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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
CSL icon
551
Carlisle Companies
CSL
$15.2B
$2.54M 0.02%
26,620
+400
+2% +$40.4K
ALLE icon
552
Allegion
ALLE
$14.3B
$2.54M 0.02%
31,285
-100
-0.3% -$7.83K
LW icon
553
Lamb Weston
LW
$7.16B
$2.52M 0.02%
57,200
+800
+1% +$35.1K
GGG icon
554
Graco
GGG
$13.5B
$2.5M 0.02%
68,700
+300
+0.4% +$10.6K
DCI icon
555
Donaldson
DCI
$11.4B
$2.48M 0.02%
54,420
+800
+1% +$36.8K
LPT
556
DELISTED
Liberty Property Trust
LPT
$2.47M 0.02%
60,700
+1,000
+2% +$41.1K
RVTY icon
557
Revvity
RVTY
$12.7B
$2.46M 0.02%
36,129
+100
+0.3% +$6.21K
TER icon
558
Teradyne
TER
$60.2B
$2.46M 0.02%
82,000
+600
+0.7% +$20.2K
JHG
559
DELISTED
Janus Henderson
JHG
$2.46M 0.02%
+74,337
New +$2.43M
TYL icon
560
Tyler Technologies
TYL
$12.5B
$2.44M 0.02%
13,900
+300
+2% +$49.9K
WTRG icon
561
Essential Utilities
WTRG
$11.3B
$2.44M 0.02%
73,216
+1,100
+2% +$36.1K
MAT icon
562
Mattel
MAT
$4.21B
$2.42M 0.02%
112,561
+100
+0.1% +$2.26K
EVHC
563
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.42M 0.02%
38,600
– –
UTHR icon
564
United Therapeutics
UTHR
$22.6B
$2.41M 0.02%
18,600
+300
+2% +$37.4K
AES icon
565
AES
AES
$10.5B
$2.41M 0.02%
217,005
+500
+0.2% +$5.74K
TOL icon
566
Toll Brothers
TOL
$14.1B
$2.41M 0.02%
61,000
+900
+1% +$33.6K
NNN icon
567
NNN REIT
NNN
$8.94B
$2.4M 0.02%
61,500
+1,700
+3% +$68.7K
HUBB icon
568
Hubbell
HUBB
$26.8B
$2.39M 0.02%
21,114
+200
+1% +$23.2K
LECO icon
569
Lincoln Electric
LECO
$15.2B
$2.35M 0.02%
25,500
+400
+2% +$36K
OZK icon
570
Bank OZK
OZK
$5.63B
$2.35M 0.02%
50,100
+13,100
+35% +$623K
OA
571
DELISTED
Orbital ATK, Inc.
OA
$2.34M 0.02%
23,800
+400
+2% +$39.5K
JLL icon
572
Jones Lang LaSalle
JLL
$16.7B
$2.34M 0.02%
18,700
+300
+2% +$34.5K
M icon
573
Macy's
M
$6.61B
$2.33M 0.02%
100,030
+100
+0.1% +$2.56K
RNR icon
574
RenaissanceRe
RNR
$13.4B
$2.32M 0.02%
16,700
+100
+0.6% +$14.1K
DEI icon
575
Douglas Emmett
DEI
$1.93B
$2.31M 0.02%
60,500
+1,400
+2% +$54K
21 22
23
24 25

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.