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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
+8.49%
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
$12.1B
AUM Growth
+$1.06B
Cap. Flow
+$176M
Cap. Flow %
1.45%
Top 10 Hldgs %
21.16%
Holding
973
New
29
Increased
606
Reduced
214
Closed
26

Top Buys

Rank Stock Value
1
UGI icon
UGI
UGI
+$91.7M
2
EXC icon
Exelon
EXC
+$90.8M
3
ATH
Athene Holding Ltd. Class A Common Shares
ATH
+$86.9M
4
PINS icon
Pinterest
PINS
+$57.6M
5
TDG icon
TransDigm Group
TDG
+$43.7M

Top Sells

Rank Stock Value
1
JPM icon
JPMorgan Chase
JPM
+$92.3M
2
HD icon
Home Depot
HD
+$58M
3
DIS icon
Walt Disney
DIS
+$57.7M
4
HON icon
Honeywell
HON
+$53.2M
5
IBM icon
IBM
IBM
+$50.8M

Sector Composition

Rank Sector Weight
1 Technology 17.7%
2 Financials 14.22%
3 Healthcare 12.86%
4 Real Estate 10.39%
5 Industrials 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADM icon
276
Archer Daniels Midland
ADM
$36.9B
$6.24M 0.05%
134,600
+700
+0.5% +$29.9K
LUV icon
277
Southwest Airlines
LUV
$23B
$6.18M 0.05%
114,584
-1,700
-1% -$94.3K
SWK icon
278
Stanley Black & Decker
SWK
$15.7B
$6.09M 0.05%
36,748
+300
+0.8% +$46.5K
PXD
279
DELISTED
Pioneer Natural Resource Co.
PXD
$6.07M 0.05%
40,102
-100
-0.2% -$13.3K
MCHP icon
280
Microchip Technology
MCHP
$46B
$6.05M 0.05%
115,544
+1,000
+0.9% +$48.3K
DLR icon
281
Digital Realty Trust
DLR
$71.7B
$6.04M 0.05%
50,460
+400
+0.8% +$49.2K
DTE icon
282
DTE Energy
DTE
$29.1B
$6.03M 0.05%
54,547
+2,820
+5% +$304K
TWTR
283
DELISTED
Twitter, Inc.
TWTR
$6.02M 0.05%
187,800
+2,000
+1% +$65.8K
TMUS icon
284
T-Mobile US
TMUS
$190B
$6.01M 0.05%
76,600
+600
+0.8% +$47.2K
XLNX
285
DELISTED
Xilinx Inc
XLNX
$5.94M 0.05%
60,771
– –
VRSK icon
286
Verisk Analytics
VRSK
$25B
$5.92M 0.05%
39,616
+300
+0.8% +$44.4K
LYB icon
287
LyondellBasell Industries
LYB
$19.2B
$5.87M 0.05%
62,104
-446,600
-88% -$40.9M
MNST icon
288
Monster Beverage
MNST
$88.5B
$5.87M 0.05%
184,584
-1,400
-0.8% -$41.1K
APTV icon
289
Aptiv
APTV
$10.3B
$5.86M 0.05%
61,722
-159,900
-72% -$14.6M
O icon
290
Realty Income
O
$59.1B
$5.8M 0.05%
81,346
+2,373
+3% +$177K
ETR icon
291
Entergy
ETR
$50B
$5.76M 0.05%
96,230
+600
+0.6% +$35.3K
ROK icon
292
Rockwell Automation
ROK
$49B
$5.67M 0.05%
27,990
-100
-0.4% -$18.5K
LVS icon
293
Las Vegas Sands
LVS
$29.6B
$5.64M 0.05%
+81,700
New +$5.1M
KR icon
294
Kroger
KR
$34.8B
$5.62M 0.05%
193,976
+1,900
+1% +$50.4K
CERN
295
DELISTED
Cerner Corp
CERN
$5.58M 0.05%
75,968
-600
-0.8% -$41.5K
RCL icon
296
Royal Caribbean
RCL
$85.6B
$5.55M 0.05%
41,572
+300
+0.7% +$35K
AME icon
297
Ametek
AME
$58.2B
$5.51M 0.05%
55,284
+400
+0.7% +$37.9K
PARA
298
DELISTED
Paramount Global Class B
PARA
$5.48M 0.05%
130,670
-523,957
-80% -$20.3M
FTV icon
299
Fortive
FTV
$18.6B
$5.46M 0.05%
113,254
+635
+0.6% +$28.7K
NTRS icon
300
Northern Trust
NTRS
$33.9B
$5.45M 0.05%
51,254
-400
-0.8% -$40.9K
10 11
12
13 14

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 2019 Portfolio in Review

As of Q4 2019, State of Michigan Retirement System held 973 positions worth $12.1B, up 9.6% from $11B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

State of Michigan Retirement System's Q4 2019 filing shows 29 new, 606 increased, 214 reduced and 26 closed positions. Its largest new stake was Pinterest: 2,666,569 shares worth $49.7M. The largest sale was JPMorgan Chase, an estimated $92.3M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 18% a quarter earlier, followed by Financials and Healthcare.

  • State of Michigan Retirement System's largest Q4 2019 buy was Pinterest: 2,666,569 shares worth $49.7M.
  • State of Michigan Retirement System added most to UGI in Q4 2019, an estimated $91.7M increase.
  • State of Michigan Retirement System's biggest Q4 2019 reduction was JPMorgan Chase, cutting an estimated $92.3M.
  • State of Michigan Retirement System fully exited Celgene Corp in Q4 2019, selling an estimated $16.9M.
  • State of Michigan Retirement System's ten largest holdings make up 21% of its $12.1B portfolio in Q4 2019.
  • State of Michigan Retirement System opened 29 new positions and closed 26 in Q4 2019.
  • State of Michigan Retirement System's portfolio value rose 9.6% quarter-over-quarter to $12.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2019, filed 24 Jan 2020.