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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
RL icon
601
Ralph Lauren
RL
$23.6B
$2.07M 0.02%
16,441
+100
+0.6% +$12.1K
MDU icon
602
MDU Resources
MDU
$4.32B
$2.06M 0.02%
189,252
+2,104
+1% +$22.4K
CTLT
603
DELISTED
CATALENT, INC.
CTLT
$2.06M 0.02%
49,100
+500
+1% +$20.2K
CY
604
DELISTED
Cypress Semiconductor
CY
$2.06M 0.02%
132,000
+2,600
+2% +$42.9K
HP icon
605
Helmerich & Payne
HP
$3.71B
$2.05M 0.02%
32,192
+100
+0.3% +$6.8K
CLB icon
606
Core Laboratories
CLB
$521M
$2.04M 0.02%
16,200
+100
+0.6% +$12.2K
JHG
607
DELISTED
Janus Henderson
JHG
$2.04M 0.02%
66,437
+700
+1% +$22.4K
TECH icon
608
Bio-Techne
TECH
$11.3B
$2.04M 0.02%
55,200
+400
+0.7% +$15.3K
JEF icon
609
Jefferies Financial Group
JEF
$13.1B
$2.04M 0.02%
100,258
-2,904
-3% -$60.8K
FLR icon
610
Fluor
FLR
$7.96B
$2.03M 0.02%
41,653
+500
+1% +$26.2K
SEE
611
DELISTED
Sealed Air
SEE
$2.03M 0.02%
47,748
-1,500
-3% -$65.9K
PNR icon
612
Pentair
PNR
$11B
$2.02M 0.02%
48,102
-24,564
-34% -$1.1M
MUR icon
613
Murphy Oil
MUR
$4.78B
$2.02M 0.02%
59,900
+800
+1% +$24.7K
GRMN
614
Garmin
GRMN
$60B
$2.01M 0.02%
32,962
+400
+1% +$24K
FIVE icon
615
Five Below
FIVE
$13.5B
$2M 0.02%
+20,500
New +$1.65M
SIX
616
DELISTED
Six Flags Entertainment Corp.
SIX
$2M 0.02%
28,600
-100
-0.3% -$6.53K
FLG
617
Flagstar Bank National Association
FLG
$5.82B
$2M 0.02%
60,223
+666
+1% +$23.9K
LECO icon
618
Lincoln Electric
LECO
$15.4B
$1.99M 0.02%
22,700
+200
+0.9% +$17.8K
LOGM
619
DELISTED
LogMein, Inc.
LOGM
$1.98M 0.02%
19,202
+100
+0.5% +$11.2K
CRL icon
620
Charles River Laboratories
CRL
$12.8B
$1.98M 0.02%
17,600
+300
+2% +$32.4K
COTY icon
621
Coty
COTY
$2.48B
$1.97M 0.02%
139,989
+1,000
+0.7% +$15.4K
AIV
622
Aimco
AIV
$383M
$1.97M 0.02%
350,027
+2,252
+0.6% +$12.2K
ACM icon
623
Aecom
ACM
$9.75B
$1.95M 0.02%
59,100
+1,100
+2% +$37.7K
STL
624
DELISTED
Sterling Bancorp
STL
$1.95M 0.02%
83,000
+1,100
+1% +$26.2K
CW icon
625
Curtiss-Wright
CW
$25.5B
$1.94M 0.02%
16,300
+200
+1% +$26.1K
23 24
25
26 27

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.