Stocks/Funds/CIK 938076

STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 938076
Assets
$53.36B
+5.9% YoY
Holdings
2,058
Lifetime alpha vs market
-1.31% annual
Average hold time
7.8 yr
median 10.5 yr

Quarterly history

Cum return +44% vs S&P +52% · α -8% lifetimeAUM $53.4B · peak $57.1BFlow $-737M (-1%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-1.90%
trims when stocks drop
when a holding falls −10%+
Middle response
-2.04%
baseline attrition
Rally response
-1.41%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$3.59B6.7%+60.9%10.5 yr
AAPLApple Inc.$3.22B6.0%+14.7%10.5 yr
MSFTMicrosoft Corporation$2.40B4.5%-0.6%10.5 yr
AMZNAmazon.com, Inc.$1.75B3.3%+9.5%10.5 yr
GOOGLAlphabet Inc.$1.47B2.8%10.3 yr
AVGOBroadcom Inc.$1.25B2.3%+86.0%8.0 yr
GOOGAlphabet Inc.$1.19B2.2%+84.3%10.5 yr
METAMeta Platforms, Inc.$1.10B2.1%-0.4%10.5 yr
TSLATesla, Inc.$921M1.7%+43.4%10.5 yr
BRK-BBerkshire Hathaway Inc.$760M1.4%10.5 yr
JPMJPMorgan Chase & Co.$701M1.3%+21.8%10.5 yr
LLYEli Lilly and Company$647M1.2%+12.2%10.5 yr
XOMExxon Mobil Corporation$633M1.2%+47.6%10.5 yr
JNJJohnson & Johnson$514M1.0%+51.5%10.5 yr
WMTWalmart Inc.$475M0.9%+42.8%10.5 yr

Portfolio composition (YoY)

Industry mix
Semiconductors13.2%+4.3pp$7.04B
Internet Content & Information7.3%+1.3pp$3.92B
Software - Infrastructure6.6%-0.8pp$3.51B
Consumer Electronics6.0%-0.2pp$3.23B
Drug Manufacturers - General4.5%+0.0pp$2.40B
Specialty Retail3.9%-0.2pp$2.10B
Banks - Diversified2.9%+0.0pp$1.53B
Aerospace & Defense2.4%+0.4pp$1.28B
Financial - Credit Services2.2%-0.6pp$1.17B
Software - Application2.2%-1.2pp$1.15B
Country
US96.8%+0.1pp
IE1.2%-0.2pp
GB0.6%-0.0pp
Unknown0.5%+0.2pp
CH0.3%-0.0pp
BM0.2%-0.0pp
LU0.1%-0.0pp
BR0.1%+0.0pp
Top 5: 23.3% · Top 10: 33.1% · Top 25: 45.1%

Winners

TickerPrev $PnLYoY %
NVDA$2.46B+1.50B60.9%
AVGO$741M+0.63B86.0%
GOOG$737M+0.62B84.3%
AAPL$3.16B+0.46B14.7%
TSLA$698M+0.30B43.4%

Losers

TickerPrev $PnLYoY %
V$572M-0.07B-13.1%
PG$388M-0.05B-12.9%
MA$436M-0.04B-8.5%
HD$349M-0.03B-8.0%
MSFT$2.69B-0.02B-0.6%

Top buys this quarter · 15

PANW Palo Alto Networks, Inc.+$107M
FITB Fifth Third Bancorp+$11M
WAT Waters Corporation+$9M
MDLN Medline Inc.new+$6M
SF Stifel Financial Corp.+$11M
CRCL Circle Internet Group+$4M
RKLB Rocket Lab USA, Inc.+$4M
COHR Coherent, Inc.+$3M
MSTR Strategy Inc+$32M
LNTH Lantheus Holdings, Inc.+$3M

Top sells this quarter · 15

AAPL Apple Inc.$64M
NVDA NVIDIA Corporation$41M
MSFT Microsoft Corporation$27M
AMZN Amazon.com, Inc.$18M
EXAS Exact Sciences Corporationexit$16M
XOM Exxon Mobil Corporation$459M
AVGO Broadcom Inc.$14M
META Meta Platforms, Inc.$13M
GOOG Alphabet Inc.$13M
JPM JPMorgan Chase & Co.$13M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$53.36B2058+17.88%+17.59%+0.29%-0.74B
2025-12-31$56.48B2068+17.10%+17.72%-0.62%-1.86B
2025-09-30$57.13B2079+17.55%+17.52%+0.03%-3.71B
2025-06-30$56.33B2142+15.72%+14.94%+0.77%+0.10B
2025-03-31$50.39B2164+5.57%+8.30%-2.74%+0.40B
2024-12-31$52.54B2192+19.79%+24.89%-5.10%-1.18B
2024-09-30$52.40B2217+30.92%+36.04%-5.12%-1.57B
2024-06-30$50.77B2182+18.55%+24.49%-5.94%+7.31B
2024-03-31$42.69B2111+25.34%+29.62%-4.29%-9.11B
2023-12-31$47.98B2424+24.14%+26.18%-2.04%+0.34B
2023-09-30$42.52B2344+17.97%+21.57%-3.60%-0.88B
2023-06-30$45.08B2401+17.17%+19.42%-2.25%-1.31B
2023-03-31$43.10B2235-7.44%-7.82%+0.37%-0.53B
2022-12-31$40.81B2303+6.47%+7.56%-1.09%-0.66B
2022-09-30$38.95B2259-4.37%-4.93%+0.55%-0.56B
2022-06-30$41.31B2300-14.98%-16.11%+1.13%-2.58B