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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
CVSA
826
Covista Inc
CVSA
$4.8B
$1.07M 0.01%
22,200
+200
+0.9% +$9.56K
FULT icon
827
Fulton Financial
FULT
$4.64B
$1.07M 0.01%
64,700
+800
+1% +$13.9K
ACIW icon
828
ACI Worldwide
ACIW
$5.42B
$1.06M 0.01%
42,850
+600
+1% +$14.6K
TECD
829
DELISTED
Tech Data Corp
TECD
$1.05M 0.01%
12,850
+200
+2% +$16.5K
AMCX icon
830
AMC Global Media
AMCX
$489M
$1.05M 0.01%
16,950
-1,000
-6% -$57K
AN icon
831
AutoNation
AN
$6.92B
$1.05M 0.01%
21,700
-100
-0.5% -$4.74K
BYD icon
832
Boyd Gaming
BYD
$6.06B
$1.05M 0.01%
30,300
+400
+1% +$14.1K
CLH icon
833
Clean Harbors
CLH
$16.3B
$1.04M 0.01%
18,800
+100
+0.5% +$5.14K
CXW icon
834
CoreCivic
CXW
$3.19B
$1.04M 0.01%
43,712
+600
+1% +$12.7K
NWE icon
835
NorthWestern Energy
NWE
$4.43B
$1.04M 0.01%
18,200
+200
+1% +$10.8K
SNX icon
836
TD Synnex
SNX
$20.2B
$1.04M 0.01%
21,600
+200
+0.9% +$10.7K
EFOI icon
837
Energy Focus
EFOI
$20.3M
$1.04M 0.01%
15,580
– –
IDCC icon
838
InterDigital
IDCC
$8.89B
$1.04M 0.01%
12,800
+200
+2% +$15.9K
GATX icon
839
GATX Corp
GATX
$6.27B
$1.03M 0.01%
13,890
– –
WLY icon
840
John Wiley & Sons Class A
WLY
$2.66B
$1.03M 0.01%
16,500
+300
+2% +$19.9K
BBBY
841
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.03M 0.01%
51,600
-300
-0.6% -$5.6K
CVLT icon
842
Commault Systems
CVLT
$5.61B
$1.03M 0.01%
15,600
+400
+3% +$27.5K
WAFD icon
843
WaFd
WAFD
$2.75B
$1.02M 0.01%
31,123
-400
-1% -$13.1K
DKS icon
844
Dick's Sporting Goods
DKS
$18.7B
$1.01M 0.01%
28,700
-1,400
-5% -$47.5K
THC icon
845
Tenet Healthcare
THC
$21.1B
$1.01M 0.01%
30,100
+600
+2% +$18.7K
OI icon
846
O-I Glass
OI
$1.08B
$1M 0.01%
59,600
+200
+0.3% +$3.86K
EPC icon
847
Edgewell Personal Care
EPC
$1.31B
$1M 0.01%
19,844
+200
+1% +$9.19K
EVOK
848
DELISTED
Evoke Pharma
EVOK
$1M 0.01%
2,778
– –
MZTI
849
The Marzetti Company
MZTI
$3.11B
$999K 0.01%
7,220
+100
+1% +$12.8K
SFM icon
850
Sprouts Farmers Market
SFM
$8.01B
$998K 0.01%
45,200
+100
+0.2% +$2.26K
32 33
34
35 36

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.