STATE OF MICHIGAN RETIREMENT SYSTEM

Q2 2026 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
6/30/2026
Date filed
7/30/2026
Form type
13F-HR
Num holdings
960
Total value ($000)
$22,589,246
Net value change ($000)
+3,656,696 (19.3%)
New positions
37
Sold out positions
18
Turnover %
3.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/4/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
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)
AMD 333,523 265.4%
MU 307,650 247.9%
HUBS 191,012 735.5%
NVDA 166,070 13.1%
SPY 127,846 72.6%
MTUM 124,753 38.8%
AAPL 118,456 12.0%
GOOGL 105,079 22.9%
INTC 100,636 147.4%
GOOGL 100,229 22.2%
Top Reduces (Value $000, Stocks/ETFs)
TDG -68,802 -78.3%
XLV -59,346 -100.0%
META -56,718 -11.7%
CI -38,929 -64.0%
HON -37,479 -100.0%
XOM -33,897 -18.3%
NFLX -29,325 -26.2%
CVX -21,851 -21.6%
PLTR -17,608 -13.7%
T -17,252 -27.8%
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