STATE OF TENNESSEE, TREASURY DEPARTMENT Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 1,498
New Positions 81
Increased Positions 366
Decreased Positions 578
Positions with Activity 944
Sold Out Positions 41
Total Mkt Value (in $ millions) 18,666

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

Sector Weighting

Basic Materials 3.7%
Capital Goods 2.77%
Conglomerates 0.2%
Consumer Cyclical 2.93%
Consumer/Non-Cyclical 5.79%
Energy 6.05%
Financial 29.18%
Healthcare 11.2%
Services 15.28%
Technology 16.35%
Transportation 2.7%
Utilities 2.88%

1,498 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held ▲
ADVANCE AUTO PARTS INC COM -14,313 Sold Out 0
ALLIANCE ONE INTL INC COM NEW -171 Sold Out 0
AMERICAN INTL GROUP INC WT EXP 011921 -970 Sold Out 0
ASCENA RETAIL GROUP INC COM -2,777 Sold Out 0
AVON PRODS INC COM -469 Sold Out 0
BLACKHAWK NETWORK HLDGS INC COM -2,734 Sold Out 0
BOSTON BEER INC CL A -1,578 Sold Out 0
BUNGE LIMITED COM -5,860 Sold Out 0
CITY NATL CORP COM -8,168 Sold Out 0
DENBURY RES INC COM NEW -5,820 Sold Out 0
DIEBOLD INC COM -2,143 Sold Out 0
DIGITAL RLTY TR INC COM -7,360 Sold Out 0
ENERPLUS CORP COM -2,286 Sold Out 0
FIRST NIAGARA FINL GP INC COM -382 Sold Out 0
GOPRO INC CL A -2,472 Sold Out 0
INGRAM MICRO INC CL A -1,922 Sold Out 0
KLX INC COM -2,644 Sold Out 0
LEXMARK INTL NEW CL A -2,165 Sold Out 0
MANPOWERGROUP INC COM -1,045 Sold Out 0
MAXIMUS INC COM -3,459 Sold Out 0