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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
AIZ icon
576
Assurant
AIZ
$14.3B
$1.92M 0.02%
14,657
– –
ITT icon
577
ITT
ITT
$19.1B
$1.91M 0.02%
25,800
+300
+1% +$19.9K
ACC
578
DELISTED
American Campus Communities, Inc.
ACC
$1.9M 0.02%
40,400
+500
+1% +$23.9K
BRX icon
579
Brixmor Property Group
BRX
$9.32B
$1.89M 0.02%
87,600
+1,200
+1% +$25.6K
OSK icon
580
Oshkosh
OSK
$9.59B
$1.89M 0.02%
20,000
+200
+1% +$17.2K
PVH icon
581
PVH
PVH
$4.04B
$1.88M 0.02%
17,896
+100
+0.6% +$9.54K
ORI icon
582
Old Republic International
ORI
$10.4B
$1.88M 0.02%
83,927
+1,200
+1% +$27.3K
ALB icon
583
Albemarle
ALB
$15.5B
$1.87M 0.02%
25,640
+200
+0.8% +$13.4K
ARWR icon
584
Arrowhead Research
ARWR
$12.4B
$1.87M 0.02%
+29,500
New +$1.46M
PNR icon
585
Pentair
PNR
$11B
$1.87M 0.02%
40,702
+300
+0.7% +$12.7K
AIV
586
Aimco
AIV
$383M
$1.86M 0.02%
270,620
+2,252
+0.8% +$15.9K
ABMD
587
DELISTED
Abiomed Inc
ABMD
$1.86M 0.02%
10,900
– –
CACI icon
588
CACI
CACI
$14.2B
$1.85M 0.02%
7,400
+200
+3% +$46.5K
DNKN
589
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.84M 0.02%
24,400
+400
+2% +$30.2K
TENB icon
590
Tenable Holdings
TENB
$4.01B
$1.84M 0.02%
76,745
+66,113
+622% +$1.61M
MOS icon
591
The Mosaic Company
MOS
$7.33B
$1.83M 0.02%
84,582
-800
-0.9% -$15.9K
INGR icon
592
Ingredion
INGR
$6.58B
$1.82M 0.02%
19,600
+200
+1% +$16.8K
PK icon
593
Park Hotels & Resorts
PK
$2.97B
$1.82M 0.02%
70,400
+800
+1% +$19.1K
DINO icon
594
HF Sinclair
DINO
$14.5B
$1.82M 0.02%
35,900
-500
-1% -$26.5K
SON icon
595
Sonoco
SON
$5.74B
$1.81M 0.02%
29,411
+400
+1% +$23.7K
PBCT
596
DELISTED
People's United Financial Inc
PBCT
$1.81M 0.02%
107,375
+11,500
+12% +$188K
SLG icon
597
SL Green Realty
SLG
$3.99B
$1.81M 0.02%
20,359
-103
-0.5% -$8.47K
SABR icon
598
Sabre
SABR
$835M
$1.81M 0.02%
80,600
+1,200
+2% +$26.6K
LITE icon
599
Lumentum
LITE
$69.3B
$1.8M 0.01%
22,700
+400
+2% +$26.2K
TPR icon
600
Tapestry
TPR
$32.8B
$1.8M 0.01%
66,747
-2,200
-3% -$57.3K
22 23
24
25 26

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.