We are live on ! Find out more
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
RS icon
551
Reliance Steel & Aluminium
RS
$21.6B
$2.33M 0.02%
26,600
+100
+0.4% +$9.09K
GNTX icon
552
Gentex
GNTX
$5.07B
$2.32M 0.02%
100,900
+900
+0.9% +$21.4K
FBIN icon
553
Fortune Brands Innovations
FBIN
$6.06B
$2.32M 0.02%
50,502
-1,872
-4% -$90.8K
CFR icon
554
Cullen/Frost Bankers
CFR
$10.2B
$2.32M 0.02%
21,400
+300
+1% +$33.9K
DCT
555
DELISTED
DCT Industrial Trust Inc.
DCT
$2.32M 0.02%
34,700
+500
+1% +$31.4K
CPB icon
556
Campbell Soup
CPB
$6.87B
$2.31M 0.02%
56,959
+300
+0.5% +$11.7K
SNV
557
DELISTED
Synovus
SNV
$2.31M 0.02%
43,705
+400
+0.9% +$21.3K
WTRG icon
558
Essential Utilities
WTRG
$11.4B
$2.31M 0.02%
65,516
+700
+1% +$24K
SABR icon
559
Sabre
SABR
$835M
$2.29M 0.02%
93,100
+11,100
+14% +$257K
EV
560
DELISTED
Eaton Vance Corp.
EV
$2.29M 0.02%
43,900
+100
+0.2% +$5.51K
DISH
561
DELISTED
DISH Network Corp.
DISH
$2.28M 0.02%
67,800
+700
+1% +$23.9K
PACW
562
DELISTED
PacWest Bancorp
PACW
$2.28M 0.02%
46,100
+300
+0.7% +$15.7K
J icon
563
Jacobs Solutions
J
$17B
$2.27M 0.02%
43,174
+363
+0.8% +$18.7K
OHI icon
564
Omega Healthcare
OHI
$14.7B
$2.27M 0.02%
73,100
+700
+1% +$20K
X
565
DELISTED
US Steel
X
$2.26M 0.02%
65,100
+1,000
+2% +$35.8K
POOL icon
566
Pool Corp
POOL
$7.5B
$2.26M 0.02%
14,900
+200
+1% +$29.4K
PHM icon
567
Pultegroup
PHM
$25.3B
$2.24M 0.02%
77,809
+200
+0.3% +$6.02K
RGLD icon
568
Royal Gold
RGLD
$19.5B
$2.24M 0.02%
24,100
+200
+0.8% +$17.9K
CBSH icon
569
Commerce Bancshares
CBSH
$8.5B
$2.23M 0.02%
51,006
+443
+0.9% +$19.3K
EXEL icon
570
Exelixis
EXEL
$13.4B
$2.23M 0.02%
+103,500
New +$2.14M
JBLU icon
571
JetBlue
JBLU
$2.29B
$2.21M 0.02%
116,623
-700
-0.6% -$13.5K
NGG icon
572
National Grid
NGG
$81.3B
$2.21M 0.02%
44,764
– –
ALK icon
573
Alaska Air
ALK
$5.58B
$2.2M 0.02%
36,496
+300
+0.8% +$18.6K
WP
574
DELISTED
Worldpay, Inc.
WP
$2.2M 0.02%
26,950
– –
ALLE icon
575
Allegion
ALLE
$14.4B
$2.17M 0.02%
28,085
+100
+0.4% +$8.01K
21 22
23
24 25

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.