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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
JBHT icon
451
JB Hunt Transport Services
JBHT
$25B
$4.32M 0.02%
21,130
– –
MAS icon
452
Masco
MAS
$14.7B
$4.32M 0.02%
61,454
-600
-1% -$38.8K
CINF icon
453
Cincinnati Financial
CINF
$26.7B
$4.3M 0.02%
37,741
+100
+0.3% +$11.8K
OMC icon
454
Omnicom Group
OMC
$23.2B
$4.27M 0.02%
58,263
+2,460
+4% +$175K
MOS icon
455
The Mosaic Company
MOS
$7.46B
$4.24M 0.02%
107,966
+13,668
+14% +$523K
PTON icon
456
Peloton Interactive
PTON
$2.42B
$4.17M 0.02%
116,477
– –
BLDR icon
457
Builders FirstSource
BLDR
$7.74B
$4.16M 0.02%
48,500
-3,400
-7% -$230K
BRO icon
458
Brown & Brown
BRO
$24B
$4.15M 0.02%
59,000
+300
+0.5% +$19.4K
K
459
DELISTED
Kellanova
K
$4.15M 0.02%
68,546
+213
+0.3% +$12.6K
BXP icon
460
Boston Properties
BXP
$10.8B
$4.12M 0.02%
35,751
+100
+0.3% +$11.5K
TWST icon
461
Twist Bioscience
TWST
$7.83B
$4.12M 0.02%
53,172
– –
FOXA icon
462
Fox Class A
FOXA
$26.6B
$4.11M 0.02%
111,488
+18,994
+21% +$748K
PWR icon
463
Quanta Services
PWR
$99.4B
$4.11M 0.02%
35,883
+900
+3% +$104K
IPG
464
DELISTED
Interpublic Group of Companies
IPG
$4.09M 0.02%
109,289
-836
-0.8% -$30.4K
BIO icon
465
Bio-Rad Laboratories Class A
BIO
$9.48B
$4.08M 0.02%
5,400
– –
AES icon
466
AES
AES
$10.5B
$4.08M 0.02%
167,857
+500
+0.3% +$12.2K
CCL icon
467
Carnival Corporation Ltd
CCL
$38B
$4.08M 0.02%
202,528
+2,000
+1% +$42.8K
CHRW icon
468
C.H. Robinson
CHRW
$17.3B
$4.04M 0.02%
37,514
+2,356
+7% +$229K
TREX icon
469
Trex
TREX
$4.91B
$3.94M 0.02%
29,148
+300
+1% +$36K
BF.B icon
470
Brown-Forman Class B
BF.B
$12.9B
$3.94M 0.02%
54,012
+4,416
+9% +$314K
TFX icon
471
Teleflex
TFX
$5.89B
$3.88M 0.02%
11,807
+100
+0.9% +$34K
LEA icon
472
Lear
LEA
$8.05B
$3.88M 0.02%
21,178
+3,938
+23% +$691K
BWA icon
473
BorgWarner
BWA
$14.1B
$3.85M 0.02%
97,140
+19,191
+25% +$771K
KIM icon
474
Kimco Realty
KIM
$16.2B
$3.83M 0.02%
155,217
+1,200
+0.8% +$27.7K
CF icon
475
CF Industries
CF
$18.4B
$3.82M 0.02%
54,012
– –
17 18
19
20 21

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
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
IC
IEQ Capital Foster City, California $21.5B AUM 75.26% 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.