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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
JWN
651
DELISTED
Nordstrom
JWN
$1.8M 0.01%
34,792
+400
+1% +$19.8K
WTFC icon
652
Wintrust Financial
WTFC
$10.7B
$1.8M 0.01%
20,700
+200
+1% +$18.4K
ASH icon
653
Ashland
ASH
$3.5B
$1.79M 0.01%
22,953
+300
+1% +$22.3K
NFX
654
DELISTED
Newfield Exploration
NFX
$1.79M 0.01%
59,112
+300
+0.5% +$8.48K
TDC icon
655
Teradata
TDC
$2.55B
$1.79M 0.01%
44,500
– –
RNR icon
656
RenaissanceRe
RNR
$13.4B
$1.78M 0.01%
14,800
+200
+1% +$25.8K
TRIP icon
657
TripAdvisor
TRIP
$1.26B
$1.77M 0.01%
31,754
-200
-0.6% -$9.56K
THO icon
658
Thor Industries
THO
$4.14B
$1.76M 0.01%
18,100
+200
+1% +$20.4K
CHK
659
DELISTED
Chesapeake Energy Corporation
CHK
$1.76M 0.01%
1,679
+22
+1% +$17K
NWSA icon
660
News Corp Class A
NWSA
$15.4B
$1.76M 0.01%
113,439
+700
+0.6% +$11.1K
PB icon
661
Prosperity Bancshares
PB
$8.89B
$1.76M 0.01%
25,700
+200
+0.8% +$14.6K
MDSO
662
DELISTED
Medidata Solutions, Inc.
MDSO
$1.76M 0.01%
21,800
+200
+0.9% +$15K
AYI icon
663
Acuity Brands
AYI
$10.8B
$1.75M 0.01%
15,100
+2,700
+22% +$329K
JBL icon
664
Jabil
JBL
$35.8B
$1.75M 0.01%
63,100
-800
-1% -$22.5K
PRAH
665
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.74M 0.01%
+18,600
New +$1.6M
LEG icon
666
Leggett & Platt
LEG
$1.31B
$1.74M 0.01%
38,877
-100
-0.3% -$4.29K
PBF icon
667
PBF Energy
PBF
$7.31B
$1.73M 0.01%
41,300
+1,000
+2% +$41.8K
SVC
668
Service Properties Trust
SVC
$1.07B
$1.73M 0.01%
12,100
+120
+1% +$16.2K
WSM icon
669
Williams-Sonoma
WSM
$29.6B
$1.73M 0.01%
56,400
– –
HAE icon
670
Haemonetics
HAE
$4B
$1.72M 0.01%
+19,200
New +$1.62M
IDA icon
671
Idacorp
IDA
$8.2B
$1.71M 0.01%
18,580
+200
+1% +$18K
MOH icon
672
Molina Healthcare
MOH
$10.3B
$1.71M 0.01%
17,500
+700
+4% +$61K
MASI
673
DELISTED
Masimo
MASI
$1.71M 0.01%
17,500
+200
+1% +$19K
ASB icon
674
Associated Banc-Corp
ASB
$5.91B
$1.7M 0.01%
62,289
+100
+0.2% +$2.68K
IBKR icon
675
Interactive Brokers
IBKR
$39.8B
$1.69M 0.01%
105,200
+800
+0.8% +$14.5K
25 26
27
28 29

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.