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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
CADE
726
DELISTED
Cadence Bank
CADE
$1.48M 0.01%
49,644
+22,400
+82% +$677K
NFG icon
727
National Fuel Gas
NFG
$7.67B
$1.48M 0.01%
23,066
+200
+0.9% +$11.9K
HOG icon
728
Harley-Davidson
HOG
$2.67B
$1.47M 0.01%
39,000
+500
+1% +$18.7K
EXEL icon
729
Exelixis
EXEL
$13.2B
$1.47M 0.01%
80,158
+1,200
+2% +$23K
RL icon
730
Ralph Lauren
RL
$24B
$1.46M 0.01%
12,316
+100
+0.8% +$12K
RYN icon
731
Rayonier
RYN
$6.44B
$1.46M 0.01%
39,951
+881
+2% +$30.6K
SLM icon
732
SLM Corp
SLM
$5.19B
$1.46M 0.01%
74,321
-2,300
-3% -$42.1K
NATI
733
DELISTED
National Instruments Corp
NATI
$1.46M 0.01%
33,413
+100
+0.3% +$4.25K
THO icon
734
Thor Industries
THO
$4.13B
$1.46M 0.01%
14,035
+200
+1% +$21.7K
IDA icon
735
Idacorp
IDA
$8.14B
$1.46M 0.01%
12,841
+200
+2% +$21.3K
WBD icon
736
Warner Bros
WBD
$67.6B
$1.45M 0.01%
61,785
+13,120
+27% +$327K
SMTC icon
737
Semtech
SMTC
$12.7B
$1.45M 0.01%
16,287
– –
GMED icon
738
Globus Medical
GMED
$11.4B
$1.45M 0.01%
20,039
+400
+2% +$29K
SON icon
739
Sonoco
SON
$5.62B
$1.44M 0.01%
24,934
+300
+1% +$17.9K
NSA
740
DELISTED
National Storage Affiliates Trust
NSA
$1.44M 0.01%
20,800
+400
+2% +$24.7K
FLG
741
Flagstar Bank National Association
FLG
$5.84B
$1.44M 0.01%
39,285
+467
+1% +$17.8K
HALO icon
742
Halozyme
HALO
$12.1B
$1.44M 0.01%
35,700
– –
OZK icon
743
Bank OZK
OZK
$5.59B
$1.43M 0.01%
30,627
+100
+0.3% +$4.56K
POWI icon
744
Power Integrations
POWI
$3.49B
$1.42M 0.01%
+15,300
New +$1.5M
VLY icon
745
Valley National Bancorp
VLY
$8.08B
$1.42M 0.01%
103,153
+1,300
+1% +$18.1K
MSA icon
746
Mine Safety
MSA
$7.5B
$1.39M 0.01%
9,230
+100
+1% +$15K
LEG icon
747
Leggett & Platt
LEG
$1.29B
$1.39M 0.01%
33,800
+284
+0.8% +$12.3K
CC icon
748
Chemours
CC
$2.26B
$1.39M 0.01%
41,320
-100
-0.2% -$3.12K
SRCL
749
DELISTED
Stericycle Inc
SRCL
$1.39M 0.01%
23,246
+200
+0.9% +$12.5K
ACHC icon
750
Acadia Healthcare
ACHC
$2.96B
$1.38M 0.01%
22,781
+300
+1% +$17.9K
28 29
30
31 32

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
AM
AGF Management Toronto, Ontario, Canada $22.3B AUM 46.42% 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

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.