STATE OF MICHIGAN RETIREMENT SYSTEM

Q2 2021 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
6/30/2021
Date filed
7/27/2021
Form type
13F-HR
Num holdings
969
Total value ($000)
$17,035,252
Net value change ($000)
+1,219,863 (7.7%)
New positions
22
Sold out positions
28
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/27/2021 Next filing: 10/27/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 156,741 26.6%
LQD 105,650 31.8%
EMB 75,708 NEW
ATH-PA 66,728 33.9%
MS 64,428 212.4%
GS 58,115 196.4%
SPY 58,049 11.6%
VST 56,754 106.4%
NVDA 56,208 50.0%
AMZN 55,471 13.1%
Top Reduces (Value $000, Stocks/ETFs)
BRK-B -65,201 -39.7%
CMCSA -57,715 -46.8%
VZ -55,644 -26.2%
ORCL -51,925 -59.4%
SYF -46,109 -87.5%
AMAT -45,519 -37.7%
GIS -43,578 -82.3%
TMO -42,473 -34.6%
EBAY -42,354 -76.8%
KHC -40,354 -84.1%
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