STATE OF MICHIGAN RETIREMENT SYSTEM

Q2 2022 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
6/30/2022
Date filed
8/8/2022
Form type
13F-HR
Num holdings
970
Total value ($000)
$14,591,437
Net value change ($000)
-2,693,272 (-15.6%)
New positions
46
Sold out positions
24
Turnover %
5.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/4/2022 Next filing: 10/24/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
APO 217,518 NEW
TDOC 123,089 NEW
WBD 77,835 NEW
OMF 34,763 NEW
HSY 24,699 255.4%
PANW 21,388 NEW
GE 18,901 NEW
VLUE 18,063 132.1%
NFLX 15,111 36.0%
MRK 13,914 26.6%
Top Reduces (Value $000, Stocks/ETFs)
AGG -314,409 -86.9%
SPY -280,344 -14.9%
BMY -229,301 -71.9%
META -229,231 -48.4%
AAPL -158,232 -19.0%
AMZN -151,840 -32.9%
T -138,953 -25.2%
MSFT -118,910 -15.3%
FTAI -97,256 -100.0%
NVDA -92,511 -38.3%
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