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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
FANG icon
401
Diamondback Energy
FANG
$55.6B
$5.31M 0.03%
49,262
+6,500
+15% +$704K
BKR icon
402
Baker Hughes
BKR
$63.5B
$5.29M 0.03%
220,061
-46,500
-17% -$1.15M
LKQ icon
403
LKQ Corp
LKQ
$6.2B
$5.2M 0.03%
86,621
+12,430
+17% +$701K
CE icon
404
Celanese
CE
$4.81B
$5.2M 0.03%
30,929
+1,492
+5% +$243K
LDI icon
405
loanDepot
LDI
$486M
$5.18M 0.03%
+1,079,586
New +$6.32M
DPZ icon
406
Domino's
DPZ
$11.4B
$5.18M 0.03%
9,179
-100
-1% -$50.8K
HAL icon
407
Halliburton
HAL
$28B
$5.15M 0.03%
225,319
+1,700
+0.8% +$40.3K
TDY icon
408
Teledyne Technologies
TDY
$32.2B
$5.14M 0.03%
11,763
+100
+0.9% +$43.5K
HES
409
DELISTED
Hess
HES
$5.13M 0.03%
69,367
+200
+0.3% +$16.2K
TECH icon
410
Bio-Techne
TECH
$11.2B
$5.12M 0.03%
39,600
+400
+1% +$49K
WAB icon
411
Wabtec
WAB
$49.2B
$5.1M 0.03%
55,411
+4,186
+8% +$384K
IP icon
412
International Paper
IP
$21.9B
$5.08M 0.03%
108,121
-720
-0.7% -$35.5K
AVY icon
413
Avery Dennison
AVY
$13.5B
$5.05M 0.03%
23,314
+1,332
+6% +$285K
VTRS icon
414
Viatris
VTRS
$18.8B
$5.04M 0.03%
372,194
+40,992
+12% +$547K
CZR icon
415
Caesars Entertainment
CZR
$6.15B
$5.03M 0.03%
53,800
+200
+0.4% +$20.3K
GPC icon
416
Genuine Parts
GPC
$18.5B
$5.03M 0.03%
35,857
-100
-0.3% -$13.2K
PFG icon
417
Principal Financial Group
PFG
$24.4B
$5.01M 0.03%
69,237
+3,594
+5% +$251K
CAG icon
418
Conagra Brands
CAG
$7.14B
$5.01M 0.03%
146,603
+16,786
+13% +$550K
MTB icon
419
M&T Bank
MTB
$36.1B
$4.98M 0.03%
32,399
+100
+0.3% +$15.4K
SBNY
420
DELISTED
Signature Bank
SBNY
$4.95M 0.03%
15,300
+155
+1% +$48.3K
MKTX icon
421
MarketAxess Holdings
MKTX
$5.72B
$4.94M 0.03%
12,009
+1,128
+10% +$445K
WHR icon
422
Whirlpool
WHR
$2.73B
$4.94M 0.03%
21,047
+3,392
+19% +$745K
DRI icon
423
Darden Restaurants
DRI
$24.6B
$4.92M 0.03%
32,684
– –
CTRA
424
DELISTED
Coterra Energy
CTRA
$4.91M 0.03%
258,219
+157,900
+157% +$3.29M
TXT icon
425
Textron
TXT
$15.4B
$4.9M 0.03%
63,474
+3,256
+5% +$242K
15 16
17
18 19

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.