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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
AVNT icon
776
Avient
AVNT
$4.19B
$1.27M 0.01%
29,500
– –
CHRD icon
777
Chord Energy
CHRD
$7.39B
$1.27M 0.01%
+98,200
New +$1.12M
WBD icon
778
Warner Bros
WBD
$67.1B
$1.27M 0.01%
46,249
+400
+0.9% +$9.54K
NAVI icon
779
Navient
NAVI
$853M
$1.27M 0.01%
97,500
+20,067
+26% +$273K
DECK icon
780
Deckers Outdoor
DECK
$13.3B
$1.26M 0.01%
67,200
-2,400
-3% -$41.5K
SAIC icon
781
Saic
SAIC
$5.35B
$1.26M 0.01%
15,585
– –
JBGS
782
JBG SMITH
JBGS
$708M
$1.25M 0.01%
34,325
+300
+0.9% +$10.9K
VMI icon
783
Valmont Industries
VMI
$9.53B
$1.25M 0.01%
8,300
– –
CHDN icon
784
Churchill Downs
CHDN
$6.12B
$1.25M 0.01%
25,284
+600
+2% +$28.1K
GEO icon
785
The GEO Group
GEO
$4.04B
$1.25M 0.01%
45,350
+100
+0.2% +$2.38K
CABO icon
786
Cable One
CABO
$212M
$1.25M 0.01%
1,700
– –
UAA icon
787
Under Armour
UAA
$2.6B
$1.24M 0.01%
55,056
+500
+0.9% +$9.88K
ACHC icon
788
Acadia Healthcare
ACHC
$2.94B
$1.24M 0.01%
30,200
+400
+1% +$16.1K
UMBF icon
789
UMB Financial
UMBF
$11.1B
$1.24M 0.01%
16,200
+100
+0.6% +$7.69K
NYT icon
790
New York Times
NYT
$10.2B
$1.22M 0.01%
47,100
+500
+1% +$11.8K
UNIT
791
Uniti Group
UNIT
$2.32B
$1.22M 0.01%
60,840
+700
+1% +$13.6K
MSA icon
792
Mine Safety
MSA
$7.49B
$1.21M 0.01%
12,600
+200
+2% +$18.1K
SIG icon
793
Signet Jewelers
SIG
$3.76B
$1.21M 0.01%
21,700
-300
-1% -$13.3K
BKH icon
794
Black Hills Corp
BKH
$5.69B
$1.21M 0.01%
19,690
+200
+1% +$11.4K
CHX
795
DELISTED
ChampionX
CHX
$1.19M 0.01%
+28,531
New +$1.17M
SMG icon
796
ScottsMiracle-Gro
SMG
$3.66B
$1.19M 0.01%
14,275
-200
-1% -$16.7K
VLY icon
797
Valley National Bancorp
VLY
$8.04B
$1.19M 0.01%
97,614
+1,200
+1% +$15.1K
UA icon
798
Under Armour Class C
UA
$2.53B
$1.18M 0.01%
55,799
+1,500
+3% +$26.7K
HCSG icon
799
Healthcare Services Group
HCSG
$1.53B
$1.18M 0.01%
27,200
+300
+1% +$11.9K
CNO icon
800
CNO Financial Group
CNO
$5.1B
$1.17M 0.01%
61,600
+800
+1% +$16.6K
30 31
32
33 34

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.