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
DHC
701
Diversified Healthcare Trust
DHC
$2.14B
$1.58M 0.01%
87,500
+900
+1% +$14.9K
EVR icon
702
Evercore
EVR
$11.8B
$1.58M 0.01%
15,000
+100
+0.7% +$10.3K
EVHC
703
DELISTED
Envision Healthcare Holdings Inc
EVHC
$1.58M 0.01%
35,900
+300
+0.8% +$12.3K
ARRS
704
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.58M 0.01%
64,500
+1,000
+2% +$26.3K
WWD icon
705
Woodward
WWD
$21.4B
$1.57M 0.01%
20,400
+300
+1% +$22.5K
ZD icon
706
Ziff Davis
ZD
$1.98B
$1.57M 0.01%
20,815
+230
+1% +$16.9K
FLS icon
707
Flowserve
FLS
$10.2B
$1.57M 0.01%
38,775
+300
+0.8% +$13.1K
CLGX
708
DELISTED
Corelogic, Inc.
CLGX
$1.56M 0.01%
30,100
+400
+1% +$20.1K
VVV icon
709
Valvoline
VVV
$4.51B
$1.55M 0.01%
72,028
-900
-1% -$19K
EPR icon
710
EPR Properties
EPR
$4.77B
$1.54M 0.01%
23,800
+200
+0.8% +$11.8K
FR icon
711
First Industrial Realty Trust
FR
$8.44B
$1.54M 0.01%
46,200
+2,400
+5% +$75.6K
WOLF icon
712
Wolfspeed
WOLF
$1.71B
$1.54M 0.01%
37,000
+1,200
+3% +$52.5K
TCF
713
DELISTED
TCF Financial Corporation
TCF
$1.52M 0.01%
61,960
-400
-0.6% -$10K
XRX icon
714
Xerox
XRX
$425M
$1.52M 0.01%
63,318
+300
+0.5% +$8.48K
IDTI
715
DELISTED
Integrated Device Technology I
IDTI
$1.52M 0.01%
47,620
-600
-1% -$19.1K
MD icon
716
Pediatrix Medical
MD
$2.2B
$1.51M 0.01%
34,800
+600
+2% +$28.8K
CXT icon
717
Crane NXT
CXT
$3.07B
$1.5M 0.01%
53,929
+863
+2% +$26K
NVT icon
718
nVent Electric
NVT
$26.7B
$1.5M 0.01%
+59,802
New +$1.56M
SKX
719
DELISTED
Skechers
SKX
$1.5M 0.01%
50,000
+600
+1% +$19.2K
CUZ icon
720
Cousins Properties
CUZ
$4.88B
$1.5M 0.01%
38,700
+425
+1% +$15.5K
BCO icon
721
Brink's
BCO
$4.62B
$1.49M 0.01%
18,700
+300
+2% +$22.7K
MMS icon
722
Maximus
MMS
$3.1B
$1.49M 0.01%
24,000
+200
+0.8% +$13K
VSM
723
DELISTED
Versum Materials, Inc.
VSM
$1.49M 0.01%
40,101
+400
+1% +$15.3K
DLPH
724
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.49M 0.01%
32,700
+400
+1% +$20K
PWR icon
725
Quanta Services
PWR
$101B
$1.48M 0.01%
44,256
-1,000
-2% -$35K
27 28
29
30 31

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.