STATE OF TENNESSEE, TREASURY DEPARTMENT Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 1,456
New Positions 26
Increased Positions 365
Decreased Positions 610
Positions with Activity 975
Sold Out Positions 65
Total Mkt Value (in $ millions) 16,341

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

Sector Weighting

Basic Materials 4.17%
Capital Goods 4.24%
Conglomerates 0.06%
Consumer Cyclical 2.75%
Consumer/Non-Cyclical 6.47%
Energy 8.51%
Financial 27.3%
Healthcare 9.19%
Services 15.26%
Technology 16.19%
Transportation 2.46%
Utilities 3.33%

1,456 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 377,081 -35,168 (8.53) 725,700
ISHARES MSCI STH KOR ETF 344,767 New 5,431,107
EXXON MOBIL CORP COM 295,443 10,769 3.78 3,054,623
ISHARES MSCI TAIWAN ETF 255,152 New 17,369,120
ISHARES MSCI BRZ CAP ETF 248,642 New 5,246,719
MICROSOFT CORP COM 243,566 -7,071 (2.82) 6,212,000
JOHNSON & JOHNSON COM 192,674 -31,414 (14.02) 1,988,993
WELLS FARGO & CO NEW COM 186,842 -42,468 (18.52) 3,886,073
JPMORGAN CHASE & CO COM 180,096 -16,872 (8.57) 3,256,700
GENERAL ELECTRIC CO COM 171,698 -33,591 (16.36) 6,751,789
ISHARES MSCI STH AFR ETF 168,994 New 2,542,022
INTERNATIONAL BUSINESS MACHS COM 168,194 -5,173 (2.98) 861,694
BERKSHIRE HATHAWAY INC DEL CL B NEW 162,555 -18,786 (10.36) 1,335,700
SCHLUMBERGER LTD COM 151,875 9,112 6.38 1,564,114
PFIZER INC COM 148,397 -14,385 (8.84) 4,969,746
PROCTER & GAMBLE CO COM 144,245 -4,000 (2.7) 1,786,100
MERCK & CO INC NEW COM 142,351 35,134 32.77 2,545,615
PEPSICO INC COM 132,338 -180 (0.14) 1,591,552
TORONTO DOMINION BK ONT COM NEW 126,031 126,031 New 2,713,266
AT&T INC COM 125,518 -4,691 (3.6) 3,565,845