STATE OF MICHIGAN RETIREMENT SYSTEM

Q3 2022 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
9/30/2022
Date filed
10/24/2022
Form type
13F-HR
Num holdings
966
Total value ($000)
$13,611,727
Net value change ($000)
-979,710 (-6.7%)
New positions
20
Sold out positions
24
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/8/2022 Next filing: 1/27/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
VZ 85,042 46.0%
TSLA 38,732 25.4%
PAYC 30,083 786.7%
OMF 29,295 84.3%
AMZN 23,984 7.7%
PEP 11,874 19.1%
PANW 11,838 55.3%
EXAS 11,271 216.4%
V 9,858 10.7%
ANET 9,742 44.9%
Top Reduces (Value $000, Stocks/ETFs)
SPY -138,461 -8.7%
T -136,434 -33.0%
META -112,139 -45.8%
MSFT -68,552 -10.4%
APO -51,462 -23.7%
GOOGL -46,320 -16.3%
NVDA -41,538 -27.9%
NOW -31,267 -60.2%
TDOC -28,293 -23.0%
NFLX -27,161 -47.5%
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