STATE OF MICHIGAN RETIREMENT SYSTEM

Q4 2019 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
12/31/2019
Date filed
1/24/2020
Form type
13F-HR
Num holdings
947
Total value ($000)
$12,100,175
Net value change ($000)
—
New positions
947
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/6/2014 Next filing: 5/1/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
MSFT 413,492 —
SPY 376,022 —
AGNC 366,542 —
AAPL 336,608 —
AMZN 243,364 —
EXC 170,283 —
BRK-B 168,860 —
V 165,135 —
TWO 162,743 —
NLY 157,314 —
Top Reduces (Value $000, Stocks/ETFs)
—
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type