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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
ETRN
301
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$8.3M 0.04%
803,055
-5,491,600
-87% -$56.9M
ED icon
302
Consolidated Edison
ED
$39.3B
$8.15M 0.04%
95,555
+6,800
+8% +$534K
DVN icon
303
Devon Energy
DVN
$49B
$8.14M 0.04%
184,904
+17,166
+10% +$714K
FITB
304
Fifth Third Bancorp
FITB
$51.7B
$8.14M 0.04%
186,872
+7,096
+4% +$310K
ANET icon
305
Arista Networks
ANET
$243B
$8.12M 0.04%
225,920
+800
+0.4% +$23.9K
SWKS icon
306
Skyworks Solutions
SWKS
$10.5B
$8.1M 0.04%
52,200
+7,080
+16% +$1.13M
SFIX
307
Stitch Fix
SFIX
$538M
$8.08M 0.04%
426,983
– –
ZBRA icon
308
Zebra Technologies
ZBRA
$17.9B
$8.02M 0.04%
13,470
+100
+0.7% +$56.8K
PSX icon
309
Phillips 66
PSX
$84.1B
$7.99M 0.04%
110,302
+300
+0.3% +$22.7K
WMB icon
310
Williams Companies
WMB
$86.6B
$7.96M 0.04%
305,851
+800
+0.3% +$22.1K
DLTR icon
311
Dollar Tree
DLTR
$24.8B
$7.95M 0.04%
56,585
-1,700
-3% -$206K
ARE icon
312
Alexandria Real Estate Equities
ARE
$8.37B
$7.92M 0.04%
35,535
+700
+2% +$145K
ES icon
313
Eversource Energy
ES
$26.8B
$7.88M 0.04%
86,593
+300
+0.3% +$25.8K
BALL icon
314
Ball Corp
BALL
$16.5B
$7.85M 0.04%
81,581
-400
-0.5% -$37K
VLO icon
315
Valero Energy
VLO
$89.3B
$7.73M 0.04%
102,959
+300
+0.3% +$22.3K
WEC icon
316
WEC Energy
WEC
$34.6B
$7.71M 0.04%
79,410
+200
+0.3% +$18.3K
EXR icon
317
Extra Space Storage
EXR
$30.8B
$7.64M 0.04%
33,681
+100
+0.3% +$19.8K
LNT icon
318
Alliant Energy
LNT
$17.8B
$7.62M 0.04%
123,911
+35,880
+41% +$2.06M
MLM icon
319
Martin Marietta Materials
MLM
$32.8B
$7.59M 0.04%
17,234
+756
+5% +$306K
LH icon
320
Labcorp
LH
$25.9B
$7.56M 0.04%
27,991
-233
-0.8% -$57.7K
HPE icon
321
Hewlett Packard
HPE
$73.6B
$7.55M 0.04%
478,899
+97,178
+25% +$1.47M
CDW icon
322
CDW
CDW
$17.1B
$7.54M 0.04%
36,825
+2,300
+7% +$437K
ATO icon
323
Atmos Energy
ATO
$28.4B
$7.49M 0.04%
71,481
+23,944
+50% +$2.27M
WTW icon
324
Willis Towers Watson
WTW
$31.8B
$7.46M 0.04%
31,411
-1,000
-3% -$237K
IT icon
325
Gartner
IT
$11.9B
$7.41M 0.04%
22,151
+1,100
+5% +$354K
11 12
13
14 15

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
AM
AGF Management Toronto, Ontario, Canada $22.3B AUM 46.42% 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

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.