STATE OF TENNESSEE, TREASURY DEPARTMENT Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 1,415
New Positions 14
Increased Positions 297
Decreased Positions 1,052
Positions with Activity 1,349
Sold Out Positions 57
Total Mkt Value (in $ millions) 17,670

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

Sector Weighting

Basic Materials 4.6%
Capital Goods 4.06%
Conglomerates 0.15%
Consumer Cyclical 2.75%
Consumer/Non-Cyclical 6.12%
Energy 8.84%
Financial 25.91%
Healthcare 9.68%
Services 15.02%
Technology 16.37%
Transportation 3.06%
Utilities 3.36%

1,415 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
KINROSS GOLD CORP COM NO PAR 6,952 New 1,679,301
CARRIZO OIL & GAS INC COM 6,900 4,392 175.13 107,300
IDACORP INC COM 6,895 803 13.18 124,500
SCOTTS MIRACLE GRO CO CL A 6,850 4,142 153 126,500
AUTOMATIC DATA PROCESSING INC COM 6,830 New 82,800
HORMEL FOODS CORP COM 6,829 5,697 503.30 144,189
OMNICARE INC COM 6,821 -4,037 (37.18) 106,800
APACHE CORP COM 6,795 -192 (2.75) 67,100
WILLIAMS COS INC DEL COM 6,771 35 .52 116,800
REALTY INCOME CORP COM 6,769 -842 (11.06) 151,200
KNIGHT TRANSN INC COM 6,768 -149 (2.16) 276,600
XL GROUP PLC SHS 6,767 -109 (1.58) 205,000
FREEPORT-MCMORAN INC CL B 6,744 -3,707 (35.47) 177,194
XCEL ENERGY INC COM 6,712 -77 (1.13) 209,292
PLUM CREEK TIMBER CO INC COM 6,674 -1,014 (13.19) 152,000
MSCI INC COM 6,650 -1,762 (20.94) 142,300
ANDERSONS INC COM 6,613 1,068 19.26 118,600
PENN WEST PETE LTD NEW COM 6,587 New 712,854
PRAXAIR INC COM 6,580 -65 (0.98) 50,500
FEDERAL REALTY INVT TR SH BEN INT NEW 6,429 495 8.35 51,790