STATE OF TENNESSEE, TREASURY DEPARTMENT Information

502 DEADERICK STREET, NASHVILLE, Tennessee, 37243, (615) 741-2643

Report Date: 06/30/2015

Position Statistics

Total Positions 1,490
New Positions 40
Increased Positions 365
Decreased Positions 501
Positions with Activity 866
Sold Out Positions 72
Total Mkt Value (in $ millions) 16,962

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

Sector Weighting

Basic Materials 3.3%
Capital Goods 2.7%
Conglomerates 0.06%
Consumer Cyclical 2.71%
Consumer/Non-Cyclical 5.77%
Energy 5.83%
Financial 30.79%
Healthcare 10.69%
Services 14.81%
Technology 16.69%
Transportation 2.5%
Utilities 2.8%

1,490 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MACERICH CO COM 1,722 -3,657 (67.99) 22,600
SYNNEX CORP COM 1,718 New 21,700
FNB CORP PA COM 1,703 New 135,600
SLM CORP COM 1,696 New 200,000
BED BATH & BEYOND INC COM 1,696 -137 (7.46) 27,300
TEXTRON INC COM 1,692 -3,383 (66.66) 43,600
HEARTLAND PMT SYS INC COM 1,674 New 28,100
DYNEGY INC NEW DEL COM 1,674 1,674 New 65,000
FASTENAL CO COM 1,665 New 43,200
DARLING INGREDIENTS INC COM 1,650 New 128,500
SONOCO PRODS CO COM 1,648 New 41,900
REPUBLIC SVCS INC COM 1,646 New 40,160
KANSAS CITY SOUTHERN COM NEW 1,641 New 17,700
MB FINANCIAL INC NEW COM 1,635 New 49,631
FAIRCHILD SEMICONDUCTOR INTL COM 1,632 1,632 New 120,000
D R HORTON INC COM 1,631 New 53,700
ALLETE INC COM NEW 1,625 96 6.25 34,000
AFFILIATED MANAGERS GROUP COM 1,622 New 8,700
PENTAIR PLC SHS 1,615 New 29,207
BERKLEY W R CORP COM 1,612 New 29,700