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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
DLX icon
801
Deluxe
DLX
$1.15B
$1.17M 0.01%
17,662
+200
+1% +$14K
ESV
802
DELISTED
Ensco Rowan plc
ESV
$1.17M 0.01%
40,250
+525
+1% +$12.9K
ATI icon
803
ATI
ATI
$31B
$1.16M 0.01%
46,300
+500
+1% +$13.5K
EDR
804
DELISTED
Education Realty Trust Inc
EDR
$1.16M 0.01%
27,900
+300
+1% +$10.7K
ENS icon
805
EnerSys
ENS
$6.99B
$1.16M 0.01%
15,500
+200
+1% +$14.9K
MANH icon
806
Manhattan Associates
MANH
$11.4B
$1.16M 0.01%
24,600
-200
-0.8% -$8.85K
MTDR icon
807
Matador Resources
MTDR
$6.09B
$1.15M 0.01%
38,100
+2,700
+8% +$81.4K
HAIN icon
808
Hain Celestial
HAIN
$53.7M
$1.14M 0.01%
38,300
+400
+1% +$11.5K
TXNM
809
TXNM Energy Inc
TXNM
$5.94B
$1.14M 0.01%
29,334
+300
+1% +$11.5K
CATY icon
810
Cathay General Bancorp
CATY
$4.24B
$1.14M 0.01%
28,100
+300
+1% +$12.4K
WEN icon
811
Wendy's
WEN
$1.46B
$1.14M 0.01%
66,043
+600
+0.9% +$10.2K
VSH icon
812
Vishay Intertechnology
VSH
$5.43B
$1.13M 0.01%
48,652
+500
+1% +$10.4K
PCH
813
DELISTED
PotlatchDeltic
PCH
$1.13M 0.01%
22,141
+200
+0.9% +$10.1K
TEX icon
814
Terex
TEX
$7.74B
$1.12M 0.01%
26,600
-1,400
-5% -$55.6K
SXT icon
815
Sensient Technologies
SXT
$5.53B
$1.11M 0.01%
15,570
-200
-1% -$13.9K
UFS
816
DELISTED
DOMTAR CORPORATION (New)
UFS
$1.1M 0.01%
23,100
+200
+0.9% +$9.27K
TKR icon
817
Timken Company
TKR
$9.03B
$1.1M 0.01%
25,200
+200
+0.8% +$9.33K
LM
818
DELISTED
Legg Mason, Inc.
LM
$1.09M 0.01%
31,500
+700
+2% +$26.6K
CDP icon
819
COPT Defense Properties
CDP
$4.21B
$1.09M 0.01%
37,600
+700
+2% +$19.2K
DY icon
820
Dycom Industries
DY
$12.3B
$1.09M 0.01%
11,500
+100
+0.9% +$10.2K
THS
821
DELISTED
Treehouse Foods
THS
$1.09M 0.01%
20,700
+100
+0.5% +$4.53K
DAN icon
822
Dana Inc
DAN
$3.06B
$1.08M 0.01%
53,600
+700
+1% +$16.6K
KMT icon
823
Kennametal
KMT
$2.52B
$1.08M 0.01%
30,060
+300
+1% +$11.5K
PRSP
824
DELISTED
Perspecta Inc. Common Stock
PRSP
$1.08M 0.01%
+52,500
New +$1.18M
QEP
825
DELISTED
QEP RESOURCES, INC.
QEP
$1.07M 0.01%
87,600
-200
-0.2% -$2.38K
31 32
33
34 35

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.