We are live on ! Find out more
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
REG icon
526
Regency Centers
REG
$14B
$2.48M 0.02%
41,902
+3,000
+8% +$199K
NWL icon
527
Newell Brands
NWL
$2.52B
$2.48M 0.02%
130,020
+1,300
+1% +$27.6K
DAR icon
528
Darling Ingredients
DAR
$10B
$2.46M 0.02%
41,074
– –
LNC icon
529
Lincoln National
LNC
$8.73B
$2.43M 0.02%
52,001
+1,100
+2% +$62.7K
HUBB icon
530
Hubbell
HUBB
$26.9B
$2.43M 0.02%
13,599
-200
-1% -$37.7K
REXR icon
531
Rexford Industrial Realty
REXR
$8.1B
$2.42M 0.02%
41,982
+1,300
+3% +$89.3K
KNX icon
532
Knight Transportation
KNX
$11.3B
$2.41M 0.02%
52,031
-200
-0.4% -$9.46K
GL icon
533
Globe Life
GL
$14.3B
$2.39M 0.02%
24,536
+1,100
+5% +$108K
LSI
534
DELISTED
Life Storage, Inc.
LSI
$2.39M 0.02%
21,420
+600
+3% +$74.1K
NBIX icon
535
Neurocrine Biosciences
NBIX
$16.7B
$2.37M 0.02%
24,281
+200
+0.8% +$18.5K
BLDR icon
536
Builders FirstSource
BLDR
$7.74B
$2.36M 0.02%
43,912
-4,700
-10% -$288K
WMS icon
537
Advanced Drainage Systems
WMS
$10.7B
$2.35M 0.02%
+26,070
New +$2.68M
AFG icon
538
American Financial Group
AFG
$11.9B
$2.35M 0.02%
16,910
+100
+0.6% +$14.1K
ACM icon
539
Aecom
ACM
$9.47B
$2.35M 0.02%
35,976
+100
+0.3% +$6.99K
EWBC icon
540
East-West Bancorp
EWBC
$18B
$2.34M 0.02%
36,122
+100
+0.3% +$7.18K
ROL icon
541
Rollins
ROL
$17.9B
$2.33M 0.02%
66,858
+1,700
+3% +$58.4K
MPT
542
Medical Properties Trust
MPT
$2.46B
$2.33M 0.02%
152,600
+1,100
+0.7% +$19.8K
OC icon
543
Owens Corning
OC
$12.2B
$2.31M 0.02%
31,088
-500
-2% -$44.1K
HEI icon
544
HEICO Corp
HEI
$51B
$2.31M 0.02%
17,600
-26,000
-60% -$3.66M
OGN icon
545
Organon & Co
OGN
$3.58B
$2.3M 0.02%
+68,264
New +$2.39M
ACC
546
DELISTED
American Campus Communities, Inc.
ACC
$2.29M 0.02%
35,524
+200
+0.6% +$12.7K
AA icon
547
Alcoa
AA
$13.5B
$2.28M 0.02%
49,975
+3,300
+7% +$214K
SEE
548
DELISTED
Sealed Air
SEE
$2.27M 0.02%
39,403
+2,100
+6% +$133K
NLSN
549
DELISTED
Nielsen Holdings plc
NLSN
$2.24M 0.02%
96,492
+5,900
+7% +$151K
PNW icon
550
Pinnacle West Capital
PNW
$12B
$2.22M 0.02%
30,361
+1,900
+7% +$142K
20 21
22
23 24

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.