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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
LSTR icon
676
Landstar System
LSTR
$6.21B
$1.69M 0.01%
15,500
+200
+1% +$22K
ITT icon
677
ITT
ITT
$19.1B
$1.68M 0.01%
32,200
+100
+0.3% +$5.22K
WGL
678
DELISTED
Wgl Holdings
WGL
$1.68M 0.01%
18,940
+200
+1% +$17.4K
DNB
679
DELISTED
Dun & Bradstreet
DNB
$1.68M 0.01%
13,700
+200
+1% +$24.3K
NFG icon
680
National Fuel Gas
NFG
$7.65B
$1.68M 0.01%
31,680
+400
+1% +$20.7K
IART icon
681
Integra LifeSciences
IART
$1.34B
$1.68M 0.01%
+26,000
New +$1.61M
TCBI icon
682
Texas Capital Bancshares
TCBI
$4.32B
$1.67M 0.01%
18,300
+200
+1% +$19.4K
MAT icon
683
Mattel
MAT
$4.23B
$1.67M 0.01%
101,861
+600
+0.6% +$9.11K
PNFP icon
684
Pinnacle Financial Partners Inc
PNFP
$15.8B
$1.67M 0.01%
27,200
+200
+0.7% +$13K
NATI
685
DELISTED
National Instruments Corp
NATI
$1.67M 0.01%
39,675
+500
+1% +$22.2K
LSI
686
DELISTED
Life Storage, Inc.
LSI
$1.66M 0.01%
25,650
+150
+0.6% +$9.06K
SRCL
687
DELISTED
Stericycle Inc
SRCL
$1.66M 0.01%
25,381
+200
+0.8% +$12.4K
KEX icon
688
Kirby Corp
KEX
$6.93B
$1.66M 0.01%
19,800
+200
+1% +$17.4K
GT icon
689
Goodyear
GT
$1.85B
$1.65M 0.01%
71,016
+300
+0.4% +$7.71K
ICUI icon
690
ICU Medical
ICUI
$4.61B
$1.64M 0.01%
5,600
+100
+2% +$27.3K
EME icon
691
Emcor
EME
$36B
$1.64M 0.01%
21,500
+200
+0.9% +$15.5K
SCG
692
DELISTED
Scana
SCG
$1.63M 0.01%
42,216
+200
+0.5% +$7.28K
PRI icon
693
Primerica
PRI
$9.89B
$1.61M 0.01%
16,200
+100
+0.6% +$9.79K
AIZ icon
694
Assurant
AIZ
$14.3B
$1.61M 0.01%
15,557
+100
+0.6% +$9.41K
LIVN icon
695
LivaNova
LIVN
$4.2B
$1.61M 0.01%
16,100
+300
+2% +$27.2K
NUS icon
696
Nu Skin
NUS
$267M
$1.6M 0.01%
20,500
+2,400
+13% +$186K
FNB icon
697
FNB Corp
FNB
$6.75B
$1.6M 0.01%
119,300
+1,400
+1% +$18.9K
TNL icon
698
Travel + Leisure Co
TNL
$4.7B
$1.59M 0.01%
35,937
-466,728
-93% -$23M
TXRH icon
699
Texas Roadhouse
TXRH
$13.7B
$1.58M 0.01%
24,200
+300
+1% +$18.8K
SLAB icon
700
Silicon Laboratories
SLAB
$7.23B
$1.58M 0.01%
15,900
+300
+2% +$30K
26 27
28
29 30

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.