TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY

Q1 2014 13F-HR Detailed Holdings

Location
Frankfort, KY
Holdings as of
3/31/2014
Date filed
4/15/2014
Form type
13F-HR
Num holdings
2,139
Total value ($000)
$8,483,350
Net value change ($000)
-108,943 (-1.3%)
New positions
40
Sold out positions
38
Turnover %
3.3%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 1/23/2014 Next filing: 7/18/2014 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
WALGREEN CO 21,407 48.6%
DIRECTV 20,855 79.8%
TRW AUTOMOTIVE HOLD 20,405 NEW
M 17,658 42.7%
Hewlett-Packard Company 17,462 46.5%
HAL 17,311 60.2%
SYK 13,338 370.6%
RDY 13,214 NEW
MGA 12,630 279.9%
F 12,517 126.0%
Top Reduces (Value $000, Stocks/ETFs)
Time Warner Cable -33,312 -84.4%
ROST -32,773 -77.4%
PM -17,498 -21.6%
VOD -15,523 -100.0%
GILD -15,079 -18.8%
SHG -14,441 -100.0%
CVX -13,920 -18.3%
NVS -13,519 -49.1%
AMZN -13,068 -18.7%
NICE -12,943 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 S&P 400 Stock Index
2 S&P 500 Stock Index
3 S&P 600 Stock Index
4 GE Asset Management
5 J. Losey Education Scholarship Fund
6 Todd Veredus Management Alpha
7 Todd Veredus Management Alpha Internat.
8 Todd Veredus Management Alpha Large Cap
9 UBS Global Asset Management Mid Cap
10 Wellington Large Cap 028-28-517
11 Wellington Mid Cap 028-28-517
12 Wellington Small Cap 028-28-517
13 Converted Equity Holdings