ISHARES TR

Ticker: REM CUSIP: 46435G342 Class: MORTGE REL ETF

State of Tennessee, Department of Treasury's Holding History (CIK: 0001587973)

Note: Option positions (PUT/CALL) are excluded.

Q4 2018

Shares 30,500 Value ($000) $1,218 Avg Close — Range —

Q3 2018

Shares 20,300 Value ($000) $884 Avg Close — Range —

Q2 2018

Shares 14,600 Value ($000) $634 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2018	30,500	$1,218	—	—
Q3 2018	20,300	$884	—	—
Q2 2018	14,600	$634	—	—