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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
TSN icon
251
Tyson Foods
TSN
$20.4B
$8.95M 0.06%
104,028
+7,900
+8% +$708K
RPT
252
Rithm Property Trust
RPT
$93.7M
$8.93M 0.06%
155,252
– –
CBRE icon
253
CBRE Group
CBRE
$42.9B
$8.92M 0.06%
121,160
+2,700
+2% +$217K
BIIB icon
254
Biogen
BIIB
$30.7B
$8.91M 0.06%
43,690
-101,971
-70% -$20.8M
AFL icon
255
Aflac
AFL
$62.6B
$8.85M 0.06%
159,907
-25,972
-14% -$1.53M
PCAR icon
256
PACCAR
PCAR
$70.1B
$8.84M 0.06%
161,117
+7,500
+5% +$422K
XYZ
257
Block Inc
XYZ
$47.5B
$8.81M 0.06%
143,315
+77,669
+118% +$7.1M
YUM icon
258
Yum! Brands
YUM
$41.1B
$8.73M 0.06%
76,914
+4,000
+5% +$465K
BAX icon
259
Baxter International
BAX
$14.2B
$8.72M 0.06%
135,828
+9,500
+8% +$689K
MCHP icon
260
Microchip Technology
MCHP
$46B
$8.71M 0.06%
150,018
+9,700
+7% +$642K
AMP icon
261
Ameriprise Financial
AMP
$48.8B
$8.69M 0.06%
36,578
+8,600
+31% +$2.3M
TROW icon
262
T. Rowe Price
TROW
$24.3B
$8.69M 0.06%
76,513
+2,200
+3% +$280K
WY icon
263
Weyerhaeuser
WY
$18.4B
$8.67M 0.06%
261,829
+51,500
+24% +$1.96M
EVLO
264
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$8.59M 0.06%
203,536
+148,536
+270% +$6.89M
WEC icon
265
WEC Energy
WEC
$35.1B
$8.57M 0.06%
85,184
+5,600
+7% +$568K
PEG icon
266
Public Service Enterprise Group
PEG
$37.7B
$8.52M 0.06%
134,666
+7,100
+6% +$483K
PH icon
267
Parker-Hannifin
PH
$135B
$8.51M 0.06%
34,596
+2,200
+7% +$589K
CMI icon
268
Cummins
CMI
$88.7B
$8.39M 0.06%
43,337
+2,200
+5% +$440K
HLT icon
269
Hilton Worldwide
HLT
$71.5B
$8.37M 0.06%
75,123
+4,800
+7% +$664K
LYB icon
270
LyondellBasell Industries
LYB
$19.2B
$8.28M 0.06%
94,665
+18,300
+24% +$1.91M
RMD icon
271
ResMed
RMD
$30.7B
$8.26M 0.06%
39,411
+2,500
+7% +$532K
VICI icon
272
VICI Properties
VICI
$29.4B
$8.24M 0.06%
276,612
+265,600
+2,412% +$7.83M
IFF icon
273
International Flavors & Fragrances
IFF
$21.9B
$8.2M 0.06%
68,815
+4,600
+7% +$575K
TT icon
274
Trane Technologies
TT
$106B
$8.2M 0.06%
63,113
+4,200
+7% +$581K
CARR icon
275
Carrier Global
CARR
$52.8B
$8.16M 0.06%
228,825
+13,000
+6% +$510K
9 10
11
12 13

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.