STATE OF MICHIGAN RETIREMENT SYSTEM

Q1 2023 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
3/31/2023
Date filed
4/28/2023
Form type
13F-HR
Num holdings
968
Total value ($000)
$15,210,523
Net value change ($000)
+858,976 (6.0%)
New positions
21
Sold out positions
20
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/27/2023 Next filing: 7/26/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 162,135 26.6%
NVDA 105,381 89.8%
MSFT 98,035 17.2%
META 63,877 76.1%
TSLA 63,366 70.5%
APO 60,333 47.7%
AMZN 58,599 24.5%
LIN 48,057 NEW
GOOGL 38,111 18.2%
AMD 28,991 54.7%
Top Reduces (Value $000, Stocks/ETFs)
T -77,836 -23.5%
LIN -43,840 -100.0%
WBD -42,965 -78.2%
EPAM -40,931 -89.6%
KEYS -20,380 -38.2%
UNH -20,005 -10.2%
PFE -17,680 -19.7%
JNJ -14,987 -11.4%
SCHW -12,577 -36.4%
HD -12,016 -9.8%
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