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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
ICUI icon
801
ICU Medical
ICUI
$4.61B
$1.19M 0.01%
5,009
– –
SAM icon
802
Boston Beer
SAM
$1.92B
$1.19M 0.01%
2,352
-100
-4% -$49.9K
THG icon
803
Hanover Insurance
THG
$7.98B
$1.19M 0.01%
9,059
+100
+1% +$13K
AN icon
804
AutoNation
AN
$6.92B
$1.18M 0.01%
10,119
-800
-7% -$96.3K
HR
805
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.18M 0.01%
37,364
+900
+2% +$28.9K
HIW icon
806
Highwoods Properties
HIW
$3.47B
$1.18M 0.01%
26,401
+300
+1% +$13.6K
LIVN icon
807
LivaNova
LIVN
$4.2B
$1.18M 0.01%
13,466
+100
+0.7% +$8.34K
DTM icon
808
DT Midstream
DTM
$13.4B
$1.18M 0.01%
24,500
+200
+0.8% +$9.58K
SLG icon
809
SL Green Realty
SLG
$3.99B
$1.17M 0.01%
15,816
-984
-6% -$72.4K
QLYS icon
810
Qualys
QLYS
$6.35B
$1.17M 0.01%
8,500
+100
+1% +$12.8K
TDC icon
811
Teradata
TDC
$2.55B
$1.17M 0.01%
27,464
+100
+0.4% +$4.93K
UMBF icon
812
UMB Financial
UMBF
$11.1B
$1.16M 0.01%
10,898
+100
+0.9% +$10.3K
HE icon
813
Hawaiian Electric Industries
HE
$2.14B
$1.15M 0.01%
27,725
+300
+1% +$12.2K
JBLU icon
814
JetBlue
JBLU
$2.29B
$1.15M 0.01%
80,550
+900
+1% +$13.2K
ADNT icon
815
Adient
ADNT
$1.5B
$1.14M 0.01%
23,886
+300
+1% +$13.5K
BKH icon
816
Black Hills Corp
BKH
$5.69B
$1.14M 0.01%
16,198
+300
+2% +$19.9K
SAIL
817
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.14M 0.01%
23,600
+300
+1% +$14.7K
RLI icon
818
RLI Corp
RLI
$5.89B
$1.13M 0.01%
20,218
+200
+1% +$10.8K
PK icon
819
Park Hotels & Resorts
PK
$2.97B
$1.13M 0.01%
59,965
+700
+1% +$13.2K
LBTYK icon
820
Liberty Global Class C
LBTYK
$3.49B
$1.13M 0.01%
40,050
+30,950
+340% +$883K
R icon
821
Ryder
R
$10.1B
$1.13M 0.01%
13,645
+200
+1% +$16.8K
SITM icon
822
SiTime
SITM
$21.8B
$1.11M 0.01%
+3,800
New +$996K
CMC icon
823
Commercial Metals
CMC
$8.31B
$1.11M 0.01%
30,538
+300
+1% +$9.94K
LHCG
824
DELISTED
LHC Group LLC
LHCG
$1.11M 0.01%
8,056
+100
+1% +$13.7K
STAA icon
825
STAAR Surgical
STAA
$1.21B
$1.1M 0.01%
12,100
+200
+2% +$21.5K
31 32
33
34 35

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.