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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
MLM icon
376
Martin Marietta Materials
MLM
$33B
$4.16M 0.03%
18,612
+100
+0.5% +$21.3K
EQT icon
377
EQT Corp
EQT
$32.3B
$4.12M 0.03%
137,169
+4,776
+4% +$133K
FAST icon
378
Fastenal
FAST
$59.5B
$4.1M 0.03%
340,544
+2,000
+0.6% +$25.9K
FTI icon
379
TechnipFMC
FTI
$27.3B
$4.08M 0.03%
172,696
– –
BKR icon
380
Baker Hughes
BKR
$61.1B
$4.07M 0.03%
123,301
-1,100
-0.9% -$37.3K
WCG
381
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.06M 0.03%
16,500
+300
+2% +$65.3K
KEYS icon
382
Keysight
KEYS
$58.3B
$4.06M 0.03%
68,800
-500
-0.7% -$27.8K
LNC icon
383
Lincoln National
LNC
$8.81B
$4.03M 0.03%
64,781
+500
+0.8% +$34.2K
MHK icon
384
Mohawk Industries
MHK
$9.22B
$4.01M 0.03%
18,736
+100
+0.5% +$21.9K
TTWO icon
385
Take-Two Interactive
TTWO
$46.1B
$4.01M 0.03%
33,900
+200
+0.6% +$21.8K
STLD icon
386
Steel Dynamics
STLD
$37.6B
$3.99M 0.03%
86,900
+900
+1% +$42.6K
CTXS
387
DELISTED
Citrix Systems Inc
CTXS
$3.99M 0.03%
38,074
– –
PTC icon
388
PTC
PTC
$16B
$3.99M 0.03%
42,539
+200
+0.5% +$17.3K
GPC icon
389
Genuine Parts
GPC
$18.7B
$3.99M 0.03%
43,432
+200
+0.5% +$18.2K
TPR icon
390
Tapestry
TPR
$32.8B
$3.98M 0.03%
85,247
-348,600
-80% -$16.8M
TIF
391
DELISTED
Tiffany & Co.
TIF
$3.97M 0.03%
30,134
+100
+0.3% +$11.4K
CMS icon
392
CMS Energy
CMS
$22.3B
$3.95M 0.03%
83,635
+500
+0.6% +$22.6K
ULTA icon
393
Ulta Beauty
ULTA
$24.3B
$3.94M 0.03%
16,884
-200
-1% -$48.3K
DRI icon
394
Darden Restaurants
DRI
$24.4B
$3.92M 0.03%
36,653
+300
+0.8% +$27.5K
VRSN icon
395
VeriSign
VRSN
$26.6B
$3.91M 0.03%
28,457
+3,900
+16% +$500K
IEX icon
396
IDEX
IEX
$17.3B
$3.86M 0.03%
28,300
+400
+1% +$55.9K
HSY icon
397
Hershey
HSY
$36.6B
$3.85M 0.03%
41,382
-100
-0.2% -$9.32K
CHD icon
398
Church & Dwight Co
CHD
$24.5B
$3.85M 0.03%
72,424
+600
+0.8% +$29K
ARE icon
399
Alexandria Real Estate Equities
ARE
$8.56B
$3.85M 0.03%
30,500
+700
+2% +$87.5K
KMX icon
400
CarMax
KMX
$8.26B
$3.84M 0.03%
52,705
-500
-0.9% -$33.4K
14 15
16
17 18

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.