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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
WRK
501
DELISTED
WestRock Company
WRK
$3.38M 0.02%
76,298
+3,932
+5% +$185K
SNA icon
502
Snap-on
SNA
$21.3B
$3.34M 0.02%
15,527
+1,322
+9% +$282K
JKHY icon
503
Jack Henry & Associates
JKHY
$11B
$3.33M 0.02%
19,954
+744
+4% +$120K
OMGA
504
DELISTED
Omega Therapeutics, Inc. Common Stock
OMGA
$3.33M 0.02%
294,117
– –
HAS icon
505
Hasbro
HAS
$13.3B
$3.33M 0.02%
32,672
+200
+0.6% +$19.2K
RPM icon
506
RPM International
RPM
$14.8B
$3.32M 0.02%
32,897
+400
+1% +$36.4K
AOS icon
507
A.O. Smith
AOS
$8.48B
$3.32M 0.02%
38,647
+2,920
+8% +$223K
L icon
508
Loews
L
$23.3B
$3.32M 0.02%
57,437
+3,686
+7% +$209K
RUBY
509
DELISTED
Rubius Therapeutics, Inc
RUBY
$3.29M 0.02%
340,000
– –
CSL icon
510
Carlisle Companies
CSL
$15.3B
$3.29M 0.02%
13,249
+200
+2% +$45.9K
WOLF icon
511
Wolfspeed
WOLF
$1.52B
$3.29M 0.02%
+29,391
New +$3.28M
FICO icon
512
Fair Isaac
FICO
$22.7B
$3.26M 0.02%
7,522
+160
+2% +$63.5K
PKG icon
513
Packaging Corp of America
PKG
$22.7B
$3.26M 0.02%
23,950
+100
+0.4% +$13.4K
LVS icon
514
Las Vegas Sands
LVS
$29.4B
$3.26M 0.02%
86,521
+200
+0.2% +$7.69K
TAP icon
515
Molson Coors Class B
TAP
$7.93B
$3.24M 0.02%
69,931
+14,132
+25% +$648K
PTC icon
516
PTC
PTC
$16.4B
$3.22M 0.02%
26,600
+100
+0.4% +$12.1K
MRO
517
DELISTED
Marathon Oil Corporation
MRO
$3.22M 0.02%
196,021
-1,900
-1% -$30.5K
LSI
518
DELISTED
Life Storage, Inc.
LSI
$3.19M 0.02%
20,815
+1,200
+6% +$160K
WSM icon
519
Williams-Sonoma
WSM
$29.5B
$3.19M 0.02%
37,658
– –
KNX icon
520
Knight Transportation
KNX
$11.2B
$3.18M 0.02%
52,121
+6,104
+13% +$346K
NRG icon
521
NRG Energy
NRG
$25B
$3.15M 0.02%
73,218
+5,982
+9% +$235K
WTRG icon
522
Essential Utilities
WTRG
$11.3B
$3.13M 0.02%
58,293
+2,300
+4% +$112K
HST icon
523
Host Hotels & Resorts
HST
$15.5B
$3.13M 0.02%
179,725
+500
+0.3% +$8.44K
REXR icon
524
Rexford Industrial Realty
REXR
$8.13B
$3.12M 0.02%
38,400
+3,900
+11% +$270K
HWM icon
525
Howmet Aerospace
HWM
$113B
$3.08M 0.02%
96,832
-100
-0.1% -$3.08K
19 20
21
22 23

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.