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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
NBL
326
DELISTED
Noble Energy, Inc.
NBL
$5.06M 0.04%
143,461
-1,400
-1% -$47.6K
VMC icon
327
Vulcan Materials
VMC
$36.9B
$5.05M 0.04%
39,110
+100
+0.3% +$12.3K
TXT icon
328
Textron
TXT
$15.4B
$5M 0.04%
75,837
-1,200
-2% -$77.4K
TDG icon
329
TransDigm Group
TDG
$67.7B
$4.97M 0.04%
14,404
+100
+0.7% +$32.9K
VRSK icon
330
Verisk Analytics
VRSK
$25B
$4.95M 0.04%
46,016
+300
+0.7% +$31.9K
AME icon
331
Ametek
AME
$58.2B
$4.95M 0.04%
68,584
+500
+0.7% +$37K
NOV icon
332
NOV
NOV
$7B
$4.91M 0.04%
113,078
+1,200
+1% +$48.6K
XLNX
333
DELISTED
Xilinx Inc
XLNX
$4.9M 0.04%
75,071
+100
+0.1% +$6.82K
UAL icon
334
United Airlines
UAL
$42.1B
$4.86M 0.04%
69,744
-1,500
-2% -$104K
HBAN icon
335
Huntington Bancshares
HBAN
$35.5B
$4.83M 0.04%
327,138
+2,600
+0.8% +$39.1K
STX icon
336
Seagate
STX
$184B
$4.8M 0.04%
84,940
+1,100
+1% +$63.6K
IQV icon
337
IQVIA
IQV
$39.3B
$4.77M 0.04%
47,800
+4,900
+11% +$490K
FE icon
338
FirstEnergy
FE
$27.5B
$4.77M 0.04%
132,753
+1,100
+0.8% +$37.7K
KLAC icon
339
KLA
KLAC
$259B
$4.74M 0.04%
461,770
+1,000
+0.2% +$10.9K
ESS icon
340
Essex Property Trust
ESS
$18.5B
$4.69M 0.04%
19,602
+200
+1% +$47.6K
AAL icon
341
American Airlines Group
AAL
$10.6B
$4.68M 0.04%
123,356
-600
-0.5% -$26.4K
GWW icon
342
W.W. Grainger
GWW
$60.2B
$4.66M 0.04%
15,107
+100
+0.7% +$29.9K
CMA
343
DELISTED
Comerica
CMA
$4.63M 0.04%
50,876
– –
HST icon
344
Host Hotels & Resorts
HST
$16B
$4.63M 0.04%
219,500
+3,400
+2% +$69.4K
SIVB
345
DELISTED
SVB Financial Group
SIVB
$4.53M 0.04%
15,700
+100
+0.6% +$29.4K
O icon
346
Realty Income
O
$59.1B
$4.53M 0.04%
86,919
+516
+0.6% +$26.1K
LAMR icon
347
Lamar Advertising Co
LAMR
$16.3B
$4.51M 0.04%
66,100
+400
+0.6% +$26.8K
RSG icon
348
Republic Services
RSG
$65.7B
$4.51M 0.04%
66,000
-300
-0.5% -$20.2K
EVRG icon
349
Evergy
EVRG
$19.2B
$4.51M 0.04%
+80,300
New +$4.3M
AWK icon
350
American Water Works
AWK
$26.9B
$4.5M 0.04%
52,728
+200
+0.4% +$16.5K
12 13
14
15 16

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.