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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
BRX icon
651
Brixmor Property Group
BRX
$9.13B
$1.91M 0.01%
75,284
+900
+1% +$21.6K
CROX icon
652
Crocs
CROX
$6.7B
$1.91M 0.01%
14,900
-700
-4% -$108K
PVH icon
653
PVH
PVH
$4.05B
$1.9M 0.01%
17,856
-100
-0.6% -$10.9K
DKS icon
654
Dick's Sporting Goods
DKS
$19B
$1.89M 0.01%
16,397
– –
KSS icon
655
Kohl's
KSS
$2.19B
$1.88M 0.01%
38,100
-1,000
-3% -$51.1K
RGA icon
656
Reinsurance Group of America
RGA
$16B
$1.87M 0.01%
17,097
-700
-4% -$77.8K
AYI icon
657
Acuity Brands
AYI
$10.6B
$1.87M 0.01%
8,814
-100
-1% -$20.7K
CASY icon
658
Casey's General Stores
CASY
$31B
$1.86M 0.01%
9,425
+100
+1% +$19.3K
VOYA icon
659
Voya Financial
VOYA
$9.29B
$1.86M 0.01%
+28,000
New +$1.84M
DCI icon
660
Donaldson
DCI
$11.2B
$1.86M 0.01%
31,321
-100
-0.3% -$5.92K
SF
661
Stifel
SF
$12.7B
$1.86M 0.01%
39,534
+150
+0.4% +$7.28K
NLSN
662
DELISTED
Nielsen Holdings plc
NLSN
$1.85M 0.01%
90,356
+300
+0.3% +$6.11K
NVST icon
663
Envista
NVST
$4.51B
$1.84M 0.01%
40,900
+500
+1% +$20.6K
PNFP icon
664
Pinnacle Financial Partners Inc
PNFP
$15.7B
$1.84M 0.01%
19,260
+200
+1% +$19.6K
YETI icon
665
Yeti Holdings
YETI
$3.95B
$1.84M 0.01%
22,200
+300
+1% +$27.5K
COHR icon
666
Coherent
COHR
$65.4B
$1.84M 0.01%
26,886
+600
+2% +$37.7K
VAC icon
667
Marriott Vacations Worldwide
VAC
$3.97B
$1.83M 0.01%
10,825
+100
+0.9% +$16.1K
FOXF icon
668
Fox Factory Holding Corp
FOXF
$867M
$1.82M 0.01%
10,700
+200
+2% +$33.5K
OLED icon
669
Universal Display
OLED
$4.14B
$1.81M 0.01%
10,998
+100
+0.9% +$16.5K
JHG
670
DELISTED
Janus Henderson
JHG
$1.81M 0.01%
43,200
– –
AGCO icon
671
AGCO
AGCO
$7.03B
$1.81M 0.01%
15,597
+100
+0.6% +$12.1K
CFR icon
672
Cullen/Frost Bankers
CFR
$10.2B
$1.81M 0.01%
14,329
+100
+0.7% +$12.9K
RUN icon
673
Sunrun
RUN
$2.41B
$1.8M 0.01%
52,500
+900
+2% +$42.1K
PFGC icon
674
Performance Food Group
PFGC
$18B
$1.79M 0.01%
39,100
+600
+2% +$27.3K
OHI icon
675
Omega Healthcare
OHI
$14.4B
$1.79M 0.01%
60,561
-1,600
-3% -$46.7K
25 26
27
28 29

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.