CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 3,831
New Positions 65
Increased Positions 910
Decreased Positions 1,754
Positions with Activity 2,664
Sold Out Positions 171
Total Mkt Value (in $ millions) 67,567

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

Sector Weighting

Basic Materials 4.04%
Capital Goods 4.6%
Conglomerates 0.19%
Consumer Cyclical 3.24%
Consumer/Non-Cyclical 5.46%
Energy 7.35%
Financial 17.12%
Healthcare 11.63%
Services 19.72%
Technology 18.43%
Transportation 2.55%
Utilities 4.1%

1,754 DECREASED Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SMUCKER J M CO COM NEW 34,377 -337 (0.97) 285,550
TESORO CORP COM 33,716 -15,015 (30.81) 374,252
HARLEY-DAVIDSON INC COM 33,525 -8,662 (20.53) 588,683
XILINX INC COM 33,478 -7,379 (18.06) 713,212
VOYA FINL INC COM 33,439 -46,719 (58.28) 726,300
XL GROUP PLC SHS 33,395 -4,792 (12.55) 884,400
SEALED AIR CORP NEW COM 33,311 -6,076 (15.43) 675,398
AMERICAN WTR WKS CO INC NEW COM 33,273 -8,931 (21.16) 628,869
ANNALY CAP MGMT INC COM 33,073 -31,752 (48.98) 3,226,600
EXPEDIA INC DEL COM NEW 33,020 -667 (1.98) 292,214
LEAR CORP COM NEW 32,901 -11,698 (26.23) 280,700
ALASKA AIR GROUP INC COM 32,856 -11,045 (25.16) 510,192
EQT CORP COM 32,618 -7,706 (19.11) 368,943
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 32,609 -448 (1.36) 560,962
MEDNAX INC COM 32,552 -649 (1.96) 456,100
AFFILIATED MANAGERS GROUP COM 32,383 -4,434 (12.04) 144,000
GAP INC DEL COM 32,313 -661 (2.01) 850,125
WATERS CORP COM 32,310 -6,638 (17.04) 242,402
PARTNERRE LTD COM 32,286 -26,476 (45.06) 242,695
L-3 COMMUNICATIONS HLDGS INC COM 32,034 -7,865 (19.71) 268,024