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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
+16.07%
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
$14.7B
AUM Growth
+$2.07B
Cap. Flow
+$354M
Cap. Flow %
2.42%
Top 10 Hldgs %
23.75%
Holding
986
New
30
Increased
237
Reduced
486
Closed
23

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$132M
2
BMY icon
Bristol-Myers Squibb
BMY
+$104M
3
TSLA icon
Tesla
TSLA
+$97.6M
4
MBB icon
iShares MBS ETF
MBB
+$50.1M
5
GILD icon
Gilead Sciences
GILD
+$47.7M

Top Sells

Rank Stock Value
1
PINS icon
Pinterest
PINS
+$84M
2
AGNC icon
AGNC Investment
AGNC
+$57.1M
3
JPM icon
JPMorgan Chase
JPM
+$52.7M
4
AVY icon
Avery Dennison
AVY
+$46.3M
5
CBRE icon
CBRE Group
CBRE
+$46M

Sector Composition

Rank Sector Weight
1 Technology 22.87%
2 Healthcare 14.37%
3 Financials 11.76%
4 Consumer Discretionary 10.09%
5 Communication Services 8.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SWKS icon
301
Skyworks Solutions
SWKS
$10.4B
$6.96M 0.05%
45,520
-500
-1% -$73.2K
AZO icon
302
AutoZone
AZO
$50.1B
$6.94M 0.05%
5,851
-100
-2% -$116K
OTIS icon
303
Otis Worldwide
OTIS
$27.7B
$6.92M 0.05%
102,371
-1,500
-1% -$97.3K
VFC icon
304
VF Corp
VFC
$5.86B
$6.87M 0.05%
80,457
-7,300
-8% -$583K
DHI icon
305
D.R. Horton
DHI
$41B
$6.87M 0.05%
99,685
+5,700
+6% +$416K
WTW icon
306
Willis Towers Watson
WTW
$31.9B
$6.83M 0.05%
32,411
-500
-2% -$103K
WELL icon
307
Welltower
WELL
$169B
$6.78M 0.05%
104,896
-1,600
-2% -$97.1K
MPC icon
308
Marathon Petroleum
MPC
$90B
$6.76M 0.05%
163,574
-32,500
-17% -$1.17M
LYB icon
309
LyondellBasell Industries
LYB
$20.2B
$6.64M 0.05%
72,470
-3,200
-4% -$261K
ICLR icon
310
Icon
ICLR
$12.8B
$6.53M 0.04%
+33,470
New +$6.54M
STT icon
311
State Street
STT
$51.3B
$6.45M 0.04%
88,667
-1,300
-1% -$88.2K
DAL icon
312
Delta Air Lines
DAL
$58.7B
$6.45M 0.04%
160,330
-2,400
-1% -$87.3K
FRC
313
DELISTED
First Republic Bank
FRC
$6.42M 0.04%
43,712
-200
-0.5% -$26K
AMP icon
314
Ameriprise Financial
AMP
$49.2B
$6.42M 0.04%
33,049
-500
-1% -$89.5K
CLX icon
315
Clorox
CLX
$13B
$6.4M 0.04%
31,703
-500
-2% -$103K
DLTR icon
316
Dollar Tree
DLTR
$24.9B
$6.39M 0.04%
59,185
-1,400
-2% -$141K
CBRE icon
317
CBRE Group
CBRE
$41.7B
$6.33M 0.04%
100,957
-814,100
-89% -$46M
WY icon
318
Weyerhaeuser
WY
$18.2B
$6.29M 0.04%
187,669
-2,800
-1% -$84.2K
EWT icon
319
iShares MSCI Taiwan ETF
EWT
$11B
$6.26M 0.04%
+118,008
New +$5.76M
ED icon
320
Consolidated Edison
ED
$39.3B
$6.22M 0.04%
86,055
+700
+0.8% +$54.4K
PARA
321
DELISTED
Paramount Global Class B
PARA
$6.2M 0.04%
166,387
-5,200
-3% -$167K
TTWO icon
322
Take-Two Interactive
TTWO
$47.4B
$6.18M 0.04%
29,741
-500
-2% -$87.4K
VTRS icon
323
Viatris
VTRS
$18.7B
$6.17M 0.04%
329,202
+180,864
+122% +$2.95M
MXIM
324
DELISTED
Maxim Integrated Products
MXIM
$6.17M 0.04%
69,558
-1,100
-2% -$86.8K
MKTX icon
325
MarketAxess Holdings
MKTX
$5.72B
$6.15M 0.04%
10,781
– –
11 12
13
14 15

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FAM
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BA
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Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return
Capital Fund Management (CFM)
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CAM
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DSA
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CHP
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State of Michigan Retirement System's Q4 2020 Portfolio in Review

As of Q4 2020, State of Michigan Retirement System held 986 positions worth $14.7B, up 16% from $12.6B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Michigan Retirement System's Q4 2020 filing shows 30 new, 237 increased, 486 reduced and 23 closed positions. Its largest new stake was Tesla: 572,100 shares worth $135M. The largest sale was Pinterest, an estimated $84M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 22% a quarter earlier, followed by Healthcare and Financials.

  • State of Michigan Retirement System's largest Q4 2020 buy was Tesla: 572,100 shares worth $135M.
  • State of Michigan Retirement System added most to Apple in Q4 2020, an estimated $132M increase.
  • State of Michigan Retirement System's biggest Q4 2020 reduction was Pinterest, cutting an estimated $84M.
  • State of Michigan Retirement System fully exited AGNC Investment in Q4 2020, selling an estimated $57.1M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $14.7B portfolio in Q4 2020.
  • State of Michigan Retirement System opened 30 new positions and closed 23 in Q4 2020.
  • State of Michigan Retirement System's portfolio value rose 16% quarter-over-quarter to $14.7B.

Based on State of Michigan Retirement System's 13F filing for Q4 2020, filed 1 Feb 2021.