STATE OF MICHIGAN RETIREMENT SYSTEM

Q4 2020 13F-HR/A Holdings

Location
East Lansing, MI
Holdings as of
12/31/2020
Date filed
7/27/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
963
Total value ($000)
$14,653,034
Net value change ($000)
+2,074,068 (16.5%)
New positions
31
Sold out positions
24
Turnover %
3.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 10/26/2020 Next filing: 7/27/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 227,794 40.5%
TSLA 134,571 NEW
BMY 106,310 296.9%
SPY 68,706 17.6%
AMAT 62,562 407.1%
AVGO 50,810 135.8%
MBB 50,109 NEW
ADSK 45,995 355.5%
GILD 44,413 206.0%
LOW 43,108 134.8%
Top Reduces (Value $000, Stocks/ETFs)
AGNC -57,081 -100.0%
HD -40,366 -25.0%
AVY -40,296 -92.2%
PG -39,005 -31.0%
CBRE -36,648 -85.3%
INTC -35,415 -36.9%
VRTX -34,587 -69.1%
EXC -34,060 -74.7%
MO -29,284 -58.7%
PINS -27,222 -24.6%
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