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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
DOC icon
426
Healthpeak Properties
DOC
$14.5B
$4.9M 0.03%
135,709
+400
+0.3% +$13.8K
HOLX
427
DELISTED
Hologic
HOLX
$4.89M 0.03%
63,820
+200
+0.3% +$14.7K
AKAM icon
428
Akamai
AKAM
$16.9B
$4.79M 0.03%
40,939
+100
+0.2% +$11K
CRL icon
429
Charles River Laboratories
CRL
$12.9B
$4.79M 0.03%
12,700
– –
CMS icon
430
CMS Energy
CMS
$21.8B
$4.75M 0.02%
72,985
+300
+0.4% +$18.4K
MOH icon
431
Molina Healthcare
MOH
$10.4B
$4.71M 0.02%
14,803
+200
+1% +$59.5K
RJF icon
432
Raymond James Financial
RJF
$34.5B
$4.68M 0.02%
46,652
+99
+0.2% +$9.79K
SJM icon
433
J.M. Smucker
SJM
$12.7B
$4.67M 0.02%
34,363
+4,322
+14% +$551K
BBWI icon
434
Bath & Body Works
BBWI
$3.92B
$4.64M 0.02%
66,523
– –
CPT icon
435
Camden Property Trust
CPT
$11B
$4.64M 0.02%
25,944
+700
+3% +$115K
AMCR icon
436
Amcor
AMCR
$21.8B
$4.63M 0.02%
77,191
-240
-0.3% -$14.2K
CPAY icon
437
Corpay
CPAY
$26B
$4.58M 0.02%
20,454
-300
-1% -$71.7K
J icon
438
Jacobs Solutions
J
$17.2B
$4.57M 0.02%
39,703
+121
+0.3% +$14K
ABMD
439
DELISTED
Abiomed Inc
ABMD
$4.56M 0.02%
12,707
+1,032
+9% +$349K
LUMN icon
440
Lumen
LUMN
$6.83B
$4.56M 0.02%
363,566
+66,704
+22% +$849K
IEX icon
441
IDEX
IEX
$17.2B
$4.53M 0.02%
19,160
+100
+0.5% +$22.7K
EMN icon
442
Eastman Chemical
EMN
$8.35B
$4.5M 0.02%
37,223
+1,324
+4% +$147K
AFRM icon
443
Affirm
AFRM
$25.4B
$4.43M 0.02%
+44,036
New +$5.82M
CNP icon
444
CenterPoint Energy
CNP
$26.5B
$4.42M 0.02%
158,299
+9,400
+6% +$251K
EVRG icon
445
Evergy
EVRG
$19.1B
$4.41M 0.02%
64,213
+3,434
+6% +$223K
FFIV icon
446
F5
FFIV
$23.4B
$4.41M 0.02%
18,004
+1,866
+12% +$414K
IRM icon
447
Iron Mountain
IRM
$36.1B
$4.41M 0.02%
84,194
+6,198
+8% +$293K
MGM icon
448
MGM Resorts International
MGM
$11B
$4.4M 0.02%
98,029
-2,400
-2% -$108K
UDR icon
449
UDR
UDR
$12.1B
$4.39M 0.02%
73,152
+3,100
+4% +$174K
RCL icon
450
Royal Caribbean
RCL
$82.5B
$4.34M 0.02%
56,480
+200
+0.4% +$16.2K
16 17
18
19 20

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.