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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
WYNN icon
601
Wynn Resorts
WYNN
$10.5B
$2.25M 0.01%
26,520
+100
+0.4% +$8.86K
FHN icon
602
First Horizon
FHN
$11.9B
$2.24M 0.01%
137,004
-600
-0.4% -$10K
AIZ icon
603
Assurant
AIZ
$14.2B
$2.23M 0.01%
14,323
-400
-3% -$63.4K
ROL icon
604
Rollins
ROL
$18B
$2.22M 0.01%
65,007
+4,308
+7% +$151K
ITT icon
605
ITT
ITT
$18.9B
$2.22M 0.01%
21,681
+100
+0.5% +$9.78K
CPB icon
606
Campbell Soup
CPB
$6.73B
$2.21M 0.01%
50,971
– –
THC icon
607
Tenet Healthcare
THC
$21B
$2.21M 0.01%
27,107
+300
+1% +$21.9K
NWSA icon
608
News Corp Class A
NWSA
$15.4B
$2.21M 0.01%
98,935
+700
+0.7% +$16K
WU icon
609
Western Union
WU
$2.17B
$2.2M 0.01%
123,270
+15,863
+15% +$293K
GL icon
610
Globe Life
GL
$14.3B
$2.19M 0.01%
23,358
-2,600
-10% -$240K
FR icon
611
First Industrial Realty Trust
FR
$8.35B
$2.19M 0.01%
33,001
+700
+2% +$42.1K
FSLR icon
612
First Solar
FSLR
$25.8B
$2.18M 0.01%
25,039
+300
+1% +$30.8K
AIRC
613
DELISTED
Apartment Income REIT Corp.
AIRC
$2.18M 0.01%
39,800
+500
+1% +$26.1K
FAF icon
614
First American
FAF
$7.38B
$2.17M 0.01%
27,770
+200
+0.7% +$14.9K
PENN icon
615
PENN Entertainment
PENN
$2.58B
$2.17M 0.01%
41,800
+2,400
+6% +$146K
BRKR icon
616
Bruker
BRKR
$8.52B
$2.16M 0.01%
+25,700
New +$2.06M
STOR
617
DELISTED
STORE Capital Corporation
STOR
$2.14M 0.01%
62,187
+900
+1% +$30.6K
NNN icon
618
NNN REIT
NNN
$8.81B
$2.14M 0.01%
44,483
+500
+1% +$22.9K
WH icon
619
Wyndham Hotels & Resorts
WH
$5.31B
$2.11M 0.01%
23,586
+200
+0.9% +$16.7K
CHDN icon
620
Churchill Downs
CHDN
$6.04B
$2.11M 0.01%
17,544
+200
+1% +$23.7K
SLAB icon
621
Silicon Laboratories
SLAB
$7.2B
$2.1M 0.01%
10,198
– –
TOL icon
622
Toll Brothers
TOL
$14B
$2.1M 0.01%
29,027
– –
CAR icon
623
Avis
CAR
$4.96B
$2.1M 0.01%
10,124
-1,700
-14% -$377K
SEIC icon
624
SEI Investments
SEIC
$12.7B
$2.09M 0.01%
34,337
+3,636
+12% +$225K
GNTX icon
625
Gentex
GNTX
$5.01B
$2.09M 0.01%
59,896
– –
23 24
25
26 27

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.