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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
SBNY
476
DELISTED
Signature Bank
SBNY
$3.17M 0.02%
22,100
+300
+1% +$42.5K
TSS
477
DELISTED
Total System Services, Inc.
TSS
$3.17M 0.02%
54,453
+200
+0.4% +$11.4K
SCG
478
DELISTED
Scana
SCG
$3.15M 0.02%
47,016
+100
+0.2% +$6.71K
TTWO icon
479
Take-Two Interactive
TTWO
$46.1B
$3.14M 0.02%
42,800
+1,600
+4% +$110K
JBLU icon
480
JetBlue
JBLU
$2.29B
$3.14M 0.02%
137,523
+600
+0.4% +$13.2K
URI icon
481
United Rentals
URI
$72.4B
$3.13M 0.02%
27,800
+100
+0.4% +$11.2K
PNW icon
482
Pinnacle West Capital
PNW
$12.2B
$3.12M 0.02%
36,687
+100
+0.3% +$8.61K
VAR
483
DELISTED
Varian Medical Systems, Inc.
VAR
$3.12M 0.02%
30,254
-400
-1% -$38.5K
MKTX icon
484
MarketAxess Holdings
MKTX
$5.72B
$3.12M 0.02%
15,500
+200
+1% +$38.3K
HOG icon
485
Harley-Davidson
HOG
$2.71B
$3.1M 0.02%
57,477
-400
-0.7% -$22.3K
WR
486
DELISTED
Westar Energy Inc
WR
$3.1M 0.02%
58,550
+800
+1% +$42.4K
WOOF
487
DELISTED
VCA Inc.
WOOF
$3.09M 0.02%
33,500
+500
+2% +$46K
CPT icon
488
Camden Property Trust
CPT
$11.1B
$3.09M 0.02%
36,100
+500
+1% +$41.9K
MAN icon
489
ManpowerGroup
MAN
$2.63B
$3.08M 0.02%
27,630
+100
+0.4% +$10.3K
AMG icon
490
Affiliated Managers Group
AMG
$9.76B
$3.08M 0.02%
18,556
-100
-0.5% -$16K
TTC icon
491
Toro Company
TTC
$9.49B
$3.07M 0.02%
44,300
+300
+0.7% +$20K
LDOS icon
492
Leidos
LDOS
$17.3B
$3.06M 0.02%
59,148
+1,100
+2% +$58.6K
KRC icon
493
Kilroy Realty
KRC
$4.42B
$3.04M 0.02%
40,500
+800
+2% +$58.9K
CGNX icon
494
Cognex
CGNX
$11.3B
$3.03M 0.02%
71,400
+1,400
+2% +$62.2K
HRL icon
495
Hormel Foods
HRL
$13.8B
$3.02M 0.02%
88,620
– –
AFG icon
496
American Financial Group
AFG
$12.1B
$3.02M 0.02%
30,390
+700
+2% +$68.5K
REG icon
497
Regency Centers
REG
$14.1B
$3.01M 0.02%
48,100
+100
+0.2% +$6.32K
SNA icon
498
Snap-on
SNA
$21.5B
$3.01M 0.02%
19,035
– –
LNT icon
499
Alliant Energy
LNT
$18B
$3.01M 0.02%
74,856
+100
+0.1% +$4.05K
RPM icon
500
RPM International
RPM
$15B
$3M 0.02%
55,018
+700
+1% +$37.4K
18 19
20
21 22

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.