STATE OF TENNESSEE, TREASURY DEPARTMENT Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 1,494
New Positions 81
Increased Positions 362
Decreased Positions 578
Positions with Activity 940
Sold Out Positions 41
Total Mkt Value (in $ millions) 18,897

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

Sector Weighting

Basic Materials 3.72%
Capital Goods 2.77%
Conglomerates 0.2%
Consumer Cyclical 2.94%
Consumer/Non-Cyclical 5.75%
Energy 6.13%
Financial 29.18%
Healthcare 11.27%
Services 15.21%
Technology 16.38%
Transportation 2.73%
Utilities 2.88%

1,494 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ENBRIDGE INC COM 56,884 2,639 4.87 1,182,374
BANK MONTREAL QUE COM 55,641 2,656 5.01 904,286
LOWES COS INC COM 54,448 -2,436 (4.28) 793,589
AETNA INC NEW COM 53,690 -31,280 (36.81) 412,839
SYNAPTICS INC COM 52,059 -9,116 (14.9) 603,091
APPLIED MATLS INC COM 51,920 5,519 11.89 2,624,895
DOW CHEM CO COM 51,882 6,556 14.46 985,035
SOUTHWESTERN ENERGY CO COM 51,811 25,327 95.63 2,221,753
BCE INC COM NEW 50,763 -1,946 (3.69) 1,153,186
AMERICAN INTL GROUP INC COM NEW 50,340 6,146 13.91 802,490
MANULIFE FINL CORP COM 49,429 1,427 2.97 2,549,212
VANGUARD BD INDEX FD INC TOTAL BND MRKT 49,140 49,140 New 607,190
KROGER CO COM 48,673 -3,255 (6.27) 665,748
ISHARES TR MSCI EAFE ETF 48,565 48,565 New 738,740
MCKESSON CORP COM 48,178 -1,772 (3.55) 211,382
METLIFE INC COM 47,015 -917 (1.91) 819,508
TJX COS INC NEW COM 46,635 -3,040 (6.12) 685,602
PHILIP MORRIS INTL INC COM 46,494 -11,639 (20.02) 571,531
MCDONALDS CORP COM 45,823 7,309 18.98 470,996
CARDINAL HEALTH INC COM 45,340 -4,928 (9.8) 527,022