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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
AIG icon
201
American International
AIG
$41.3B
$13.7M 0.07%
240,230
+10,534
+5% +$600K
SLB icon
202
SLB Ltd
SLB
$75B
$13.6M 0.07%
455,546
+104,400
+30% +$3.29M
GD icon
203
General Dynamics
GD
$106B
$13.6M 0.07%
65,190
+4,088
+7% +$825K
AMRS
204
DELISTED
Amyris Inc.
AMRS
$13.6M 0.07%
2,505,000
+1,460,000
+140% +$13.6M
SNAP icon
205
Snap
SNAP
$9.01B
$13.4M 0.07%
284,370
-400,000
-58% -$22.5M
INFO
206
DELISTED
IHS Markit Ltd. Common Shares
INFO
$13.3M 0.07%
100,389
+300
+0.3% +$38.2K
GPN icon
207
Global Payments
GPN
$22.8B
$13.1M 0.07%
97,207
+10,944
+13% +$1.51M
DXCM icon
208
DexCom
DXCM
$32B
$13.1M 0.07%
97,408
+400
+0.4% +$57.5K
ROP icon
209
Roper Technologies
ROP
$39.8B
$13.1M 0.07%
26,547
+100
+0.4% +$47.6K
CBRE icon
210
CBRE Group
CBRE
$42.9B
$12.8M 0.07%
118,243
+17,786
+18% +$1.82M
MET icon
211
MetLife
MET
$62.1B
$12.8M 0.07%
205,015
+11,240
+6% +$705K
WBA
212
DELISTED
Walgreens Boots Alliance
WBA
$12.7M 0.07%
243,069
+37,102
+18% +$1.8M
DLR icon
213
Digital Realty Trust
DLR
$71.7B
$12.6M 0.07%
71,422
+500
+0.7% +$80.1K
WNS
214
DELISTED
WNS Holdings
WNS
$12.6M 0.07%
+143,000
New +$12.3M
NEM icon
215
Newmont
NEM
$119B
$12.4M 0.07%
200,726
+100
+0% +$5.67K
RPT
216
Rithm Property Trust
RPT
$93.7M
$12.3M 0.06%
155,252
– –
BNY
217
Bank of New York Mellon
BNY
$107B
$12.2M 0.06%
210,527
+3,018
+1% +$174K
A icon
218
Agilent Technologies
A
$41.2B
$12.2M 0.06%
76,206
-154,000
-67% -$24M
MCHP icon
219
Microchip Technology
MCHP
$46B
$12.2M 0.06%
139,694
+2,000
+1% +$162K
UBER icon
220
Uber
UBER
$153B
$12.2M 0.06%
290,000
+70,000
+32% +$3.02M
LHX icon
221
L3Harris
LHX
$53.4B
$12.1M 0.06%
56,930
+3,396
+6% +$753K
KMB icon
222
Kimberly-Clark
KMB
$36.5B
$12.1M 0.06%
84,767
+200
+0.2% +$26.9K
TT icon
223
Trane Technologies
TT
$106B
$12.1M 0.06%
59,815
+200
+0.3% +$37.6K
SIVB
224
DELISTED
SVB Financial Group
SIVB
$12M 0.06%
17,748
+1,676
+10% +$1.18M
ORLY icon
225
O'Reilly Automotive
ORLY
$76.3B
$12M 0.06%
255,105
-4,500
-2% -$195K
7 8
9
10 11

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FAM
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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)
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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
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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.