STATE OF MICHIGAN RETIREMENT SYSTEM

Q1 2021 13F-HR/A Holdings

Location
East Lansing, MI
Holdings as of
3/31/2021
Date filed
7/27/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
975
Total value ($000)
$15,815,389
Net value change ($000)
+1,162,355 (7.9%)
New positions
34
Sold out positions
22
Turnover %
2.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/27/2021 Next filing: 7/27/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
T 133,200 225.6%
BMY 103,724 73.0%
VZ 99,326 87.7%
LQD 59,950 22.0%
VST 53,006 15590.0%
SYF 47,970 1012.5%
SPG 47,961 33.4%
GOOGL 46,267 25.5%
MO 44,673 216.4%
AMAT 42,807 54.9%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -90,672 -11.5%
PINS -83,467 -100.0%
SYK -47,000 -48.8%
USB -37,616 -66.5%
V -36,742 -23.2%
SPNT -36,652 -100.0%
DG -34,141 -73.3%
GPN -32,080 -65.4%
DVA -29,887 -93.5%
DNLI -27,141 -100.0%
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