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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
GHC icon
951
Graham Holdings Company
GHC
$5.02B
$620K ﹤0.01%
984
– –
MTX icon
952
Minerals Technologies
MTX
$2.34B
$616K ﹤0.01%
8,415
– –
NEU icon
953
NewMarket
NEU
$8.18B
$606K ﹤0.01%
1,768
– –
EQH icon
954
Equitable Holdings
EQH
$14.1B
$573K ﹤0.01%
17,486
+9,386
+116% +$308K
IBOC icon
955
International Bancshares
IBOC
$4.57B
$573K ﹤0.01%
13,529
+200
+2% +$8.58K
WWE
956
DELISTED
World Wrestling Entertainment
WWE
$561K ﹤0.01%
11,377
+100
+0.9% +$5.44K
WAFD icon
957
WaFd
WAFD
$2.75B
$553K ﹤0.01%
16,552
-500
-3% -$17.2K
UE icon
958
Urban Edge Properties
UE
$2.73B
$524K ﹤0.01%
27,554
– –
URBN icon
959
Urban Outfitters
URBN
$6.59B
$489K ﹤0.01%
16,666
+200
+1% +$6.34K
JACK icon
960
Jack in the Box
JACK
$335M
$471K ﹤0.01%
5,388
– –
WOR icon
961
Worthington Enterprises
WOR
$2.86B
$448K ﹤0.01%
13,305
-162
-1% -$5.33K
CMP icon
962
Compass Minerals
CMP
$1.15B
$436K ﹤0.01%
8,541
– –
NLY icon
963
Annaly Capital Management
NLY
$17.4B
$425K ﹤0.01%
13,581
+8,031
+145% +$270K
GEF icon
964
Greif
GEF
$5.04B
$403K ﹤0.01%
6,678
– –
LBTYA icon
965
Liberty Global Class A
LBTYA
$3.6B
$392K ﹤0.01%
+14,138
New +$402K
MCY icon
966
Mercury Insurance
MCY
$6.07B
$359K ﹤0.01%
6,767
+100
+1% +$5.37K
AGNC icon
967
AGNC Investment
AGNC
$12.9B
$358K ﹤0.01%
+23,824
New +$377K
PPC icon
968
Pilgrim's Pride
PPC
$6.54B
$348K ﹤0.01%
12,350
+100
+0.8% +$2.85K
VICI icon
969
VICI Properties
VICI
$29.4B
$332K ﹤0.01%
+11,012
New +$319K
ST icon
970
Sensata Technologies
ST
$6.79B
$316K ﹤0.01%
+5,120
New +$298K
UHAL icon
971
U-Haul Holding Co
UHAL
$14.6B
$295K ﹤0.01%
+4,060
New +$292K
ERIE icon
972
Erie Indemnity
ERIE
$13.2B
$276K ﹤0.01%
+1,432
New +$288K
CLVT icon
973
Clarivate
CLVT
$1.16B
$232K ﹤0.01%
+9,882
New +$229K
NVAX icon
974
Novavax
NVAX
$1.31B
$200K ﹤0.01%
+1,400
New +$241K
SUMO
975
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$177K ﹤0.01%
13,033
-7,333
-36% -$114K
37 38
39
40 41

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FAM
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BA
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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
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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.