CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM Information

400 Q ST, SACRAMENTO, California, 95811, (916) 795-3400

Report Date: 12/31/2015

Position Statistics

Total Positions 3,619
New Positions 60
Increased Positions 1,264
Decreased Positions 904
Positions with Activity 2,168
Sold Out Positions 50
Total Mkt Value (in $ millions) 63,920

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

Sector Weighting

Basic Materials 3.58%
Capital Goods 4.5%
Conglomerates 0.16%
Consumer Cyclical 3.17%
Consumer/Non-Cyclical 5.73%
Energy 6.8%
Financial 17.6%
Healthcare 11.28%
Services 19.84%
Technology 17.87%
Transportation 2.38%
Utilities 3.97%

904 DECREASED Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HOST HOTELS & RESORTS INC COM 30,207 -388 (1.27) 1,909,419
HANESBRANDS INC COM 29,964 -1,379 (4.4) 1,014,700
EVEREST RE GROUP LTD COM 29,761 -184 (0.62) 161,446
KLA-TENCOR CORP COM 29,754 -652 (2.14) 420,138
CARMAX INC COM 29,732 -318 (1.06) 551,300
EXTRA SPACE STORAGE INC COM 29,185 -34 (0.12) 338,814
MOSAIC CO NEW COM 28,655 -103 (0.36) 1,002,989
FIRST REP BK SAN FRANCISCO CAL COM 28,594 -204 (0.71) 406,100
MACYS INC COM 28,180 -7,677 (21.41) 694,100
MASCO CORP COM 27,985 -645 (2.25) 898,100
FOOT LOCKER INC COM 27,690 -55 (0.2) 450,464
CINTAS CORP COM 27,354 -54 (0.2) 306,385
TEXTRON INC COM 27,258 -1,466 (5.1) 693,600
WESTROCK CO COM 27,222 -484 (1.75) 652,026
BALL CORP COM 26,773 -1,393 (4.95) 367,100
CF INDS HLDGS INC COM 26,698 -1,888 (6.6) 777,910
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 26,602 -1,990 (6.96) 2,107,900
MICROCHIP TECHNOLOGY INC COM 26,470 -35 (0.13) 534,647
KOHLS CORP COM 26,305 -123 (0.47) 577,994
ARCH CAP GROUP LTD ORD 26,289 -49 (0.19) 372,000