STATE OF MICHIGAN RETIREMENT SYSTEM

Q1 2024 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
3/31/2024
Date filed
4/18/2024
Form type
13F-HR
Num holdings
955
Total value ($000)
$18,601,829
Net value change ($000)
+1,793,983 (10.7%)
New positions
18
Sold out positions
21
Turnover %
1.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/23/2024 Next filing: 7/26/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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 370,002 82.6%
MSFT 148,493 16.5%
NEE 145,610 426.8%
META 127,863 43.9%
MBB 93,833 184.4%
AMZN 87,211 19.3%
BMY 72,343 225.8%
LLY 70,207 50.3%
SMCI 64,015 1908.6%
AMD 51,198 45.1%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -114,891 -13.5%
AGG -97,017 -100.0%
PANW -62,665 -71.9%
TSLA -54,686 -29.1%
UNH -34,555 -21.0%
APO -33,849 -31.2%
BA -28,512 -48.5%
ADBE -21,110 -15.8%
TLT -19,776 -100.0%
XLE -16,768 -100.0%
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