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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
RGA icon
451
Reinsurance Group of America
RGA
$16.1B
$3.18M 0.03%
23,800
+300
+1% +$44.7K
NDAQ icon
452
Nasdaq
NDAQ
$52.9B
$3.16M 0.02%
103,833
+900
+0.9% +$27.1K
VIAB
453
DELISTED
Viacom Inc. Class B
VIAB
$3.15M 0.02%
104,504
+600
+0.6% +$17.6K
CMG icon
454
Chipotle Mexican Grill
CMG
$41.5B
$3.12M 0.02%
362,000
– –
PKG icon
455
Packaging Corp of America
PKG
$22.8B
$3.12M 0.02%
27,900
+100
+0.4% +$11.7K
CPT icon
456
Camden Property Trust
CPT
$11.3B
$3.12M 0.02%
34,200
+400
+1% +$34.8K
FFIV icon
457
F5
FFIV
$22.7B
$3.12M 0.02%
18,072
-100
-0.6% -$16.7K
WAB icon
458
Wabtec
WAB
$49.3B
$3.12M 0.02%
31,600
+400
+1% +$37.2K
HAS icon
459
Hasbro
HAS
$13.2B
$3.1M 0.02%
33,639
+400
+1% +$35.1K
LDOS icon
460
Leidos
LDOS
$17.3B
$3.1M 0.02%
52,548
+700
+1% +$43.6K
ALB icon
461
Albemarle
ALB
$15.5B
$3.1M 0.02%
32,840
+300
+0.9% +$28.8K
JBHT icon
462
JB Hunt Transport Services
JBHT
$25.2B
$3.08M 0.02%
25,376
+200
+0.8% +$24.5K
ZION icon
463
Zions Bancorporation
ZION
$10.3B
$3.08M 0.02%
58,406
+600
+1% +$33.1K
VAR
464
DELISTED
Varian Medical Systems, Inc.
VAR
$3.08M 0.02%
27,054
+200
+0.7% +$23.9K
CF icon
465
CF Industries
CF
$17.3B
$3.07M 0.02%
69,125
+500
+0.7% +$20.4K
DRE
466
DELISTED
Duke Realty Corp.
DRE
$3.07M 0.02%
105,700
+600
+0.6% +$16.6K
BEN icon
467
Franklin Resources
BEN
$17.2B
$3.02M 0.02%
94,360
-1,500
-2% -$50.2K
SEIC icon
468
SEI Investments
SEIC
$12.6B
$3.02M 0.02%
48,300
+700
+1% +$46.6K
TRMB icon
469
Trimble
TRMB
$13.9B
$3.02M 0.02%
91,800
+1,300
+1% +$45.1K
QRVO icon
470
Qorvo
QRVO
$8.74B
$3M 0.02%
37,424
+200
+0.5% +$15.5K
AAP icon
471
Advance Auto Parts
AAP
$3.49B
$2.98M 0.02%
21,968
+200
+0.9% +$24.3K
HRL icon
472
Hormel Foods
HRL
$13.8B
$2.97M 0.02%
79,920
+400
+0.5% +$14.4K
UDR icon
473
UDR
UDR
$12.3B
$2.97M 0.02%
79,204
+300
+0.4% +$10.8K
CDK
474
DELISTED
CDK Global, Inc.
CDK
$2.97M 0.02%
45,600
-500
-1% -$32.3K
CINF icon
475
Cincinnati Financial
CINF
$27.1B
$2.96M 0.02%
44,221
+300
+0.7% +$21.3K
17 18
19
20 21

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.