STATE OF MICHIGAN RETIREMENT SYSTEM

Q4 2022 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
12/31/2022
Date filed
1/27/2023
Form type
13F-HR
Num holdings
967
Total value ($000)
$14,351,547
Net value change ($000)
+739,820 (5.4%)
New positions
17
Sold out positions
16
Turnover %
0.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 10/24/2022 Next filing: 4/28/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
T 55,002 19.9%
VZ 49,751 18.4%
ISRG 36,470 150.2%
V 31,676 31.0%
MTUM 26,587 11.4%
XOM 24,973 25.4%
JPM 23,950 28.9%
MA 23,396 22.4%
SPY 22,247 1.5%
XLE 21,868 NEW
Top Reduces (Value $000, Stocks/ETFs)
TSLA -101,352 -53.0%
AMZN -94,562 -28.4%
AAPL -63,837 -9.5%
META -48,725 -36.7%
APO -39,682 -23.9%
GOOGL -28,581 -12.0%
ACN -24,023 -33.2%
MSFT -19,772 -3.4%
TWTR -11,909 -100.0%
CMG -11,840 -25.8%
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