STATE OF MICHIGAN RETIREMENT SYSTEM

Q3 2021 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
9/30/2021
Date filed
10/27/2021
Form type
13F-HR
Num holdings
975
Total value ($000)
$17,584,048
Net value change ($000)
+548,796 (3.2%)
New positions
30
Sold out positions
24
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/27/2021 Next filing: 1/27/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SPY 1,462,718 261.6%
VLUE 171,971 1596.9%
QUAL 167,101 1482.2%
MTUM 161,401 126.5%
T 68,008 30.1%
BMY 52,874 20.0%
LQD 44,702 10.2%
CRM 38,670 33.6%
VZ 34,245 21.8%
MRNA 33,945 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -80,926 -10.7%
SPG -65,856 -30.0%
MS -59,098 -62.4%
CSCO -56,014 -47.2%
GS -53,989 -61.6%
PG -52,123 -38.0%
GD -50,562 -80.8%
IPG -49,968 -92.5%
JNJ -48,716 -30.7%
AVGO -46,613 -48.3%
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