STATE TREASURER STATE OF MICHIGAN

Q1 2014 13F-HR Holdings

Location
Lansing, MI
Holdings as of
3/31/2014
Date filed
5/6/2014
Form type
13F-HR
Num holdings
953
Total value ($000)
$13,315,446
Net value change ($000)
+226,952 (1.7%)
New positions
24
Sold out positions
19
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/7/2014 Next filing: 8/6/2014 SEC filing

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)
WMT 181,988 318.3%
PEP 108,059 61.5%
BBWI 88,086 291.2%
AZO 82,799 75.0%
UNP 73,491 233.6%
EXC 58,417 28.7%
BK 44,334 14.0%
TSCO 43,457 857.8%
PM 34,206 22.8%
SLB 30,197 28.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -235,580 -36.3%
KEL -126,854 -95.1%
JNJ -92,049 -24.9%
TJX -62,107 -66.7%
KO -40,954 -37.4%
Alphabet Inc. Class C -38,776 -10.4%
AMZN -34,251 -30.8%
CVX -31,341 -22.6%
PG -30,427 -24.7%
WFC -29,054 -17.7%
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