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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
DEI icon
551
Douglas Emmett
DEI
$1.96B
$2.13M 0.02%
48,500
+700
+1% +$30.3K
KIM icon
552
Kimco Realty
KIM
$16.4B
$2.12M 0.02%
102,138
+700
+0.7% +$14.7K
TCF
553
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.11M 0.02%
45,173
+600
+1% +$24.9K
FIVE icon
554
Five Below
FIVE
$13.5B
$2.1M 0.02%
16,400
+200
+1% +$25.1K
EWBC icon
555
East-West Bancorp
EWBC
$18B
$2.09M 0.02%
42,900
+700
+2% +$31.5K
OC icon
556
Owens Corning
OC
$12.4B
$2.08M 0.02%
32,000
+400
+1% +$25.6K
CBSH icon
557
Commerce Bancshares
CBSH
$8.5B
$2.08M 0.02%
40,924
+670
+2% +$31.3K
PRAH
558
DELISTED
PRA Health Sciences, Inc.
PRAH
$2.07M 0.02%
18,600
+400
+2% +$41.1K
CHE icon
559
Chemed
CHE
$7.22B
$2.06M 0.02%
4,700
+100
+2% +$42.1K
EPD icon
560
Enterprise Products Partners
EPD
$81.7B
$2.06M 0.02%
73,061
-18,939
-21% -$513K
FFIV icon
561
F5
FFIV
$22.7B
$2.05M 0.02%
14,672
+200
+1% +$28.2K
ARW icon
562
Arrow Electronics
ARW
$10.4B
$2.03M 0.02%
23,962
-200
-0.8% -$15.9K
ALK icon
563
Alaska Air
ALK
$5.58B
$2.02M 0.02%
29,796
+200
+0.7% +$13.7K
CPB icon
564
Campbell Soup
CPB
$6.87B
$2.02M 0.02%
40,859
+300
+0.7% +$14.2K
DAY
565
DELISTED
Dayforce
DAY
$2.02M 0.02%
+29,700
New +$1.64M
EHC icon
566
Encompass Health
EHC
$12.4B
$2.01M 0.02%
36,453
+503
+1% +$27.3K
PB icon
567
Prosperity Bancshares
PB
$8.89B
$2M 0.02%
27,800
+7,800
+39% +$551K
JNPR
568
DELISTED
Juniper Networks
JNPR
$2M 0.02%
80,996
-2,100
-3% -$51.7K
ACM icon
569
Aecom
ACM
$9.75B
$1.99M 0.02%
46,200
+400
+0.9% +$16.6K
WWD icon
570
Woodward
WWD
$21.4B
$1.97M 0.02%
16,600
+300
+2% +$33.9K
MHK icon
571
Mohawk Industries
MHK
$9.22B
$1.96M 0.02%
14,336
-100
-0.7% -$13.6K
CDK
572
DELISTED
CDK Global, Inc.
CDK
$1.95M 0.02%
35,700
+500
+1% +$25.7K
CIEN icon
573
Ciena
CIEN
$58.4B
$1.94M 0.02%
45,500
+500
+1% +$19.1K
KSS icon
574
Kohl's
KSS
$2.19B
$1.93M 0.02%
37,910
-300
-0.8% -$15.3K
FAF icon
575
First American
FAF
$7.58B
$1.93M 0.02%
33,100
+600
+2% +$36.7K
21 22
23
24 25

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.