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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
ENR icon
751
Energizer
ENR
$1.55B
$1.38M 0.01%
21,944
+200
+0.9% +$11.8K
SF
752
Stifel
SF
$12.6B
$1.38M 0.01%
59,400
+450
+0.8% +$11.7K
CBRL icon
753
Cracker Barrel
CBRL
$1.29B
$1.38M 0.01%
8,800
+100
+1% +$16.1K
NEU icon
754
NewMarket
NEU
$8.18B
$1.38M 0.01%
3,400
+100
+3% +$39.1K
HE icon
755
Hawaiian Electric Industries
HE
$2.14B
$1.37M 0.01%
40,040
+400
+1% +$13.6K
CNK icon
756
Cinemark Holdings
CNK
$4.32B
$1.37M 0.01%
39,100
+500
+1% +$18.4K
KMPR icon
757
Kemper
KMPR
$1.68B
$1.36M 0.01%
18,050
+200
+1% +$14.1K
GMED icon
758
Globus Medical
GMED
$11.2B
$1.36M 0.01%
27,000
+600
+2% +$31.3K
SWX icon
759
Southwest Gas
SWX
$6.67B
$1.36M 0.01%
17,800
+200
+1% +$14.6K
WRI
760
DELISTED
Weingarten Realty Investors
WRI
$1.35M 0.01%
43,900
+400
+0.9% +$11.4K
KLXI
761
DELISTED
KLX Inc.
KLXI
$1.34M 0.01%
22,178
+356
+2% +$21.8K
LITE icon
762
Lumentum
LITE
$69.3B
$1.34M 0.01%
+23,200
New +$1.38M
HR
763
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.34M 0.01%
46,100
+600
+1% +$16.5K
OLLI icon
764
Ollie's Bargain Outlet
OLLI
$4.94B
$1.33M 0.01%
+18,400
New +$1.24M
VSAT icon
765
Viasat
VSAT
$11.1B
$1.33M 0.01%
20,200
+200
+1% +$12.8K
RRX icon
766
Regal Rexnord
RRX
$11.9B
$1.32M 0.01%
16,200
– –
TCO
767
DELISTED
Taubman Centers Inc.
TCO
$1.32M 0.01%
22,500
+300
+1% +$16.8K
URBN icon
768
Urban Outfitters
URBN
$6.59B
$1.32M 0.01%
29,600
+400
+1% +$16.7K
HOMB icon
769
Home BancShares
HOMB
$6.18B
$1.31M 0.01%
58,100
+500
+0.9% +$11.6K
VYX icon
770
NCR Voyix
VYX
$1.14B
$1.3M 0.01%
70,970
+652
+0.9% +$12.3K
BOH icon
771
Bank of Hawaii
BOH
$3.13B
$1.3M 0.01%
15,590
+200
+1% +$17K
MDR
772
DELISTED
McDermott International
MDR
$1.3M 0.01%
+66,199
New +$1.34M
CMD
773
DELISTED
Cantel Medical Corporation
CMD
$1.29M 0.01%
13,100
+100
+0.8% +$11.2K
ILG
774
DELISTED
ILG, Inc Common Stock
ILG
$1.28M 0.01%
38,900
+400
+1% +$13.3K
CNX icon
775
CNX Resources
CNX
$5.2B
$1.28M 0.01%
72,200
-1,200
-2% -$19.2K
29 30
31
32 33

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.