STATE TREASURER STATE OF MICHIGAN

Q2 2014 13F-HR Holdings

Location
Lansing, MI
Holdings as of
6/30/2014
Date filed
8/6/2014
Form type
13F-HR
Num holdings
952
Total value ($000)
$14,297,187
Net value change ($000)
+981,741 (7.4%)
New positions
26
Sold out positions
28
Turnover %
2.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/6/2014 Next filing: 1/24/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
USB 249,769 591.5%
WMT 227,793 95.2%
ALPHABET INC CL C 172,076 NEW
GS 87,719 41.9%
AAPL 66,677 15.3%
BAC 65,720 25.5%
SLB 28,681 21.0%
GILD 28,020 20.8%
SPY 24,633 6.0%
VZ 23,075 24.3%
Top Reduces (Value $000, Stocks/ETFs)
Alphabet Inc. Class C -157,481 -47.4%
EXC -107,920 -41.2%
BBWI -89,564 -75.7%
TEVA -56,793 -64.2%
AIG -43,997 -35.9%
ABT -41,492 -43.4%
AZO -30,607 -15.8%
MRK -27,360 -23.3%
WFC -23,348 -17.2%
BK -22,852 -6.3%
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