Institution

New York State Common Retirement Fund

13F for the quarter to June 30, 2026, filed July 29, 2026 · SEC CIK 810265

Reported value: $79.3bn
Positions we cover: 3,010
Copy, a year: +14.1%
Copy Sharpe ratio: 0.77

How copying its 13F would have done

CopyS&P 500 $10,000 copying New York State Common Retirement Fund's filed holdings in companies we cover from August 9, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −32.2% (S&P 500 −31.8%); beta 1.02; alpha +0.0% a year (t = 0.07); last 12 months +11.6% against +12.1%.

Reported value by quarter

New York State Common Retirement Fund: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).

View chart data

Period	Reported value
2013-06-30	$57B
2013-09-30	$59.4B
2013-12-31	$63.7B
2014-03-31	$64.7B
2014-06-30	$67.7B
2014-09-30	$67B
2014-12-31	$67.5B
2015-03-31	$68.5B
2015-06-30	$68.5B
2015-09-30	$63.1B
2015-12-31	$65.1B
2016-03-31	$65.5B
2016-06-30	$68.6B
2016-09-30	$69.4B
2016-12-31	$70.7B
2017-03-31	$74.2B
2017-06-30	$75.8B
2017-09-30	$78.2B
2017-12-31	$83.1B
2018-03-31	$80.5B
2018-06-30	$80.1B
2018-09-30	$84.4B
2018-12-31	$69B
2019-03-31	$77.9B
2019-06-30	$79.8B
2019-09-30	$79B
2019-12-31	$84.1B
2020-03-31	$66.4B
2020-06-30	$78.4B
2020-09-30	$81.8B
2020-12-31	$89.7B
2021-03-31	$90.4B
2021-06-30	$96.7B
2021-09-30	$93.8B
2021-12-31	$99.6B
2022-03-31	$93.5B
2022-06-30	$76.6B
2022-09-30	$69.1B
2022-12-31	$73T
2023-03-31	$74.6B
2023-06-30	$78.1B
2023-09-30	$69.6B
2023-12-31	$72.2B
2024-03-31	$75.8B
2024-06-30	$76.2B
2024-09-30	$73.9B
2024-12-31	$74.6B
2025-03-31	$68.1B
2025-06-30	$75.2B
2025-09-30	$77.3B
2025-12-31	$74.9B
2026-03-31	$71.6B
2026-06-30	$79.3B

Holdings and moves

Company	Share of portfolio	Value	Shares	Change in shares
NVDANVIDIA Corporation	6.27%	$5.0bn	24.86M	−5.1% Reduced
AAPLApple Inc.	6.00%	$4.8bn	16.44M	−3.7% Reduced
MSFTMicrosoft Corporation	3.99%	$3.2bn	8.48M	−4.4% Reduced
AMZNAmazon	3.37%	$2.7bn	11.20M	−3.4% Reduced
GOOGLAlphabet Inc. (Class A)	3.01%	$2.4bn	6.68M	−5.9% Reduced
AVGOBroadcom	2.36%	$1.9bn	4.96M	−3.9% Reduced
MUMicron Technology	1.66%	$1.3bn	1.14M	−9.3% Reduced
METAMeta Platforms	1.65%	$1.3bn	2.33M	−4.1% Reduced
TSLATesla, Inc.	1.61%	$1.3bn	3.04M	−3.1% Reduced
AMDAdvanced Micro Devices	1.35%	$1.1bn	1.84M	−3.1% Reduced
LLYLilly (Eli)	1.31%	$1.0bn	865.6K	−4.9% Reduced
JPMJPMorgan Chase	1.23%	$971.1m	2.97M	−7.1% Reduced
JNJJohnson & Johnson	0.91%	$722.3m	2.84M	−4.1% Reduced
INTCIntel	0.84%	$664.1m	4.76M	−5.0% Reduced
VVisa Inc.	0.82%	$647.3m	1.89M	−6.7% Reduced
AMATApplied Materials	0.77%	$613.0m	847.9K	−6.2% Reduced
LRCXLam Research	0.73%	$577.1m	1.33M	−6.3% Reduced
WMTWalmart	0.73%	$577.0m	5.09M	+2.5% Added
CATCaterpillar Inc.	0.71%	$562.1m	527.8K	+0.4%
CSCOCisco	0.69%	$547.3m	4.66M	−3.2% Reduced
ABBVAbbVie	0.61%	$485.5m	1.93M	−4.9% Reduced
COSTCostco	0.57%	$453.2m	484.4K	−5.1% Reduced
KLACKLA Corporation	0.56%	$448.4m	1.49M	+840.2% Added
MAMastercard	0.56%	$446.1m	868.5K	−5.0% Reduced
GEGE Aerospace	0.56%	$444.1m	1.19M	−0.6% Reduced
BACBank of America	0.53%	$419.1m	7.36M	−14.0% Reduced
UNHUnitedHealth Group	0.52%	$408.7m	983.3K	−14.9% Reduced
KOThe Coca-Cola Company	0.48%	$385.0m	4.74M	+2.7% Added
PGProcter & Gamble	0.48%	$382.3m	2.61M	−5.2% Reduced
HDThe Home Depot	0.48%	$381.8m	1.08M	−5.2% Reduced
MRKMerck & Co.	0.47%	$373.9m	2.91M	−17.2% Reduced
TSMTaiwan Semiconductor Manufacturing Co LTD	0.45%	$353.3m	739.8K	−1.9% Reduced
GSGoldman Sachs	0.44%	$348.2m	344.3K	−8.1% Reduced
SNDKSandisk	0.43%	$343.6m	151.1K	+103.7% Added
GEVGE Vernova	0.43%	$338.3m	288.0K	−4.3% Reduced
NFLXNetflix	0.41%	$321.8m	4.51M	−6.2% Reduced
PANWPalo Alto Networks	0.40%	$314.4m	921.9K	−0.6% Reduced
IBMIBM	0.39%	$312.8m	1.11M	−3.1% Reduced
WFCWells Fargo	0.39%	$307.5m	3.72M	−10.1% Reduced
PMPhilip Morris International	0.38%	$301.7m	1.67M	−4.5% Reduced
MSMorgan Stanley	0.38%	$300.7m	1.44M	−6.4% Reduced
RTXRTX Corporation	0.37%	$294.6m	1.55M	−3.5% Reduced
MRVLMarvell Technology	0.37%	$293.0m	983.7K	+6.5% Added
CVXChevron Corporation	0.36%	$284.9m	1.72M	−7.9% Reduced
PLTRPalantir Technologies Inc.	0.35%	$276.4m	2.37M	+2.1% Added
TXNTexas Instruments	0.35%	$276.3m	926.9K	−5.9% Reduced
ORCLOracle Corporation	0.34%	$267.5m	1.83M	−3.6% Reduced
CCitigroup	0.34%	$265.9m	1.90M	−25.5% Reduced
LINLinde plc	0.32%	$254.6m	490.7K	−4.4% Reduced
APHAmphenol	0.29%	$233.0m	1.32M	−4.2% Reduced
WDCWestern Digital	0.28%	$222.9m	349.0K	+84.8% Added
MCDMcDonald's	0.27%	$215.6m	797.7K	−5.3% Reduced
AMGNAmgen	0.27%	$214.6m	592.7K	−4.5% Reduced
NEENextEra Energy	0.27%	$212.1m	2.42M	−3.3% Reduced
ETNEaton Corporation	0.27%	$211.5m	496.3K	−5.5% Reduced
QCOMQualcomm	0.26%	$206.2m	1.12M	−11.0% Reduced
ADIAnalog Devices	0.26%	$205.8m	518.2K	−6.1% Reduced
PEPPepsiCo	0.26%	$205.3m	1.52M	−5.6% Reduced
TMOThermo Fisher Scientific	0.26%	$204.0m	406.9K	−5.9% Reduced
GLWCorning Inc.	0.26%	$202.3m	792.1K	+115.3% Added
CBChubb Limited	0.25%	$197.8m	580.5K	−11.7% Reduced
CRWDCrowdStrike	0.25%	$194.8m	255.2K	−3.5% Reduced
ANETArista Networks	0.24%	$193.0m	1.14M	−3.0% Reduced
AXPAmerican Express	0.24%	$192.1m	567.8K	−6.9% Reduced
VZVerizon	0.24%	$192.1m	4.54M	−5.4% Reduced
BABoeing	0.24%	$189.5m	875.5K	−2.8% Reduced
DISThe Walt Disney Company	0.23%	$183.9m	1.91M	−10.6% Reduced
TJXTJX Companies	0.23%	$183.4m	1.21M	−5.8% Reduced
DEDeere & Company	0.23%	$182.1m	287.1K	−3.6% Reduced
WELLWelltower	0.23%	$178.1m	784.9K	−0.7% Reduced
GILDGilead Sciences	0.22%	$171.9m	1.36M	−5.6% Reduced
ABTAbbott Laboratories	0.22%	$171.1m	1.89M	−5.2% Reduced
UNPUnion Pacific Corporation	0.21%	$166.6m	612.5K	−5.0% Reduced
BLKBlackRock	0.21%	$166.5m	173.1K	−6.8% Reduced
PFEPfizer	0.20%	$160.4m	6.66M	−17.1% Reduced
SCHWCharles Schwab Corporation	0.19%	$153.3m	1.66M	−6.6% Reduced
UBERUber	0.19%	$153.0m	2.12M	−7.5% Reduced
BKNGBooking Holdings	0.19%	$152.9m	857.7K	+2105.8% Added
ISRGIntuitive Surgical	0.19%	$151.8m	381.8K	+0.9% Added
TAT&T	0.19%	$150.2m	7.26M	−11.2% Reduced
CVSCVS Health	0.18%	$146.3m	1.41M	−17.8% Reduced
CRMSalesforce	0.18%	$145.6m	929.6K	−17.5% Reduced
PLDPrologis	0.18%	$145.3m	1.07M	−4.5% Reduced
LOWLowe's	0.18%	$144.7m	656.5K	−5.0% Reduced
SBUXStarbucks	0.18%	$140.7m	1.38M	−2.8% Reduced
DELLDell Technologies	0.18%	$140.5m	325.8K	−9.4% Reduced
PGRProgressive Corporation	0.18%	$140.2m	641.8K	−23.0% Reduced
MOAltria	0.18%	$139.9m	1.94M	−4.2% Reduced
PHParker Hannifin	0.17%	$138.8m	141.9K	−5.3% Reduced
TTTrane Technologies	0.17%	$138.5m	282.0K	−5.4% Reduced
VRTXVertex Pharmaceuticals	0.17%	$137.9m	277.6K	−5.1% Reduced
COPConocoPhillips	0.17%	$133.6m	1.29M	−5.6% Reduced
COFCapital One	0.17%	$133.1m	663.5K	−5.4% Reduced
SPGIS&P Global	0.17%	$132.2m	324.6K	−8.4% Reduced
DHRDanaher Corporation	0.17%	$131.4m	689.7K	−5.2% Reduced
VRTVertiv	0.16%	$129.9m	387.9K	+93.9% Added
BMYBristol Myers Squibb	0.16%	$129.3m	2.24M	−4.6% Reduced
APPApplovin Corp	0.16%	$125.8m	244.1K	−3.7% Reduced
NEMNewmont	0.15%	$121.4m	1.30M	−7.4% Reduced
CEGConstellation Energy	0.15%	$119.3m	480.4K	+0.8% Added
SYKStryker Corporation	0.15%	$119.0m	378.0K	−4.8% Reduced
PWRQuanta Services	0.15%	$118.1m	164.0K	+107.0% Added
FLEXFlex Ltd.	0.15%	$116.3m	717.9K	−37.5% Reduced
NOWServiceNow	0.15%	$115.5m	1.16M	−0.2%
CMICummins	0.14%	$114.9m	161.1K	+76.0% Added
BNYBNY Mellon	0.14%	$114.1m	789.1K	+68.4% Added
LMTLockheed Martin	0.14%	$113.4m	222.5K	+0.8% Added
JCIJohnson Controls	0.14%	$112.1m	767.3K	−6.2% Reduced
HWMHowmet Aerospace	0.14%	$111.2m	413.7K	+91.4% Added
CDNSCadence Design Systems Inc	0.14%	$111.0m	295.8K	−3.7% Reduced
PNCPNC Financial Services	0.14%	$110.8m	450.2K	−25.2% Reduced
MDTMedtronic	0.14%	$110.4m	1.41M	−4.7% Reduced
SNPSSynopsys Inc	0.14%	$110.3m	247.2K	−5.6% Reduced
EQIXEquinix	0.14%	$107.7m	103.3K	−1.9% Reduced
ECLEcolab	0.13%	$104.4m	374.8K	−3.1% Reduced
USBU.S. Bancorp	0.13%	$103.2m	1.71M	−5.3% Reduced
MCKMcKesson	0.13%	$102.0m	134.9K	−23.0% Reduced
GDGeneral Dynamics	0.13%	$100.8m	284.4K	−4.1% Reduced
FTNTFortinet	0.13%	$100.1m	651.8K	−7.9% Reduced
WMWaste Management	0.13%	$99.0m	444.1K	+1.7% Added
SOSouthern Company	0.13%	$98.9m	1.03M	−1.7% Reduced
BXBlackstone Inc.	0.12%	$98.1m	833.6K	−6.4% Reduced
FCXFreeport-McMoRan	0.12%	$96.9m	1.54M	−4.1% Reduced
CSXCSX Corporation	0.12%	$96.2m	2.02M	−5.8% Reduced
ADPAutomatic Data Processing	0.12%	$95.9m	428.4K	−6.3% Reduced
ADBEAdobe Inc.	0.12%	$95.0m	463.4K	−5.9% Reduced
CMCSAComcast	0.12%	$94.0m	3.83M	−30.1% Reduced
ELVElevance Health	0.12%	$93.7m	242.3K	−21.3% Reduced
SPCXSpace Exploration Technologies Corp	0.12%	$91.6m	536.0K	New
SHWSherwin-Williams	0.12%	$91.2m	264.9K	−4.5% Reduced
DUKDuke Energy	0.11%	$90.8m	717.0K	−4.2% Reduced
MMM3M	0.11%	$90.2m	557.0K	−6.6% Reduced
WMBWilliams Companies	0.11%	$90.0m	1.21M	−3.2% Reduced
LSCCLattice Semiconductor Corp	0.11%	$89.9m	587.5K	+1.0% Added
GMGeneral Motors	0.11%	$87.9m	1.14M	−5.3% Reduced
EOGEOG Resources	0.11%	$87.1m	671.7K	−5.0% Reduced
ACNAccenture	0.11%	$87.1m	699.7K	+0.9% Added
TMUST-Mobile US	0.11%	$86.7m	517.0K	−2.8% Reduced
MDLZMondelez International	0.11%	$86.5m	1.50M	−4.1% Reduced
HONHoneywell Technologies	0.11%	$86.1m	384.5K	New
MRSHMarsh McLennan	0.11%	$85.9m	515.3K	−6.3% Reduced
EMREmerson Electric	0.11%	$85.3m	595.6K	−23.2% Reduced
ITWIllinois Tool Works	0.11%	$85.3m	315.2K	−6.8% Reduced
HONAHoneywell Aerospace	0.11%	$85.0m	384.6K	New
SRESempra	0.11%	$84.3m	909.4K	+9.2% Added
CMECME Group	0.11%	$84.1m	381.1K	−5.3% Reduced
AMTAmerican Tower	0.11%	$84.1m	514.2K	−2.9% Reduced
UPSUnited Parcel Service	0.11%	$84.1m	782.1K	−2.4% Reduced
ORLYO'Reilly Automotive	0.10%	$83.5m	906.4K	−0.2%
PCARPaccar	0.10%	$83.1m	692.1K	−6.1% Reduced

Company	Bought (value)	Shares
KLACKLA Corporation	$400.7m	1.33M
SNDKSandisk	$174.9m	76.9K
BKNGBooking Holdings	$146.0m	818.8K
GLWCorning Inc.	$108.3m	424.1K
WDCWestern Digital	$102.3m	160.1K
SPCXSpace Exploration Technologies Corp	$91.6m	536.0K
HONHoneywell Technologies	$86.1m	384.5K
HONAHoneywell Aerospace	$85.0m	384.6K
VRTVertiv	$62.9m	187.9K
PWRQuanta Services	$61.1m	84.8K
BEBloom Energy	$54.1m	178.6K
HWMHowmet Aerospace	$53.1m	197.6K
ASNDAscendis Pharma A/s	$51.2m	191.8K
CMICummins	$49.6m	69.6K
BNYBNY Mellon	$46.3m	320.4K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Sold (value)	Shares
NVDANVIDIA Corporation	−$267.8m	−1.34M
AAPLApple Inc.	−$184.6m	−638.0K
GOOGLAlphabet Inc. (Class A)	−$149.6m	−418.7K
MSFTMicrosoft Corporation	−$144.5m	−387.3K
MUMicron Technology	−$135.3m	−117.2K
AMZNAmazon	−$94.0m	−394.6K
CCitigroup	−$91.2m	−651.8K
MRKMerck & Co.	−$77.9m	−606.2K
AVGOBroadcom	−$76.7m	−203.0K
JPMJPMorgan Chase	−$74.5m	−227.6K
UNHUnitedHealth Group	−$71.8m	−172.7K
FLEXFlex Ltd.	−$69.7m	−430.0K
BACBank of America	−$68.5m	−1.20M
BDXBecton Dickinson	−$58.1m	−384.0K
CICigna	−$56.6m	−205.2K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Value last quarter	Shares
HTHTH World Group Ltd	$6.5m	128.4K
CIGIColliers International Group Inc.	$5.9m	55.3K
GFIGold Fields LTD	$5.2m	115.5K
SRADSportradar Group AG	$5.2m	309.8K
FUTUFutu Holdings Ltd	$4.8m	34.7K
TSEMTower Semiconductor LTD	$3.1m	17.9K
HMYHarmony Gold Mining Co LTD	$3.0m	192.7K
EMBJEmbraer S.a.	$2.5m	41.8K
NOMDNomad Foods Ltd	$2.4m	246.1K
STLAStellantis N.V.	$1.2m	165.0K
FSMFortuna Mining Corp.	$1.1m	111.8K
ABVXAbivax S.a.	$965,627	8.7K
BZKanzhun Ltd	$857,790	64.1K
CHTChunghwa Telecom Co LTD	$746,423	17.7K
NAMSNewamsterdam Pharma Co N.V.	$569,778	17.8K
DSGXDescartes Systems Group Inc	$533,480	7.5K
GILTGilat Satellite Networks LTD	$445,403	29.7K
TRTootsie Roll Industries Inc	$246,409	5.8K
PGYPagaya Technologies Ltd.	$165,430	14.2K
RZLVRezolve AI PLC	$144,896	56.6K
AOUTAmerican Outdoor Brands, Inc.	$78,456	8.4K
JKSJinkosolar Holding Co., Ltd.	$76,586	3.0K
LABStandard Biotools Inc.	$72,625	79.0K
UNBUnion Bankshares Inc	$70,528	2.9K
SBFGSB Financial Group, Inc.	$69,300	3.3K
EMLEastern Co	$64,768	3.2K
PNBKPatriot National Bancorp Inc	$63,912	49.5K
FTLFFitlife Brands, Inc.	$63,446	4.5K
BYRNByrna Technologies Inc.	$63,342	6.9K
BSETBassett Furniture Industries Inc	$58,015	4.1K

Technology37.7%
Financials11.5%
Industrials11.2%
Consumer Discretionary10.0%
Health Care9.9%
Communication Services7.0%
Consumer Staples4.4%
Materials2.3%
Energy2.1%
Real Estate2.0%
Utilities1.9%

Share of the value held in companies we cover, by sector.

Period	Copy, a year	S&P 500	Sharpe	S&P 500	Biggest drop	Beta
Whole backtestAugust 9, 2013 to November 2, 2026	+14.1%	+13.9%	0.77	0.77	−32.2%	1.02
2018 onwardsJanuary 5, 2018 to November 2, 2026	+13.6%	+13.9%	0.63	0.66	−32.2%	1.02
Last three yearsNovember 3, 2023 to November 2, 2026	+20.4%	+21.8%	1.07	1.16	−17.3%	1.00
Last yearNovember 7, 2025 to November 2, 2026	+13.6%	+14.2%	0.78	0.84	−9.0%	0.99

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.