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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
BIO icon
501
Bio-Rad Laboratories Class A
BIO
$9.42B
$2.9M 0.02%
5,850
+400
+7% +$208K
AAP icon
502
Advance Auto Parts
AAP
$3.33B
$2.86M 0.02%
16,531
+800
+5% +$159K
FFIV icon
503
F5
FFIV
$23.4B
$2.86M 0.02%
18,688
+500
+3% +$87K
SCI icon
504
Service Corp International
SCI
$11.3B
$2.79M 0.02%
40,362
-1,500
-4% -$103K
LW icon
505
Lamb Weston
LW
$7.11B
$2.78M 0.02%
38,932
+2,300
+6% +$152K
MGM icon
506
MGM Resorts International
MGM
$11B
$2.76M 0.02%
95,444
+400
+0.4% +$14.3K
JAZZ icon
507
Jazz Pharmaceuticals
JAZZ
$16.6B
$2.73M 0.02%
17,464
-500
-3% -$77K
UTHR icon
508
United Therapeutics
UTHR
$22.8B
$2.72M 0.02%
11,532
+100
+0.9% +$20.3K
WTRG icon
509
Essential Utilities
WTRG
$11.3B
$2.69M 0.02%
58,571
+200
+0.3% +$9.29K
RS icon
510
Reliance Steel & Aluminium
RS
$21.8B
$2.68M 0.02%
15,797
-100
-0.6% -$18.7K
NVTA
511
DELISTED
Invitae Corporation
NVTA
$2.67M 0.02%
1,095,950
+1,011,011
+1,190% +$4.47M
HII icon
512
Huntington Ingalls Industries
HII
$13B
$2.65M 0.02%
12,190
-688
-5% -$145K
UGI icon
513
UGI
UGI
$7.26B
$2.65M 0.02%
68,600
+8,300
+14% +$322K
FICO icon
514
Fair Isaac
FICO
$22.6B
$2.63M 0.02%
6,572
-660
-9% -$260K
CPB icon
515
Campbell Soup
CPB
$6.72B
$2.62M 0.02%
54,501
+3,500
+7% +$165K
LEA icon
516
Lear
LEA
$8.07B
$2.6M 0.02%
20,693
-500
-2% -$65.9K
CMA
517
DELISTED
Comerica
CMA
$2.6M 0.02%
35,370
+2,400
+7% +$194K
RPM icon
518
RPM International
RPM
$14.7B
$2.59M 0.02%
32,918
– –
EQT icon
519
EQT Corp
EQT
$33.7B
$2.59M 0.02%
75,234
-1,100
-1% -$45.3K
ALLE icon
520
Allegion
ALLE
$14.1B
$2.58M 0.02%
26,344
-200
-0.8% -$21.7K
ARW icon
521
Arrow Electronics
ARW
$10.4B
$2.56M 0.02%
22,861
-2,300
-9% -$269K
GGG icon
522
Graco
GGG
$13.5B
$2.56M 0.02%
43,064
-100
-0.2% -$6.29K
AIZ icon
523
Assurant
AIZ
$14.2B
$2.54M 0.02%
14,667
+300
+2% +$54.3K
RHI icon
524
Robert Half
RHI
$4.31B
$2.49M 0.02%
33,292
+1,700
+5% +$161K
MHK icon
525
Mohawk Industries
MHK
$9.19B
$2.49M 0.02%
20,081
-300
-1% -$39.8K
19 20
21
22 23

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
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
CHP
Castle Hook Partners New York $23.4B AUM 158.96% 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.