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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
RIG icon
576
Transocean
RIG
$5.82B
$2.17M 0.02%
161,600
+2,700
+2% +$33.2K
BIO icon
577
Bio-Rad Laboratories Class A
BIO
$9.42B
$2.16M 0.02%
7,500
+100
+1% +$27.6K
WBS icon
578
Webster Financial
WBS
$12.8B
$2.16M 0.02%
33,950
+400
+1% +$24.9K
WH icon
579
Wyndham Hotels & Resorts
WH
$5.48B
$2.16M 0.02%
+36,737
New +$2.26M
DCI icon
580
Donaldson
DCI
$11.4B
$2.16M 0.02%
47,820
+500
+1% +$23.1K
ACC
581
DELISTED
American Campus Communities, Inc.
ACC
$2.16M 0.02%
50,300
+600
+1% +$24K
FHN icon
582
First Horizon
FHN
$12.1B
$2.15M 0.02%
120,483
+1,400
+1% +$26.3K
ATR icon
583
AptarGroup
ATR
$8.61B
$2.15M 0.02%
23,000
+400
+2% +$37.2K
HWM icon
584
Howmet Aerospace
HWM
$112B
$2.14M 0.02%
164,088
+1,044
+0.6% +$15.5K
KIM icon
585
Kimco Realty
KIM
$16.4B
$2.14M 0.02%
125,838
+600
+0.5% +$9.06K
HUBB icon
586
Hubbell
HUBB
$27.2B
$2.14M 0.02%
20,214
+300
+2% +$33.2K
HRC
587
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$2.13M 0.02%
24,450
+300
+1% +$26.7K
POST icon
588
Post Holdings
POST
$3.57B
$2.13M 0.02%
37,894
+1,375
+4% +$71.8K
CONE
589
DELISTED
CyrusOne Inc Common Stock
CONE
$2.13M 0.02%
36,500
+1,500
+4% +$81.3K
FICO icon
590
Fair Isaac
FICO
$22.5B
$2.13M 0.02%
11,000
– –
FAF icon
591
First American
FAF
$7.58B
$2.13M 0.02%
41,100
+700
+2% +$37.3K
DNKN
592
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.11M 0.02%
30,600
+600
+2% +$38.6K
FLIR
593
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$2.11M 0.02%
40,585
-300
-0.7% -$16K
FSCT
594
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$2.11M 0.02%
+61,523
New +$2M
WSO icon
595
Watsco Inc
WSO
$13.6B
$2.1M 0.02%
11,800
+100
+0.9% +$18.2K
LFUS icon
596
Littelfuse
LFUS
$11.6B
$2.1M 0.02%
9,200
+200
+2% +$42.9K
MAN icon
597
ManpowerGroup
MAN
$2.63B
$2.08M 0.02%
24,230
-221,800
-90% -$21.8M
GAP
598
The Gap Inc
GAP
$7.37B
$2.08M 0.02%
64,246
+100
+0.2% +$3.08K
HOG icon
599
Harley-Davidson
HOG
$2.71B
$2.07M 0.02%
49,277
-300
-0.6% -$12.6K
BC icon
600
Brunswick
BC
$5.28B
$2.07M 0.02%
32,100
+200
+0.6% +$12.5K
22 23
24
25 26

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.