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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
RYN icon
676
Rayonier
RYN
$6.48B
$1.39M 0.01%
40,995
+331
+0.8% +$12.1K
AZTA icon
677
Azenta
AZTA
$1.51B
$1.38M 0.01%
19,117
+100
+0.5% +$7.47K
LSTR icon
678
Landstar System
LSTR
$6.16B
$1.38M 0.01%
9,470
-100
-1% -$14.9K
OSK icon
679
Oshkosh
OSK
$9.59B
$1.37M 0.01%
16,708
-200
-1% -$18.4K
IDA icon
680
Idacorp
IDA
$8.11B
$1.36M 0.01%
12,820
– –
ALK icon
681
Alaska Air
ALK
$5.37B
$1.36M 0.01%
33,862
+2,100
+7% +$103K
AYI icon
682
Acuity Brands
AYI
$10.6B
$1.35M 0.01%
8,794
-100
-1% -$17K
JEF icon
683
Jefferies Financial Group
JEF
$13B
$1.35M 0.01%
50,957
-418
-0.8% -$12.4K
EME icon
684
Emcor
EME
$36.2B
$1.34M 0.01%
13,048
-500
-4% -$53.5K
PENN icon
685
PENN Entertainment
PENN
$2.61B
$1.34M 0.01%
44,108
+2,200
+5% +$74.3K
SIGI icon
686
Selective Insurance
SIGI
$5.67B
$1.34M 0.01%
15,381
+100
+0.7% +$8.14K
SNV
687
DELISTED
Synovus
SNV
$1.33M 0.01%
37,004
+200
+0.5% +$8.27K
ASH icon
688
Ashland
ASH
$3.47B
$1.33M 0.01%
12,939
-500
-4% -$51.2K
FLO icon
689
Flowers Foods
FLO
$1.52B
$1.33M 0.01%
50,642
+200
+0.4% +$5.27K
M icon
690
Macy's
M
$6.74B
$1.33M 0.01%
72,470
-3,500
-5% -$79.2K
NVT icon
691
nVent Electric
NVT
$26.7B
$1.32M 0.01%
42,306
-400
-0.9% -$13.6K
THG icon
692
Hanover Insurance
THG
$7.91B
$1.32M 0.01%
9,032
– –
SAIC icon
693
Saic
SAIC
$5.37B
$1.32M 0.01%
14,155
-300
-2% -$26.2K
HQY icon
694
HealthEquity
HQY
$8.91B
$1.31M 0.01%
21,422
+200
+0.9% +$12.8K
MTDR icon
695
Matador Resources
MTDR
$6.36B
$1.31M 0.01%
+28,200
New +$1.53M
GBCI icon
696
Glacier Bancorp
GBCI
$6.33B
$1.31M 0.01%
27,636
+100
+0.4% +$4.71K
MUSA icon
697
Murphy USA
MUSA
$9.97B
$1.31M 0.01%
5,624
-200
-3% -$47.1K
VVV icon
698
Valvoline
VVV
$4.34B
$1.31M 0.01%
45,315
-200
-0.4% -$6.14K
AZPN
699
DELISTED
Aspen Technology Inc
AZPN
$1.3M 0.01%
+7,107
New +$1.26M
SLAB icon
700
Silicon Laboratories
SLAB
$7.21B
$1.3M 0.01%
9,297
-400
-4% -$56K
26 27
28
29 30

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.