STATE OF MICHIGAN RETIREMENT SYSTEM

Q3 2023 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
9/30/2023
Date filed
10/27/2023
Form type
13F-HR
Num holdings
964
Total value ($000)
$15,459,346
Net value change ($000)
-744,187 (-4.6%)
New positions
20
Sold out positions
25
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/26/2023 Next filing: 1/23/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
T 48,252 21.0%
META 36,916 19.4%
XLE 29,847 367.7%
GLOB 27,343 NEW
GOOGL 23,192 8.3%
BX 20,849 NEW
ABNB 16,040 NEW
LLY 15,346 14.2%
CVS 13,690 32.3%
INTU 13,245 18.3%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -126,377 -14.1%
MSFT -58,703 -7.2%
MTUM -54,826 -20.9%
FTNT -46,902 -81.7%
VZ -38,955 -12.9%
HSY -38,332 -81.6%
TDOC -38,252 -39.4%
PLNT -24,938 -96.2%
KEYS -22,832 -77.1%
HXL -19,422 -93.7%
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