CREEK ENERGY INC 30,929 62,000 0.00%
1443 HARTE-HANKS INC 34,513 55,000 0.00%
1444 Basic Energy Services 27,959 47,000 0.00%
1445 Sizmek Inc 19,254 44,000 0.00%
1446 AUDIOVOX CORP CL A 15,362 43,000 0.00%
1447 UNIVERSAL TECHNICAL INST INC 17,103 39,000 0.00%
1448 NIMBLE STORAGE INC 966 8,000 0.00%
Page 29 of 29

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001587973-16-000010, filed 2016.08.12).

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.