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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
+1.57%
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
$11B
AUM Growth
-$14.5M
Cap. Flow
-$89.9M
Cap. Flow %
-0.81%
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28

Top Buys

Rank Stock Value
1
EXC icon
Exelon
EXC
+$70.7M
2
WEX icon
WEX
WEX
+$24.7M
3
KEYS icon
Keysight
KEYS
+$22.2M
4
TCPC icon
BlackRock TCP Capital
TCPC
+$21M
5
GPN icon
Global Payments
GPN
+$15.7M

Top Sells

Rank Stock Value
1
NLY icon
Annaly Capital Management
NLY
+$126M
2
AGNC icon
AGNC Investment
AGNC
+$55.8M
3
RHT
Red Hat Inc
RHT
+$36.5M
4
RITM icon
Rithm Capital
RITM
+$26.2M
5
SSNC icon
SS&C Technologies
SSNC
+$25.1M

Sector Composition

Rank Sector Weight
1 Technology 17.65%
2 Financials 14.13%
3 Healthcare 12.59%
4 Real Estate 11.88%
5 Industrials 10.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TDY icon
376
Teledyne Technologies
TDY
$32B
$3.41M 0.03%
10,600
-100
-0.9% -$29.9K
UDR icon
377
UDR
UDR
$12.3B
$3.41M 0.03%
70,404
+2,900
+4% +$137K
TTWO icon
378
Take-Two Interactive
TTWO
$46.1B
$3.41M 0.03%
27,200
+300
+1% +$37.4K
CAH icon
379
Cardinal Health
CAH
$55.4B
$3.38M 0.03%
71,715
+400
+0.6% +$18.3K
HAS icon
380
Hasbro
HAS
$13.2B
$3.35M 0.03%
28,239
+500
+2% +$56.9K
Y
381
DELISTED
Alleghany Corp
Y
$3.35M 0.03%
4,200
-100
-2% -$73.6K
FCX icon
382
Freeport-McMoran
FCX
$97.5B
$3.34M 0.03%
348,823
+1,500
+0.4% +$15.4K
OKTA icon
383
Okta
OKTA
$25.8B
$3.28M 0.03%
+33,345
New +$4.16M
CXO
384
DELISTED
CONCHO RESOURCES INC.
CXO
$3.28M 0.03%
48,332
+300
+0.6% +$24.4K
SWKS icon
385
Skyworks Solutions
SWKS
$10.6B
$3.27M 0.03%
41,308
– –
HOLX
386
DELISTED
Hologic
HOLX
$3.24M 0.03%
64,260
+100
+0.2% +$4.92K
ZBRA icon
387
Zebra Technologies
ZBRA
$17.8B
$3.24M 0.03%
15,700
-300
-2% -$60.6K
ATO icon
388
Atmos Energy
ATO
$28.8B
$3.23M 0.03%
28,400
+400
+1% +$43.7K
GEN icon
389
Gen Digital
GEN
$17.5B
$3.23M 0.03%
136,729
-11,300
-8% -$264K
WAB icon
390
Wabtec
WAB
$49.3B
$3.23M 0.03%
44,896
+5,100
+13% +$363K
KSU
391
DELISTED
Kansas City Southern
KSU
$3.22M 0.03%
24,212
+100
+0.4% +$12.5K
L icon
392
Loews
L
$23.6B
$3.22M 0.03%
62,485
-1,700
-3% -$87.8K
INCY icon
393
Incyte
INCY
$24.4B
$3.18M 0.03%
42,900
+300
+0.7% +$24.2K
ALGN icon
394
Align Technology
ALGN
$12.3B
$3.17M 0.03%
17,500
+100
+0.6% +$20.8K
ODFL icon
395
Old Dominion Freight Line
ODFL
$44.9B
$3.16M 0.03%
55,800
-1,800
-3% -$97.7K
GWW icon
396
W.W. Grainger
GWW
$60.2B
$3.15M 0.03%
10,607
-100
-0.9% -$27.8K
IFF icon
397
International Flavors & Fragrances
IFF
$21.9B
$3.15M 0.03%
25,642
+1,400
+6% +$179K
WCG
398
DELISTED
Wellcare Health Plans, Inc.
WCG
$3.14M 0.03%
12,100
+100
+0.8% +$27.6K
ANET icon
399
Arista Networks
ANET
$238B
$3.13M 0.03%
209,600
+6,400
+3% +$99.1K
CPT icon
400
Camden Property Trust
CPT
$11.3B
$3.12M 0.03%
28,100
-500
-2% -$53.8K
14 15
16
17 18

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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 Q3 2019 Portfolio in Review

As of Q3 2019, State of Michigan Retirement System held 972 positions worth $11B, down 0.13% from $11.1B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

State of Michigan Retirement System's Q3 2019 filing shows 24 new, 350 increased, 511 reduced and 28 closed positions. Its largest new stake was Athene Holding Ltd. Class A Common Shares: 350,000 shares worth $14.7M. The largest sale was Annaly Capital Management, an estimated $126M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Financials and Healthcare.

  • State of Michigan Retirement System's largest Q3 2019 buy was Athene Holding Ltd. Class A Common Shares: 350,000 shares worth $14.7M.
  • State of Michigan Retirement System added most to Exelon in Q3 2019, an estimated $70.7M increase.
  • State of Michigan Retirement System's biggest Q3 2019 reduction was Annaly Capital Management, cutting an estimated $126M.
  • State of Michigan Retirement System fully exited Red Hat Inc in Q3 2019, selling an estimated $36.5M.
  • State of Michigan Retirement System's ten largest holdings make up 21% of its $11B portfolio in Q3 2019.
  • State of Michigan Retirement System opened 24 new positions and closed 28 in Q3 2019.
  • State of Michigan Retirement System's portfolio value fell 0.13% quarter-over-quarter to $11B.

Based on State of Michigan Retirement System's 13F filing for Q3 2019, filed 22 Oct 2019.