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
COVIDIEN PLC SHS 75,524 68,670 1,001.78 867,100
MASTERCARD INC CL A 75,426 -535 (0.71) 989,973
BIOGEN IDEC INC COM 71,583 57,993 426.73 212,797
DISCOVER FINL SVCS COM 71,562 17,267 31.80 1,139,700
PRICELINE GRP INC COM NEW 69,871 29,222 71.89 56,380
THERMO FISHER SCIENTIFIC INC COM 67,556 35,627 111.59 543,140
BOEING CO COM 67,409 -59,051 (46.7) 547,775
CIGNA CORPORATION COM 66,908 -7,440 (10.01) 690,700
US BANCORP DEL COM NEW 66,651 10,000 17.65 1,565,676
SYNAPTICS INC COM 66,409 17,170 34.87 898,510
PHILIP MORRIS INTL INC COM 64,965 1,478 2.33 769,000
ISHARES TR MSCI INDONIA ETF 64,691 New 2,209,384
ENBRIDGE INC COM 61,969 New 1,213,656
AMERIPRISE FINL INC COM 61,795 -425 (0.68) 508,600
FRANKLIN RES INC COM 60,464 32,138 113.46 1,053,200
RAYTHEON CO COM NEW 59,811 14,962 33.36 641,200
ISHARES MSCI THI CAP ETF 59,358 New 722,557
BCE INC COM NEW 57,728 -1,603 (2.7) 1,260,445
ARCHER DANIELS MIDLAND CO COM 56,661 36,437 180.17 1,178,721
VALEANT PHARMACEUTICALS INTL I COM 56,319 New 455,913