Stocks/Funds/CIK 762152

STATE TREASURER STATE OF MICHIGAN

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 762152
Assets
$18.93B
+9.2% YoY
Holdings
940
Lifetime alpha vs market
-0.50% annual
Average hold time
7.8 yr
median 10.5 yr

Quarterly history

Cum return +254% vs S&P +272% · α -19% lifetimeAUM $18.9B · peak $20.8BFlow $-605M (-3%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-1.33%
trims when stocks drop
when a holding falls −10%+
Middle response
-0.80%
baseline attrition
Rally response
-2.32%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$1.26B6.7%+60.9%10.5 yr
AAPLApple Inc.$990M5.2%+14.7%10.5 yr
MSFTMicrosoft Corporation$762M4.0%-0.6%10.5 yr
AMZNAmazon.com, Inc.$563M3.0%+9.5%10.5 yr
AVGOBroadcom Inc.$523M2.8%+86.0%8.0 yr
METAMeta Platforms, Inc.$486M2.6%-0.4%10.5 yr
GOOGLAlphabet Inc.$459M2.4%10.5 yr
GOOGAlphabet Inc.$451M2.4%+84.3%10.5 yr
MTUMiShares MSCI USA Momentu$322M1.7%5.8 yr
TSLATesla, Inc.$273M1.4%+43.4%6.3 yr
LQDiShares iBoxx $ Investme$237M1.3%6.0 yr
JPMJPMorgan Chase & Co.$207M1.1%+21.8%10.5 yr
ADBEAdobe Inc.$200M1.1%-36.6%10.5 yr
LLYEli Lilly and Company$198M1.0%+12.2%10.5 yr
XOMExxon Mobil Corporation$185M1.0%+47.6%10.5 yr

Portfolio composition (YoY)

Industry mix
Semiconductors13.7%+3.9pp$2.59B
Internet Content & Information7.6%+1.2pp$1.44B
Software - Infrastructure5.9%-0.8pp$1.11B
Asset Management5.6%-2.2pp$1.06B
Consumer Electronics5.3%-0.4pp$994M
Drug Manufacturers - General3.9%-0.0pp$744M
Specialty Retail3.7%-0.6pp$704M
Software - Application3.4%+0.7pp$647M
Banks - Diversified2.4%-0.1pp$463M
Aerospace & Defense2.3%+0.2pp$441M
Country
US96.6%+0.0pp
IE1.2%-0.1pp
GB0.5%-0.1pp
TW0.2%+0.1pp
CH0.2%-0.0pp
Unknown0.2%+0.0pp
SG0.2%+0.1pp
CN0.1%-0.0pp
Top 5: 21.7% · Top 10: 32.2% · Top 25: 45.3%

Winners

TickerPrev $PnLYoY %
NVDA$915M+0.56B60.9%
AVGO$319M+0.27B86.0%
GOOG$242M+0.20B84.3%
AAPL$981M+0.14B14.7%
SPY$654M+0.11B17.6%

Losers

TickerPrev $PnLYoY %
V$208M-0.03B-13.1%
ADBE$49M-0.02B-36.6%
MA$140M-0.01B-8.5%
MSFT$848M-0.01B-0.6%
META$502M-0.00B-0.4%

Top buys this quarter · 15

ADBE Adobe Inc.+$170M
CHTR Charter Communications, Inc.+$88M
KR The Kroger Co.+$65M
DUOL Duolingo, Inc.+$62M
FDS FactSet Research Systems Inc.+$45M
VRT Vertiv Holdings Co+$39M
MOH Molina Healthcare, Inc.+$28M
UNH UnitedHealth Group Incorporate+$76M
HIMS Hims & Hers Health, Inc.+$49M
PANW Palo Alto Networks, Inc.+$5M

Top sells this quarter · 15

SPY State Street SPDR S&P 500 ETF $396M
NVDA NVIDIA Corporation$142M
AAPL Apple Inc.$72M
MSFT Microsoft Corporation$65M
AMZN Amazon.com, Inc.$62M
JPM JPMorgan Chase & Co.$61M
COST Costco Wholesale Corporation$50M
AVGO Broadcom Inc.$49M
ISRG Intuitive Surgical, Inc.$48M
AMD Advanced Micro Devices, Inc.$46M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$18.93B940+17.84%+17.59%+0.25%-0.61B
2025-12-31$20.56B934+18.76%+17.72%+1.04%-0.69B
2025-09-30$20.81B943+18.99%+17.52%+1.47%-0.06B
2025-06-30$19.31B943+16.98%+14.94%+2.04%-0.17B
2025-03-31$17.33B943+6.71%+8.30%-1.60%-1.08B
2024-12-31$19.23B950+21.20%+24.89%-3.69%-1.40B
2024-09-30$20.16B949+32.88%+36.04%-3.15%-0.51B
2024-06-30$19.46B949+20.18%+24.49%-4.31%+0.39B
2024-03-31$18.60B955+25.94%+29.62%-3.68%+0.32B
2023-12-31$16.81B958+23.28%+26.18%-2.89%-0.54B
2023-09-30$15.46B964+17.11%+21.57%-4.46%-0.11B
2023-06-30$16.20B968+15.04%+19.42%-4.38%-0.14B
2023-03-31$15.21B967-8.75%-7.82%-0.94%-0.07B
2022-12-31$14.35B966-18.25%-18.17%-0.07%-0.16B
2022-09-30$13.61B965-14.80%-15.51%+0.70%-0.16B
2022-06-30$14.59B969-9.22%-10.62%+1.41%-0.14B