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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
SF
651
Stifel
SF
$12.7B
$1.52M 0.01%
40,631
+900
+2% +$37.4K
DCI icon
652
Donaldson
DCI
$11.3B
$1.51M 0.01%
31,458
+100
+0.3% +$5.04K
DISH
653
DELISTED
DISH Network Corp.
DISH
$1.51M 0.01%
84,313
+200
+0.2% +$4.85K
SAIL
654
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.5M 0.01%
23,974
+300
+1% +$18.5K
PDCE
655
DELISTED
PDC Energy, Inc.
PDCE
$1.49M 0.01%
24,220
-500
-2% -$36.2K
INGR icon
656
Ingredion
INGR
$6.54B
$1.49M 0.01%
16,888
– –
SWX icon
657
Southwest Gas
SWX
$6.6B
$1.48M 0.01%
17,029
+400
+2% +$35.3K
FOX icon
658
Fox Class B
FOX
$23.6B
$1.48M 0.01%
49,715
-2,000
-4% -$65K
COHR icon
659
Coherent
COHR
$65.3B
$1.46M 0.01%
28,654
+1,670
+6% +$102K
MKSI icon
660
MKS Inc
MKSI
$20B
$1.45M 0.01%
14,140
+100
+0.7% +$11.7K
FAF icon
661
First American
FAF
$7.46B
$1.45M 0.01%
27,364
-500
-2% -$29.1K
THC icon
662
Tenet Healthcare
THC
$21B
$1.44M 0.01%
27,393
+200
+0.7% +$13.9K
HRB icon
663
H&R Block
HRB
$5.86B
$1.43M 0.01%
40,568
-1,200
-3% -$37K
ITT icon
664
ITT
ITT
$18.9B
$1.43M 0.01%
21,229
-500
-2% -$35.6K
WWD icon
665
Woodward
WWD
$21B
$1.43M 0.01%
15,410
-600
-4% -$62.4K
EHC icon
666
Encompass Health
EHC
$12.5B
$1.42M 0.01%
31,859
+126
+0.4% +$6.46K
SON icon
667
Sonoco
SON
$5.63B
$1.41M 0.01%
24,751
-200
-0.8% -$11.9K
PII icon
668
Polaris
PII
$3.98B
$1.41M 0.01%
14,179
-300
-2% -$31.1K
PNFP icon
669
Pinnacle Financial Partners Inc
PNFP
$15.7B
$1.41M 0.01%
19,427
+100
+0.5% +$7.89K
KRC icon
670
Kilroy Realty
KRC
$4.32B
$1.4M 0.01%
26,765
+100
+0.4% +$6.35K
BLD
671
DELISTED
TopBuild
BLD
$1.4M 0.01%
8,357
– –
MDU icon
672
MDU Resources
MDU
$4.3B
$1.4M 0.01%
136,018
+263
+0.2% +$2.67K
DVA icon
673
DaVita
DVA
$11.6B
$1.39M 0.01%
17,439
+300
+2% +$30.4K
LITE icon
674
Lumentum
LITE
$64.9B
$1.39M 0.01%
17,528
-800
-4% -$68.3K
PRGO icon
675
Perrigo
PRGO
$1.72B
$1.39M 0.01%
34,258
+300
+0.9% +$11.1K
25 26
27
28 29

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.