STATE OF MICHIGAN RETIREMENT SYSTEM

Q2 2024 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
6/30/2024
Date filed
7/26/2024
Form type
13F-HR
Num holdings
950
Total value ($000)
$19,458,199
Net value change ($000)
+856,370 (4.6%)
New positions
18
Sold out positions
23
Turnover %
4.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/18/2024 Next filing: 11/4/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
AGG 498,454 NEW
NVDA 275,256 33.6%
AAPL 165,413 22.4%
BMY 93,601 89.7%
CVS 86,617 272.1%
GOOGL 63,862 20.2%
T 59,563 18.4%
MSFT 52,175 5.0%
SPY 44,627 2.7%
AMZN 42,989 8.0%
Top Reduces (Value $000, Stocks/ETFs)
VZ -249,449 -72.4%
MBB -89,625 -61.9%
APO -74,779 -100.0%
INTU -58,533 -53.7%
OMF -57,987 -100.0%
MSCI -52,077 -73.7%
DIS -46,183 -48.2%
MA -34,525 -22.0%
INTC -18,572 -28.5%
QUAL -18,405 -47.7%
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