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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
+10.58%
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
$19.1B
AUM Growth
+$1.49B
Cap. Flow
-$61.6M
Cap. Flow %
-0.32%
Top 10 Hldgs %
34.97%
Holding
1,006
New
31
Increased
699
Reduced
152
Closed
31

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$309M
2
BMY icon
Bristol-Myers Squibb
BMY
+$36.8M
3
GNRC icon
Generac Holdings
GNRC
+$27.9M
4
LYV icon
Live Nation Entertainment
LYV
+$27M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$24.9M

Top Sells

Rank Stock Value
1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$169M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$160M
3
UGI icon
UGI
UGI
+$136M
4
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$125M
5
ARI
Apollo Commercial Real Estate
ARI
+$81M

Sector Composition

Rank Sector Weight
1 Technology 21.84%
2 Healthcare 12.35%
3 Communication Services 10.38%
4 Financials 10.3%
5 Consumer Discretionary 8.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
POOL icon
326
Pool Corp
POOL
$7.28B
$7.4M 0.04%
13,076
+1,676
+15% +$879K
RSG icon
327
Republic Services
RSG
$65.8B
$7.35M 0.04%
52,687
-100
-0.2% -$13.3K
STX icon
328
Seagate
STX
$184B
$7.27M 0.04%
64,347
+4,728
+8% +$459K
EDIT icon
329
Editas Medicine
EDIT
$435M
$7.27M 0.04%
273,721
– –
TER icon
330
Teradyne
TER
$58.1B
$7.23M 0.04%
44,200
+1,500
+4% +$211K
EIX icon
331
Edison International
EIX
$26B
$7.18M 0.04%
105,138
+6,342
+6% +$402K
WDC icon
332
Western Digital
WDC
$154B
$7.18M 0.04%
145,587
+30,231
+26% +$1.31M
MAA icon
333
Mid-America Apartment Communities
MAA
$15.4B
$7.1M 0.04%
30,942
+1,800
+6% +$372K
CHD icon
334
Church & Dwight Co
CHD
$24.4B
$7.04M 0.04%
68,735
+4,240
+7% +$384K
LYB icon
335
LyondellBasell Industries
LYB
$19.7B
$7.03M 0.04%
76,206
+5,536
+8% +$514K
URI icon
336
United Rentals
URI
$71.9B
$7.03M 0.04%
21,146
+1,384
+7% +$493K
VMC icon
337
Vulcan Materials
VMC
$36.8B
$6.94M 0.04%
33,439
+100
+0.3% +$19.4K
ULTA icon
338
Ulta Beauty
ULTA
$23.8B
$6.91M 0.04%
16,752
+3,000
+22% +$1.17M
ALB icon
339
Albemarle
ALB
$15.6B
$6.89M 0.04%
29,485
+100
+0.3% +$24.7K
FTV icon
340
Fortive
FTV
$18.5B
$6.89M 0.04%
119,779
+398
+0.3% +$22.5K
CERN
341
DELISTED
Cerner Corp
CERN
$6.88M 0.04%
74,103
-100
-0.1% -$7.61K
MELI icon
342
Mercado Libre
MELI
$93.2B
$6.88M 0.04%
5,100
+3,800
+292% +$5.34M
DRE
343
DELISTED
Duke Realty Corp.
DRE
$6.79M 0.04%
103,404
+4,796
+5% +$277K
ZBH icon
344
Zimmer Biomet
ZBH
$18.3B
$6.69M 0.04%
54,213
+206
+0.4% +$27K
EXPD icon
345
Expeditors International
EXPD
$23.3B
$6.68M 0.04%
49,783
+4,072
+9% +$510K
EVLO
346
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$6.68M 0.04%
55,000
– –
EXPE icon
347
Expedia Group
EXPE
$36.7B
$6.63M 0.03%
36,709
+200
+0.5% +$34K
OKE icon
348
Oneok
OKE
$55.6B
$6.6M 0.03%
112,309
+400
+0.4% +$24.8K
DOV icon
349
Dover
DOV
$28.4B
$6.59M 0.03%
36,287
+100
+0.3% +$17K
PARA
350
DELISTED
Paramount Global Class B
PARA
$6.55M 0.03%
217,123
+38,436
+22% +$1.32M
12 13
14
15 16

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 Q4 2021 Portfolio in Review

As of Q4 2021, State of Michigan Retirement System held 1,006 positions worth $19.1B, up 8.5% from $17.6B the previous quarter. Its ten largest holdings account for 35% of the portfolio.

State of Michigan Retirement System's Q4 2021 filing shows 31 new, 699 increased, 152 reduced and 31 closed positions. Its largest new stake was WNS Holdings: 143,000 shares worth $12.6M. The largest sale was iShares MSCI USA Quality Factor ETF, an estimated $169M.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 19% a quarter earlier, followed by Healthcare and Communication Services.

  • State of Michigan Retirement System's largest Q4 2021 buy was WNS Holdings: 143,000 shares worth $12.6M.
  • State of Michigan Retirement System added most to AT&T in Q4 2021, an estimated $309M increase.
  • State of Michigan Retirement System's biggest Q4 2021 reduction was iShares MSCI USA Quality Factor ETF, cutting an estimated $169M.
  • State of Michigan Retirement System fully exited Apollo Commercial Real Estate in Q4 2021, selling an estimated $81M.
  • State of Michigan Retirement System's ten largest holdings make up 35% of its $19.1B portfolio in Q4 2021.
  • State of Michigan Retirement System opened 31 new positions and closed 31 in Q4 2021.
  • State of Michigan Retirement System's portfolio value rose 8.5% quarter-over-quarter to $19.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2021, filed 27 Jan 2022.