NEW YORK STATE COMMON RETIREMENT FUND

Q2 2014 13F-HR Holdings

Location
Albany, NY
Holdings as of
6/30/2014
Date filed
8/5/2014
Form type
13F-HR
Num holdings
2,000
Total value ($000)
$67,696,955
Net value change ($000)
+2,969,664 (4.6%)
New positions
118
Sold out positions
80
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)

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)
ALPHABET INC CL C 477,626 NEW
AAPL 258,490 18.2%
INTC 91,347 23.5%
SLB 76,148 20.8%
CVX 62,866 9.2%
META 58,225 21.1%
JNJ 56,023 7.1%
COP 52,919 20.3%
PNR 52,110 NEW
GILD 47,060 13.0%
Top Reduces (Value $000, Stocks/ETFs)
Alphabet Inc. Class C -434,758 -47.3%
BAC -102,751 -17.6%
Pentair Inc -58,835 -100.0%
BEAM INC -54,748 -100.0%
PFE -53,836 -8.0%
IBM -34,152 -6.2%
iShares, Inc. -31,585 -100.0%
RAYTHEON CO/ -30,677 -23.8%
BMY -28,736 -11.3%
AMGN -23,253 -7.6%
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