STATE OF MICHIGAN RETIREMENT SYSTEM

Q3 2024 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
9/30/2024
Date filed
11/4/2024
Form type
13F-HR
Num holdings
950
Total value ($000)
$20,165,853
Net value change ($000)
+707,654 (3.6%)
New positions
17
Sold out positions
17
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/26/2024 Next filing: 2/6/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AAPL 141,104 15.6%
SPY 132,133 7.8%
CVS 84,615 71.4%
T 57,767 15.1%
META 56,260 12.9%
TSLA 47,342 31.5%
BURL 32,883 75.8%
AVGO 32,837 12.3%
PLTR 26,490 203.9%
GEHC 21,383 236.1%
Top Reduces (Value $000, Stocks/ETFs)
BMY -161,030 -81.3%
CRWD -95,859 -84.5%
NEE -79,769 -40.1%
AGG -79,703 -16.0%
SMCI -47,375 -57.9%
MSFT -45,753 -4.2%
VZ -36,716 -38.5%
GOOGL -36,145 -9.5%
NVDA -35,127 -3.2%
NVO -28,548 -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