STATE OF MICHIGAN RETIREMENT SYSTEM

Q3 2026 13F-HR Holdings

Location
East Lansing, MI
Holdings as of
9/30/2026
Date filed
10/27/2026
Form type
13F-HR
Num holdings
966
Total value ($000)
$22,595,236
Net value change ($000)
+5,990 (0.0%)
New positions
21
Sold out positions
15
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/30/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 230,935 30.6%
EXXONMOBIL HOLDINGS CORP 175,545 NEW
NVDA 165,229 11.6%
AAPL 135,965 12.3%
SPACE EXPLORATION TECHN CORP 104,063 NEW
META 101,578 23.7%
PLTR 61,228 55.3%
DUOL 34,879 23.2%
AGG 33,820 38.0%
KR 32,476 20.0%
Top Reduces (Value $000, Stocks/ETFs)
XOM -151,324 -100.0%
SPY -80,200 -26.4%
TSLA -51,966 -17.1%
AVGO -49,351 -8.0%
AMAT -49,094 -30.4%
HIMS -45,366 -55.8%
EWW -42,268 -85.6%
KLAC -41,622 -36.4%
LRCX -39,515 -25.4%
MU -38,683 -9.0%
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