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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
+3.9%
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
$12.7B
AUM Growth
+$242M
Cap. Flow
-$121M
Cap. Flow %
-0.96%
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23

Top Buys

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$83.8M
2
EXC icon
Exelon
EXC
+$70.1M
3
ORCL icon
Oracle
ORCL
+$29.3M
4
AVY icon
Avery Dennison
AVY
+$28.1M
5
NLSN
Nielsen Holdings plc
NLSN
+$27.4M

Top Sells

Rank Stock Value
1
AFL icon
Aflac
AFL
+$146M
2
MON
Monsanto Co
MON
+$61.8M
3
XYZ
Block Inc
XYZ
+$58.9M
4
VLO icon
Valero Energy
VLO
+$41.2M
5
TWX
Time Warner Inc
TWX
+$39.4M

Sector Composition

Rank Sector Weight
1 Financials 16.69%
2 Technology 15.7%
3 Healthcare 15.25%
4 Consumer Discretionary 9.01%
5 Communication Services 8.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MNST icon
251
Monster Beverage
MNST
$88.5B
$6.97M 0.06%
243,184
-200
-0.1% -$5.4K
EQR icon
252
Equity Residential
EQR
$25.1B
$6.94M 0.05%
109,003
+600
+0.6% +$37.4K
WELL icon
253
Welltower
WELL
$171B
$6.9M 0.05%
110,109
+1,100
+1% +$61.3K
CCL icon
254
Carnival Corporation Ltd
CCL
$39.7B
$6.89M 0.05%
120,160
+600
+0.5% +$38.1K
FCX icon
255
Freeport-McMoran
FCX
$97.5B
$6.88M 0.05%
398,923
+2,500
+0.6% +$42.4K
XEL icon
256
Xcel Energy
XEL
$48.8B
$6.88M 0.05%
150,634
+1,100
+0.7% +$49.3K
WDC icon
257
Western Digital
WDC
$150B
$6.86M 0.05%
117,150
+1,190
+1% +$75.7K
KR icon
258
Kroger
KR
$34.8B
$6.85M 0.05%
240,676
-18,800
-7% -$473K
DVN icon
259
Devon Energy
DVN
$47.3B
$6.81M 0.05%
154,963
+100
+0.1% +$3.87K
DLR icon
260
Digital Realty Trust
DLR
$71.7B
$6.8M 0.05%
60,960
+500
+0.8% +$53K
GLW icon
261
Corning
GLW
$143B
$6.76M 0.05%
245,869
-10,000
-4% -$276K
ZBH icon
262
Zimmer Biomet
ZBH
$18.4B
$6.7M 0.05%
61,947
+309
+0.5% +$33.6K
BAC.WS.B
263
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$6.7M 0.05%
10,986,671
– –
WMB icon
264
Williams Companies
WMB
$86.1B
$6.64M 0.05%
245,086
+1,500
+0.6% +$39.6K
ORLY icon
265
O'Reilly Automotive
ORLY
$76.3B
$6.63M 0.05%
363,705
-6,000
-2% -$104K
HPE icon
266
Hewlett Packard
HPE
$70.5B
$6.61M 0.05%
452,097
-9,200
-2% -$153K
TT icon
267
Trane Technologies
TT
$106B
$6.59M 0.05%
73,440
-100
-0.1% -$8.78K
HLT icon
268
Hilton Worldwide
HLT
$71.5B
$6.55M 0.05%
82,700
+23,200
+39% +$1.89M
COL
269
DELISTED
Rockwell Collins
COL
$6.55M 0.05%
48,609
+300
+0.6% +$40.6K
PCG icon
270
PG&E
PCG
$38.5B
$6.51M 0.05%
152,929
+1,300
+0.9% +$56.4K
PAYX icon
271
Paychex
PAYX
$42.7B
$6.47M 0.05%
94,711
+600
+0.6% +$38.7K
PCAR icon
272
PACCAR
PCAR
$70.1B
$6.45M 0.05%
156,177
+750
+0.5% +$32.4K
NTRS icon
273
Northern Trust
NTRS
$33.9B
$6.45M 0.05%
62,654
– –
TFCF
274
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$6.41M 0.05%
130,056
+800
+0.6% +$31.3K
IP icon
275
International Paper
IP
$22B
$6.38M 0.05%
129,437
+1,056
+0.8% +$54K
9 10
11
12 13

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 Q2 2018 Portfolio in Review

As of Q2 2018, State of Michigan Retirement System held 959 positions worth $12.7B, up 1.9% from $12.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Trading was light in Q2 2018: portfolio turnover was 4.4%. State of Michigan Retirement System opened 19 new positions and exited 23, leaving the 959-position portfolio largely intact.

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

  • State of Michigan Retirement System's largest Q2 2018 buy was Rithm Capital: 670,000 shares worth $11.7M.
  • State of Michigan Retirement System added most to AGNC Investment in Q2 2018, an estimated $83.8M increase.
  • State of Michigan Retirement System's biggest Q2 2018 reduction was Aflac, cutting an estimated $146M.
  • State of Michigan Retirement System fully exited Monsanto Co in Q2 2018, selling an estimated $61.8M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $12.7B portfolio in Q2 2018.
  • State of Michigan Retirement System opened 19 new positions and closed 23 in Q2 2018.
  • State of Michigan Retirement System's portfolio value rose 1.9% quarter-over-quarter to $12.7B.

Based on State of Michigan Retirement System's 13F filing for Q2 2018, filed 8 Aug 2018.