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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
STLD icon
476
Steel Dynamics
STLD
$38.5B
$3.81M 0.02%
61,442
+8,760
+17% +$548K
GEN icon
477
Gen Digital
GEN
$17.5B
$3.8M 0.02%
146,429
+500
+0.3% +$12.7K
JNPR
478
DELISTED
Juniper Networks
JNPR
$3.8M 0.02%
106,489
+15,266
+17% +$477K
AAP icon
479
Advance Auto Parts
AAP
$3.36B
$3.8M 0.02%
15,832
-600
-4% -$137K
MASI
480
DELISTED
Masimo
MASI
$3.77M 0.02%
12,866
+200
+2% +$57K
MHK icon
481
Mohawk Industries
MHK
$9.19B
$3.71M 0.02%
20,340
+4,136
+26% +$738K
SEDG icon
482
SolarEdge
SEDG
$1.98B
$3.7M 0.02%
13,200
+128
+1% +$40.4K
FBIN icon
483
Fortune Brands Innovations
FBIN
$5.73B
$3.65M 0.02%
40,003
-468
-1% -$40.5K
DAY
484
DELISTED
Dayforce
DAY
$3.58M 0.02%
34,300
+400
+1% +$45.9K
MPT
485
Medical Properties Trust
MPT
$2.48B
$3.57M 0.02%
151,051
+1,800
+1% +$38.6K
UAL icon
486
United Airlines
UAL
$40.2B
$3.57M 0.02%
81,512
+300
+0.4% +$13.9K
RHI icon
487
Robert Half
RHI
$4.37B
$3.56M 0.02%
31,967
+1,968
+7% +$219K
LDOS icon
488
Leidos
LDOS
$17.5B
$3.54M 0.02%
39,865
+2,488
+7% +$233K
LNC icon
489
Lincoln National
LNC
$8.75B
$3.53M 0.02%
51,663
+3,486
+7% +$246K
ALLE icon
490
Allegion
ALLE
$14.1B
$3.5M 0.02%
26,451
+2,416
+10% +$316K
FMC icon
491
FMC
FMC
$1.31B
$3.5M 0.02%
31,867
-400
-1% -$40.2K
NDSN icon
492
Nordson
NDSN
$17.2B
$3.5M 0.02%
13,716
+200
+1% +$51.2K
CBOE icon
493
Cboe Global Markets
CBOE
$29.8B
$3.5M 0.02%
26,841
+100
+0.4% +$12.9K
CGNX icon
494
Cognex
CGNX
$10.8B
$3.48M 0.02%
44,789
+500
+1% +$40.3K
GGG icon
495
Graco
GGG
$13.5B
$3.48M 0.02%
43,110
+600
+1% +$45.6K
INCY icon
496
Incyte
INCY
$24.6B
$3.47M 0.02%
47,304
+200
+0.4% +$13.5K
HRL icon
497
Hormel Foods
HRL
$13.6B
$3.47M 0.02%
71,074
+300
+0.4% +$13.2K
RGEN icon
498
Repligen
RGEN
$9.21B
$3.46M 0.02%
13,077
+300
+2% +$80.8K
JLL icon
499
Jones Lang LaSalle
JLL
$16.4B
$3.44M 0.02%
12,756
+100
+0.8% +$25.8K
ARW icon
500
Arrow Electronics
ARW
$10.3B
$3.43M 0.02%
25,561
+4,786
+23% +$587K
18 19
20
21 22

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.