STATE OF WISCONSIN INVESTMENT BOARD

Q2 2020 13F-HR Holdings

Location
Madison, WI
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
1,709
Total value ($000)
$36,087,927
Net value change ($000)
+6,059,316 (20.2%)
New positions
156
Sold out positions
142
Turnover %
3.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/6/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 489,648 51.0%
MSFT 379,157 35.0%
AMZN 337,862 42.3%
META 160,114 48.0%
GOOGL 151,865 50.8%
AON 148,924 NEW
PYPL 110,796 103.1%
OTIS 106,316 NEW
GOOGL 100,423 27.1%
TSLA 90,653 139.7%
Top Reduces (Value $000, Stocks/ETFs)
HYG -590,870 -52.8%
Allergan plc -152,252 -100.0%
AON -128,641 -100.0%
RTX -100,924 -100.0%
LQD -51,739 -40.2%
BMY -42,378 -29.1%
LVS -35,632 -71.7%
CME -29,291 -33.0%
WDC -25,133 -55.8%
LBTYA -24,993 -67.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 14,899 (0.0% 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