STATE OF MICHIGAN RETIREMENT SYSTEM

Q2 2023 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
6/30/2023
Date filed
7/26/2023
Form type
13F-HR
Num holdings
969
Total value ($000)
$16,203,533
Net value change ($000)
+993,010 (6.5%)
New positions
23
Sold out positions
22
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/28/2023 Next filing: 10/27/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
NVDA 160,837 72.2%
MSFT 151,840 22.8%
AAPL 125,189 16.2%
AMZN 82,734 27.8%
SPY 59,336 4.0%
META 42,159 28.5%
TSLA 40,687 26.6%
AVGO 38,720 42.0%
GOOGL 32,760 13.2%
TLT 30,882 NEW
Top Reduces (Value $000, Stocks/ETFs)
ANET -34,722 -59.4%
GLOB -33,688 -100.0%
EXAS -24,797 -72.1%
T -24,614 -9.7%
QUAL -24,434 -46.6%
ABBV -14,497 -17.6%
VZ -13,713 -4.3%
HD -13,194 -11.9%
DAVA -12,885 -100.0%
XLE -12,591 -60.8%
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