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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
ZM icon
376
Zoom
ZM
$31B
$5.9M 0.03%
32,066
– –
COO icon
377
Cooper Companies
COO
$14.8B
$5.86M 0.03%
55,916
+4,704
+9% +$479K
DTE icon
378
DTE Energy
DTE
$28.7B
$5.84M 0.03%
48,823
+200
+0.4% +$22.9K
AEE icon
379
Ameren
AEE
$29.6B
$5.78M 0.03%
64,893
+300
+0.5% +$25.5K
HEI icon
380
HEICO Corp
HEI
$51.3B
$5.77M 0.03%
+40,000
New +$5.64M
CFG icon
381
Citizens Financial Group
CFG
$30.7B
$5.77M 0.03%
122,069
+8,698
+8% +$419K
RF icon
382
Regions Financial
RF
$26.7B
$5.76M 0.03%
264,262
+13,998
+6% +$320K
MPWR icon
383
Monolithic Power Systems
MPWR
$68.1B
$5.73M 0.03%
11,608
+508
+5% +$262K
WAT icon
384
Waters Corp
WAT
$40.4B
$5.72M 0.03%
15,362
– –
TTWO icon
385
Take-Two Interactive
TTWO
$47.4B
$5.72M 0.03%
32,193
+1,652
+5% +$288K
ETR icon
386
Entergy
ETR
$49.3B
$5.7M 0.03%
101,222
+400
+0.4% +$21K
FE icon
387
FirstEnergy
FE
$27B
$5.7M 0.03%
137,070
+400
+0.3% +$15.4K
HBAN icon
388
Huntington Bancshares
HBAN
$35.5B
$5.62M 0.03%
364,197
-6,600
-2% -$104K
SLP icon
389
Simulations Plus
SLP
$371M
$5.59M 0.03%
+118,200
New +$5.58M
TYL icon
390
Tyler Technologies
TYL
$13B
$5.54M 0.03%
10,300
– –
CTLT
391
DELISTED
CATALENT, INC.
CTLT
$5.52M 0.03%
43,100
+300
+0.7% +$38.5K
TRMB icon
392
Trimble
TRMB
$13.8B
$5.51M 0.03%
63,200
– –
VTR icon
393
Ventas
VTR
$47.3B
$5.49M 0.03%
107,314
+8,600
+9% +$449K
XYL icon
394
Xylem
XYL
$28.6B
$5.44M 0.03%
45,378
+100
+0.2% +$12.4K
KEY icon
395
KeyCorp
KEY
$24.4B
$5.42M 0.03%
234,413
-5,700
-2% -$132K
CLX icon
396
Clorox
CLX
$13B
$5.39M 0.03%
30,903
-1,900
-6% -$317K
QRVO icon
397
Qorvo
QRVO
$8.59B
$5.38M 0.03%
34,405
+4,142
+14% +$659K
BR icon
398
Broadridge
BR
$19.5B
$5.36M 0.03%
29,339
+200
+0.7% +$35.2K
PAYC icon
399
Paycom
PAYC
$9.52B
$5.34M 0.03%
12,852
+480
+4% +$227K
KMX icon
400
CarMax
KMX
$8.41B
$5.32M 0.03%
40,819
-100
-0.2% -$14K
14 15
16
17 18

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 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.