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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
XRAY icon
526
Dentsply Sirona
XRAY
$2.34B
$3.07M 0.02%
55,049
+200
+0.4% +$11K
EG icon
527
Everest Group
EG
$14.2B
$3.06M 0.02%
11,159
+780
+8% +$211K
PNR icon
528
Pentair
PNR
$10.7B
$3.04M 0.02%
41,614
– –
TRGP icon
529
Targa Resources
TRGP
$57.1B
$3.03M 0.02%
58,000
+700
+1% +$37.5K
CIEN icon
530
Ciena
CIEN
$54.9B
$3.02M 0.02%
39,263
+500
+1% +$30.9K
LULU icon
531
lululemon athletica
LULU
$14.5B
$3.02M 0.02%
7,708
+4,308
+127% +$1.84M
CTXS
532
DELISTED
Citrix Systems Inc
CTXS
$2.97M 0.02%
31,415
+200
+0.6% +$18.3K
SCI icon
533
Service Corp International
SCI
$11.4B
$2.97M 0.02%
41,830
-200
-0.5% -$13.3K
HSIC icon
534
Henry Schein
HSIC
$9.82B
$2.96M 0.02%
38,239
+2,272
+6% +$174K
FIVE icon
535
Five Below
FIVE
$13B
$2.95M 0.02%
14,240
+200
+1% +$39.3K
AAL icon
536
American Airlines Group
AAL
$9.93B
$2.93M 0.02%
163,004
+400
+0.2% +$7.67K
RRX icon
537
Regal Rexnord
RRX
$11.5B
$2.93M 0.02%
17,203
+7,000
+69% +$1.11M
REG icon
538
Regency Centers
REG
$13.9B
$2.92M 0.02%
38,812
+400
+1% +$28.9K
WRB icon
539
W.R. Berkley
WRB
$26.3B
$2.9M 0.02%
79,103
-225
-0.3% -$7.98K
CONE
540
DELISTED
CyrusOne Inc Common Stock
CONE
$2.89M 0.02%
32,164
+1,100
+4% +$93.4K
SYNA icon
541
Synaptics
SYNA
$4.09B
$2.88M 0.02%
9,935
+1,100
+12% +$263K
CMA
542
DELISTED
Comerica
CMA
$2.87M 0.02%
33,001
-600
-2% -$51.5K
HUBB icon
543
Hubbell
HUBB
$26.7B
$2.87M 0.02%
13,759
+100
+0.7% +$20K
OC icon
544
Owens Corning
OC
$12.2B
$2.86M 0.02%
31,565
+3,080
+11% +$280K
DAR icon
545
Darling Ingredients
DAR
$9.99B
$2.84M 0.01%
41,031
+400
+1% +$29.1K
ACM icon
546
Aecom
ACM
$9.42B
$2.83M 0.01%
36,552
+500
+1% +$35.1K
EWBC icon
547
East-West Bancorp
EWBC
$18.1B
$2.83M 0.01%
35,911
+400
+1% +$32.2K
TPR icon
548
Tapestry
TPR
$33.3B
$2.81M 0.01%
69,303
-700
-1% -$28.8K
NWL icon
549
Newell Brands
NWL
$2.51B
$2.81M 0.01%
128,435
+21,664
+20% +$489K
AA icon
550
Alcoa
AA
$13.6B
$2.79M 0.01%
+46,800
New +$2.34M
20 21
22
23 24

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.