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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
FLO icon
751
Flowers Foods
FLO
$1.57B
$1.38M 0.01%
50,333
+500
+1% +$12.9K
IRDM icon
752
Iridium Communications
IRDM
$5.32B
$1.38M 0.01%
33,500
+400
+1% +$16.2K
CW icon
753
Curtiss-Wright
CW
$25.7B
$1.37M 0.01%
9,898
-300
-3% -$39.6K
CCMP
754
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$1.37M 0.01%
7,162
-200
-3% -$29K
BYD icon
755
Boyd Gaming
BYD
$6.02B
$1.36M 0.01%
20,818
+300
+1% +$19K
ON icon
756
ON Semiconductor
ON
$31.9B
$1.36M 0.01%
20,036
+12,436
+164% +$705K
APPS icon
757
Digital Turbine
APPS
$1.73B
$1.36M 0.01%
22,300
+400
+2% +$27.2K
VMI icon
758
Valmont Industries
VMI
$9.58B
$1.35M 0.01%
5,394
+100
+2% +$24.5K
ZD icon
759
Ziff Davis
ZD
$2B
$1.35M 0.01%
12,177
-1,712
-12% -$203K
EVR icon
760
Evercore
EVR
$11.7B
$1.35M 0.01%
9,914
– –
VYX icon
761
NCR Voyix
VYX
$1.12B
$1.34M 0.01%
54,491
+815
+2% +$20.7K
PACW
762
DELISTED
PacWest Bancorp
PACW
$1.34M 0.01%
29,732
+400
+1% +$18.6K
NOV icon
763
NOV
NOV
$7.1B
$1.34M 0.01%
99,000
+1,100
+1% +$15.1K
FCN icon
764
FTI Consulting
FCN
$4.14B
$1.34M 0.01%
8,725
+100
+1% +$14.6K
MTZ icon
765
MasTec
MTZ
$22.4B
$1.34M 0.01%
14,513
+200
+1% +$18.3K
MAN icon
766
ManpowerGroup
MAN
$2.58B
$1.34M 0.01%
13,749
+200
+1% +$20.1K
AMED
767
DELISTED
Amedisys
AMED
$1.34M 0.01%
8,251
+100
+1% +$16.1K
CRUS icon
768
Cirrus Logic
CRUS
$6.26B
$1.34M 0.01%
14,524
+100
+0.7% +$8.31K
PRGO icon
769
Perrigo
PRGO
$1.76B
$1.32M 0.01%
33,900
+400
+1% +$16.8K
VNT icon
770
Vontier
VNT
$4.74B
$1.31M 0.01%
42,800
+500
+1% +$16.3K
WING icon
771
Wingstop
WING
$3.17B
$1.31M 0.01%
7,600
+100
+1% +$16.8K
WTFC icon
772
Wintrust Financial
WTFC
$10.7B
$1.31M 0.01%
14,429
+100
+0.7% +$8.92K
CHH icon
773
Choice Hotels
CHH
$4.74B
$1.3M 0.01%
8,346
+100
+1% +$14.4K
AVNT icon
774
Avient
AVNT
$4.15B
$1.3M 0.01%
23,181
+300
+1% +$16.4K
NVTA
775
DELISTED
Invitae Corporation
NVTA
$1.3M 0.01%
84,939
– –
29 30
31
32 33

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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)
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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.