“The Four Thousand, the Eight Hundred”, Greg Egan (Asimov's Dec 2015)
“Our Lady of the Open Road”, Sarah Pinsker (Asimov's Jun 2015)
“The Three Resurrections of Jessica Churchill”, Kelly Robson (Clarkesworld Feb 2015)
Remarks:
Of this year's finalists, only Ian McDonald has won before, for "Tendeléo's Story" in 2001; he has four other prior nominations.
This is Greg Egan's fourth Sturgeon nomination, Kelly Link's third, the second each for Gwyneth Jones, David D. Levine, and Sarah Pinsker. The others are all first-time Sturgeon finalists.