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
HIW icon
826
Highwoods Properties
HIW
$3.47B
$914K 0.01%
26,726
+100
+0.4% +$3.94K
HBI
827
DELISTED
Hanesbrands
HBI
$913K 0.01%
88,687
+100
+0.1% +$1.24K
TKR icon
828
Timken Company
TKR
$9.03B
$908K 0.01%
17,123
-400
-2% -$23.4K
NSP icon
829
Insperity
NSP
$2.01B
$903K 0.01%
9,050
– –
MSM icon
830
MSC Industrial Direct
MSM
$6.86B
$899K 0.01%
11,965
– –
ZD icon
831
Ziff Davis
ZD
$1.98B
$897K 0.01%
12,040
-200
-2% -$16.6K
EPR icon
832
EPR Properties
EPR
$4.77B
$896K 0.01%
19,089
+100
+0.5% +$5.07K
SMTC icon
833
Semtech
SMTC
$13B
$888K 0.01%
16,157
-200
-1% -$12.1K
SLGN icon
834
Silgan Holdings
SLGN
$4.41B
$885K 0.01%
21,400
+100
+0.5% +$4.4K
FLR icon
835
Fluor
FLR
$7.96B
$879K 0.01%
36,097
+200
+0.6% +$5.37K
AMED
836
DELISTED
Amedisys
AMED
$870K 0.01%
8,275
– –
OLLI icon
837
Ollie's Bargain Outlet
OLLI
$4.94B
$870K 0.01%
14,803
-100
-0.7% -$5.06K
STAA icon
838
STAAR Surgical
STAA
$1.21B
$864K 0.01%
12,184
+100
+0.8% +$6.44K
FOXF icon
839
Fox Factory Holding Corp
FOXF
$886M
$861K 0.01%
10,689
– –
SXT icon
840
Sensient Technologies
SXT
$5.53B
$859K 0.01%
10,668
– –
WTS icon
841
Watts Water Technologies
WTS
$13.1B
$859K 0.01%
6,995
– –
LIVN icon
842
LivaNova
LIVN
$4.2B
$850K 0.01%
13,611
+100
+0.7% +$7.08K
ALE
843
DELISTED
Allete
ALE
$849K 0.01%
14,446
+1,100
+8% +$67.2K
GATX icon
844
GATX Corp
GATX
$6.27B
$849K 0.01%
9,012
– –
HAE icon
845
Haemonetics
HAE
$4B
$846K 0.01%
12,974
– –
TNL icon
846
Travel + Leisure Co
TNL
$4.7B
$843K 0.01%
21,707
-200
-0.9% -$9.87K
ICUI icon
847
ICU Medical
ICUI
$4.61B
$832K 0.01%
5,061
– –
IPGP icon
848
IPG Photonics
IPGP
$3.84B
$828K 0.01%
8,800
-212
-2% -$21K
WEN icon
849
Wendy's
WEN
$1.46B
$823K 0.01%
43,585
-1,200
-3% -$22.7K
SBRA icon
850
Sabra Healthcare REIT
SBRA
$5.37B
$821K 0.01%
58,749
+700
+1% +$9.36K
32 33
34
35 36

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.