STATE OF WISCONSIN INVESTMENT BOARD

Q1 2020 13F-HR Holdings

Location
Madison, WI
Holdings as of
3/31/2020
Date filed
5/6/2020
Form type
13F-HR
Num holdings
1,694
Total value ($000)
$30,028,611
Net value change ($000)
-9,891,498 (-24.8%)
New positions
164
Sold out positions
84
Turnover %
2.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
HYG 1,108,341 9512.0%
LQD 128,673 NEW
IQV 55,253 277.5%
DG 41,115 139.6%
TT 39,106 NEW
EMLC 33,008 78.9%
FISV 31,237 37.5%
IR 29,477 NEW
EMB 27,030 111.0%
POST 20,687 2062.5%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -333,029 -25.8%
WBD -228,057 -74.4%
MSFT -223,500 -17.1%
JPM -193,508 -49.7%
WFC -190,596 -48.8%
BAC -179,037 -49.4%
META -164,842 -33.1%
GOOGL -149,887 -33.4%
XOM -147,664 -56.7%
GOOGL -137,109 -27.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 19,546 (0.1% of total reported value)
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