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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
NTCT icon
876
NETSCOUT
NTCT
$2.79B
$879K 0.01%
29,600
-2,200
-7% -$61.2K
CAKE icon
877
Cheesecake Factory
CAKE
$5.33B
$864K 0.01%
15,699
+100
+0.6% +$5.29K
CRUS icon
878
Cirrus Logic
CRUS
$6.26B
$862K 0.01%
22,500
-600
-3% -$23K
TGNA
879
DELISTED
TEGNA Inc
TGNA
$861K 0.01%
79,400
+800
+1% +$8.67K
IBOC icon
880
International Bancshares
IBOC
$4.57B
$856K 0.01%
20,000
+200
+1% +$8.4K
CAR icon
881
Avis
CAR
$5.02B
$855K 0.01%
26,300
+300
+1% +$13.1K
RAMP icon
882
LiveRamp
RAMP
$2.3B
$851K 0.01%
28,400
-500
-2% -$13.7K
MUSA icon
883
Murphy USA
MUSA
$9.61B
$849K 0.01%
11,425
-100
-0.9% -$6.91K
KBH icon
884
KB Home
KBH
$3.59B
$847K 0.01%
31,100
+300
+1% +$8.07K
NBR icon
885
Nabors Industries
NBR
$1.21B
$832K 0.01%
2,595
+296
+13% +$109K
GNW icon
886
Genworth Financial
GNW
$3.71B
$828K 0.01%
183,900
+3,700
+2% +$12.8K
CVG
887
DELISTED
Convergys
CVG
$824K 0.01%
33,700
+300
+0.9% +$7.15K
CMP icon
888
Compass Minerals
CMP
$1.15B
$822K 0.01%
12,500
+200
+2% +$13.3K
FHI icon
889
Federated Hermes
FHI
$4.72B
$819K 0.01%
35,100
+500
+1% +$13.4K
SKT icon
890
Tanger
SKT
$4.52B
$817K 0.01%
34,800
+300
+0.9% +$6.6K
SGI
891
Somnigroup International
SGI
$13.7B
$817K 0.01%
68,000
+800
+1% +$9.43K
TRMK icon
892
Trustmark
TRMK
$2.75B
$816K 0.01%
25,000
+300
+1% +$9.66K
UNFI icon
893
United Natural Foods
UNFI
$2.85B
$793K 0.01%
18,600
+200
+1% +$8.82K
MDRX
894
DELISTED
Veradigm Inc. Common Stock
MDRX
$786K 0.01%
65,500
-400
-0.6% -$4.93K
MIK
895
DELISTED
Michaels Stores, Inc
MIK
$784K 0.01%
40,900
+600
+1% +$11.4K
SAFM
896
DELISTED
Sanderson Farms Inc
SAFM
$778K 0.01%
7,400
+100
+1% +$10.9K
TUP
897
DELISTED
Tupperware Brands Corporation
TUP
$775K 0.01%
18,787
+200
+1% +$8.77K
EAT icon
898
Brinker International
EAT
$9.66B
$770K 0.01%
16,177
-700
-4% -$31K
CARS icon
899
Cars.com
CARS
$660M
$752K 0.01%
26,499
+400
+2% +$11K
PBH icon
900
Prestige Consumer Healthcare
PBH
$2.6B
$748K 0.01%
19,500
+200
+1% +$6.74K
34 35
36
37 38

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.