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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
LECO icon
626
Lincoln Electric
LECO
$15.2B
$2.08M 0.01%
14,913
– –
CHE icon
627
Chemed
CHE
$7.18B
$2.07M 0.01%
3,920
– –
M icon
628
Macy's
M
$6.73B
$2.06M 0.01%
+78,500
New +$2.14M
DVA icon
629
DaVita
DVA
$11.7B
$2.05M 0.01%
18,000
+490
+3% +$52.7K
ATR icon
630
AptarGroup
ATR
$8.51B
$2.04M 0.01%
16,692
+200
+1% +$24.9K
NBIX icon
631
Neurocrine Biosciences
NBIX
$16.7B
$2.04M 0.01%
24,000
+300
+1% +$27.6K
NYT icon
632
New York Times
NYT
$10.5B
$2.04M 0.01%
42,321
+500
+1% +$24.7K
DXC icon
633
DXC Technology
DXC
$1.74B
$2.04M 0.01%
63,466
+200
+0.3% +$6.52K
ACC
634
DELISTED
American Campus Communities, Inc.
ACC
$2.02M 0.01%
35,248
+400
+1% +$21.3K
PNW icon
635
Pinnacle West Capital
PNW
$12B
$2.01M 0.01%
28,428
+100
+0.4% +$6.72K
RNR icon
636
RenaissanceRe
RNR
$13.2B
$1.98M 0.01%
11,693
-100
-0.8% -$15.7K
LFUS icon
637
Littelfuse
LFUS
$11.7B
$1.98M 0.01%
6,288
+100
+2% +$30.2K
BC icon
638
Brunswick
BC
$5.22B
$1.97M 0.01%
19,513
+100
+0.5% +$9.79K
OSK icon
639
Oshkosh
OSK
$9.58B
$1.96M 0.01%
17,376
+200
+1% +$21.9K
OGE icon
640
OGE Energy
OGE
$9.57B
$1.95M 0.01%
50,771
+600
+1% +$21K
CNXC icon
641
Concentrix
CNXC
$1.57B
$1.95M 0.01%
10,907
+200
+2% +$35.7K
OGN icon
642
Organon & Co
OGN
$3.58B
$1.94M 0.01%
63,801
+100
+0.2% +$3.26K
LITE icon
643
Lumentum
LITE
$64.2B
$1.94M 0.01%
18,334
-700
-4% -$63.7K
AZTA icon
644
Azenta
AZTA
$1.53B
$1.94M 0.01%
18,800
+200
+1% +$21.7K
JEF icon
645
Jefferies Financial Group
JEF
$12.7B
$1.93M 0.01%
52,102
+313
+0.6% +$12.1K
XPO icon
646
XPO
XPO
$23.6B
$1.93M 0.01%
42,008
+505
+1% +$23.5K
CBSH icon
647
Commerce Bancshares
CBSH
$8.46B
$1.93M 0.01%
34,163
+122
+0.4% +$6.86K
NCLH icon
648
Norwegian Cruise Line
NCLH
$8.55B
$1.93M 0.01%
93,168
+300
+0.3% +$7.17K
PBCT
649
DELISTED
People's United Financial Inc
PBCT
$1.92M 0.01%
107,742
+300
+0.3% +$5.35K
MAT icon
650
Mattel
MAT
$4.2B
$1.92M 0.01%
88,818
+1,400
+2% +$29.4K
24 25
26
27 28

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.