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SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $22.6B
1-Year Est. Return 40.24%
This Fund
S&P 500
This Quarter Est. Return
-15.09%
1 Year Est. Return
+40.24%
3 Year Est. Return
+127.54%
5 Year Est. Return
+152.65%
10 Year Est. Return
+534.6%
AUM
$14.6B
AUM Growth
-$2.69B
Cap. Flow
+$69.6M
Cap. Flow %
0.48%
Top 10 Hldgs %
34.2%
Holding
989
New
41
Increased
604
Reduced
232
Closed
19

Top Buys

Rank Stock Value
1
APO icon
Apollo Global Management
APO
+$244M
2
TDOC icon
Teladoc Health
TDOC
+$157M
3
WBD icon
Warner Bros
WBD
+$106M
4
NFLX icon
Netflix
NFLX
+$47.6M
5
OMF icon
OneMain Financial
OMF
+$40.2M

Top Sells

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$299M
2
BMY icon
Bristol-Myers Squibb
BMY
+$244M
3
T icon
AT&T
T
+$224M
4
META icon
Meta Platforms (Facebook)
META
+$118M
5
FTAI icon
FTAI Aviation
FTAI
+$97.3M

Sector Composition

Rank Sector Weight
1 Technology 20.78%
2 Healthcare 11.81%
3 Communication Services 11.4%
4 Financials 11.21%
5 Consumer Discretionary 7.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WMB icon
226
Williams Companies
WMB
$86.1B
$10.3M 0.07%
328,621
+22,100
+7% +$763K
STZ icon
227
Constellation Brands
STZ
$23.2B
$10.2M 0.07%
43,958
+2,500
+6% +$608K
ADSK icon
228
Autodesk
ADSK
$52.6B
$10.2M 0.07%
59,523
-120
-0.2% -$23.1K
KR icon
229
Kroger
KR
$34.8B
$10.2M 0.07%
215,587
-300
-0.1% -$16K
ED icon
230
Consolidated Edison
ED
$39.9B
$10.2M 0.07%
107,242
+11,500
+12% +$1.1M
A icon
231
Agilent Technologies
A
$41.2B
$10.2M 0.07%
85,681
+9,900
+13% +$1.22M
DOW icon
232
Dow Inc
DOW
$21.2B
$10.1M 0.07%
196,411
+10,800
+6% +$692K
MAR icon
233
Marriott International
MAR
$92.3B
$10.1M 0.07%
74,236
+5,200
+8% +$859K
WELL icon
234
Welltower
WELL
$171B
$10.1M 0.07%
122,509
+12,700
+12% +$1.13M
DLR icon
235
Digital Realty Trust
DLR
$71.7B
$9.97M 0.07%
76,781
+5,200
+7% +$718K
JCI icon
236
Johnson Controls International
JCI
$92.2B
$9.93M 0.07%
207,342
+7,600
+4% +$423K
NUE icon
237
Nucor
NUE
$62.1B
$9.91M 0.07%
94,910
+7,500
+9% +$1.01M
EA
238
DELISTED
Electronic Arts
EA
$9.71M 0.07%
79,854
+2,300
+3% +$293K
SPG icon
239
Simon Property Group
SPG
$72.3B
$9.69M 0.07%
102,049
+8,700
+9% +$997K
CTAS icon
240
Cintas
CTAS
$81.3B
$9.65M 0.07%
103,372
+1,200
+1% +$117K
DLTR icon
241
Dollar Tree
DLTR
$25.2B
$9.47M 0.06%
60,769
+4,000
+7% +$634K
MSI icon
242
Motorola Solutions
MSI
$77.4B
$9.46M 0.06%
45,108
+2,500
+6% +$545K
ALL icon
243
Allstate
ALL
$67.5B
$9.41M 0.06%
74,289
-12,500
-14% -$1.64M
WBA
244
DELISTED
Walgreens Boots Alliance
WBA
$9.41M 0.06%
248,400
+5,400
+2% +$232K
KHC icon
245
Kraft Heinz
KHC
$30B
$9.39M 0.06%
246,239
+2,700
+1% +$108K
SBAC icon
246
SBA Communications
SBAC
$19.5B
$9.29M 0.06%
29,042
+1,600
+6% +$539K
BNY
247
Bank of New York Mellon
BNY
$107B
$9.27M 0.06%
222,355
+16,500
+8% +$735K
AJG icon
248
Arthur J. Gallagher & Co
AJG
$63.6B
$9.26M 0.06%
56,787
+4,200
+8% +$697K
DHI icon
249
D.R. Horton
DHI
$42.3B
$9.15M 0.06%
138,199
+4,300
+3% +$302K
SPOT icon
250
Spotify
SPOT
$100B
$9M 0.06%
95,931
+25,000
+35% +$2.82M
8 9
10
11 12

Similar funds

FAM
Fred Alger Management New York $22.8B AUM 64.63% 1-Year Est. Return
BA
Bridgewater Associates Westport, Connecticut $22.4B AUM 34.48% 1-Year Est. Return
Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return
AM
AGF Management Toronto, Ontario, Canada $22.3B AUM 46.42% 1-Year Est. Return
Capital Fund Management (CFM)
Capital Fund Management (CFM) Paris, France $22.1B AUM 20.49% 1-Year Est. Return
CAM
Cresset Asset Management Chicago, Illinois $23.1B AUM 27.04% 1-Year Est. Return
Luther King Capital Management (LKCM)
Luther King Capital Management (LKCM) Fort Worth, Texas $23.1B AUM 21.31% 1-Year Est. Return
DSA
Davis Selected Advisers Tucson, Arizona $21.8B AUM 23.45% 1-Year Est. Return

State of Michigan Retirement System's Q2 2022 Portfolio in Review

As of Q2 2022, State of Michigan Retirement System held 989 positions worth $14.6B, down 16% from $17.3B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

State of Michigan Retirement System's Q2 2022 filing shows 41 new, 604 increased, 232 reduced and 19 closed positions. Its largest new stake was Apollo Global Management: 4,486,760 shares worth $218M. The largest sale was iShares Core US Aggregate Bond ETF, an estimated $299M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 22% a quarter earlier, followed by Healthcare and Communication Services.

  • State of Michigan Retirement System's largest Q2 2022 buy was Apollo Global Management: 4,486,760 shares worth $218M.
  • State of Michigan Retirement System added most to Warner Bros in Q2 2022, an estimated $106M increase.
  • State of Michigan Retirement System's biggest Q2 2022 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $299M.
  • State of Michigan Retirement System fully exited FTAI Aviation in Q2 2022, selling an estimated $97.3M.
  • State of Michigan Retirement System's ten largest holdings make up 34% of its $14.6B portfolio in Q2 2022.
  • State of Michigan Retirement System opened 41 new positions and closed 19 in Q2 2022.
  • State of Michigan Retirement System's portfolio value fell 16% quarter-over-quarter to $14.6B.

Based on State of Michigan Retirement System's 13F filing for Q2 2022, filed 8 Aug 2022.