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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
+3.07%
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
$13.2B
AUM Growth
+$301M
Cap. Flow
-$9.45M
Cap. Flow %
-0.07%
Top 10 Hldgs %
24.67%
Holding
966
New
21
Increased
601
Reduced
225
Closed
18

Top Buys

Rank Stock Value
1
CVS icon
CVS Health
CVS
+$45.3M
2
AGNC icon
AGNC Investment
AGNC
+$33.4M
3
XYZ
Block Inc
XYZ
+$32.9M
4
SYK icon
Stryker
SYK
+$30.9M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$24.7M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$69.5M
2
HD icon
Home Depot
HD
+$42.6M
3
HON icon
Honeywell
HON
+$37.5M
4
NVDA icon
NVIDIA
NVDA
+$31.5M
5
TJX icon
TJX Companies
TJX
+$25.1M

Sector Composition

Rank Sector Weight
1 Financials 20.56%
2 Healthcare 13.97%
3 Technology 13.7%
4 Communication Services 10.64%
5 Industrials 8.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LUMN icon
376
Lumen
LUMN
$6.36B
$4.31M 0.03%
180,391
+900
+0.5% +$22.6K
LLL
377
DELISTED
L3 Technologies, Inc.
LLL
$4.28M 0.03%
25,596
– –
NLSN
378
DELISTED
Nielsen Holdings plc
NLSN
$4.27M 0.03%
110,344
-100
-0.1% -$3.97K
BBWI icon
379
Bath & Body Works
BBWI
$4.16B
$4.26M 0.03%
97,901
+247
+0.3% +$10.1K
VRSK icon
380
Verisk Analytics
VRSK
$24.1B
$4.26M 0.03%
50,516
-300
-0.6% -$24.3K
CMA
381
DELISTED
Comerica
CMA
$4.26M 0.03%
58,176
+400
+0.7% +$28.1K
CMS icon
382
CMS Energy
CMS
$22.3B
$4.26M 0.03%
92,135
+200
+0.2% +$9.25K
FE icon
383
FirstEnergy
FE
$27.4B
$4.25M 0.03%
145,853
+500
+0.3% +$14.9K
CHD icon
384
Church & Dwight Co
CHD
$24.4B
$4.25M 0.03%
81,924
-1,700
-2% -$86.9K
L icon
385
Loews
L
$23.6B
$4.25M 0.03%
90,785
+100
+0.1% +$4.68K
NBL
386
DELISTED
Noble Energy, Inc.
NBL
$4.23M 0.03%
149,561
+6,500
+5% +$202K
DPZ icon
387
Domino's
DPZ
$11.8B
$4.19M 0.03%
19,800
+300
+2% +$59.2K
FTI icon
388
TechnipFMC
FTI
$27.6B
$4.18M 0.03%
206,430
– –
HOLX
389
DELISTED
Hologic
HOLX
$4.18M 0.03%
92,060
+300
+0.3% +$13.2K
HLT icon
390
Hilton Worldwide
HLT
$72.7B
$4.16M 0.03%
+67,300
New +$4.19M
TXT icon
391
Textron
TXT
$15.2B
$4.14M 0.03%
87,937
-800
-0.9% -$37.6K
FAST icon
392
Fastenal
FAST
$58.1B
$4.14M 0.03%
380,144
– –
HAS icon
393
Hasbro
HAS
$12.9B
$4.12M 0.03%
36,939
+200
+0.5% +$20.6K
NOV icon
394
NOV
NOV
$7.17B
$4.11M 0.03%
124,878
+500
+0.4% +$17.3K
DOV icon
395
Dover
DOV
$28.5B
$4.1M 0.03%
63,339
+124
+0.2% +$8.09K
DRE
396
DELISTED
Duke Realty Corp.
DRE
$4.1M 0.03%
146,600
+2,100
+1% +$59K
EMN icon
397
Eastman Chemical
EMN
$8.53B
$4.03M 0.03%
47,970
-100
-0.2% -$8.06K
MAS icon
398
Masco
MAS
$15B
$4.02M 0.03%
105,104
-100
-0.1% -$3.66K
CTXS
399
DELISTED
Citrix Systems Inc
CTXS
$3.95M 0.03%
49,674
-1,700
-3% -$141K
MAA icon
400
Mid-America Apartment Communities
MAA
$15.6B
$3.93M 0.03%
37,301
– –
14 15
16
17 18

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 2017 Portfolio in Review

As of Q2 2017, State of Michigan Retirement System held 966 positions worth $13.2B, up 2.3% from $12.9B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Trading was light in Q2 2017: portfolio turnover was 4%. State of Michigan Retirement System opened 21 new positions and exited 18, leaving the 966-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 21% of assets, down from 21% a quarter earlier, followed by Healthcare and Technology.

  • State of Michigan Retirement System's largest Q2 2017 buy was AGNC Investment: 1,609,500 shares worth $34.3M.
  • State of Michigan Retirement System added most to CVS Health in Q2 2017, an estimated $45.3M increase.
  • State of Michigan Retirement System's biggest Q2 2017 reduction was Apple, cutting an estimated $69.5M.
  • State of Michigan Retirement System fully exited Yahoo Inc in Q2 2017, selling an estimated $13.4M.
  • State of Michigan Retirement System's ten largest holdings make up 25% of its $13.2B portfolio in Q2 2017.
  • State of Michigan Retirement System opened 21 new positions and closed 18 in Q2 2017.
  • State of Michigan Retirement System's portfolio value rose 2.3% quarter-over-quarter to $13.2B.

Based on State of Michigan Retirement System's 13F filing for Q2 2017, filed 19 Jul 2017.