We are live on ! Find out more
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
PNFP icon
651
Pinnacle Financial Partners Inc
PNFP
$16.1B
$1.86M 0.01%
+29,700
New +$1.88M
NFX
652
DELISTED
Newfield Exploration
NFX
$1.86M 0.01%
65,512
+200
+0.3% +$6.59K
AIZ icon
653
Assurant
AIZ
$14.7B
$1.86M 0.01%
17,957
-300
-2% -$29.9K
CPRI icon
654
Capri Holdings
CPRI
$1.72B
$1.86M 0.01%
51,248
-2,100
-4% -$76.2K
CY
655
DELISTED
Cypress Semiconductor
CY
$1.85M 0.01%
135,800
+2,600
+2% +$35.4K
AGCO icon
656
AGCO
AGCO
$7.12B
$1.85M 0.01%
27,500
+400
+1% +$25.6K
TDY icon
657
Teledyne Technologies
TDY
$31.9B
$1.85M 0.01%
14,500
+200
+1% +$25.9K
EXP icon
658
Eagle Materials
EXP
$6.48B
$1.85M 0.01%
20,000
+300
+2% +$28.8K
SABR icon
659
Sabre
SABR
$886M
$1.85M 0.01%
+84,800
New +$1.93M
PB icon
660
Prosperity Bancshares
PB
$8.88B
$1.84M 0.01%
28,600
+400
+1% +$26.4K
PRXL
661
DELISTED
Parexel International Corp
PRXL
$1.82M 0.01%
20,900
+200
+1% +$14.9K
TECH icon
662
Bio-Techne
TECH
$11.2B
$1.81M 0.01%
61,600
+800
+1% +$21.9K
CTLT
663
DELISTED
CATALENT, INC.
CTLT
$1.81M 0.01%
51,500
+800
+2% +$26.3K
EPC icon
664
Edgewell Personal Care
EPC
$1.3B
$1.8M 0.01%
23,644
+300
+1% +$22.1K
CONE
665
DELISTED
CyrusOne Inc Common Stock
CONE
$1.79M 0.01%
32,200
+2,000
+7% +$111K
NRG icon
666
NRG Energy
NRG
$25.1B
$1.79M 0.01%
103,768
– –
EHC icon
667
Encompass Health
EHC
$12.4B
$1.79M 0.01%
46,383
+863
+2% +$31.6K
FICO icon
668
Fair Isaac
FICO
$22.3B
$1.78M 0.01%
12,800
+200
+2% +$26.7K
MDSO
669
DELISTED
Medidata Solutions, Inc.
MDSO
$1.78M 0.01%
+22,800
New +$1.59M
IDA icon
670
Idacorp
IDA
$8.15B
$1.77M 0.01%
20,780
+300
+1% +$25.7K
CRI icon
671
Carter's
CRI
$1.48B
$1.77M 0.01%
19,900
+200
+1% +$17.6K
WGL
672
DELISTED
Wgl Holdings
WGL
$1.76M 0.01%
21,140
+300
+1% +$24.9K
NATI
673
DELISTED
National Instruments Corp
NATI
$1.76M 0.01%
43,775
+600
+1% +$21.8K
TRN icon
674
Trinity Industries
TRN
$2.47B
$1.76M 0.01%
87,082
+1,250
+1% +$24K
BMS
675
DELISTED
Bemis
BMS
$1.75M 0.01%
37,900
+300
+0.8% +$13.8K
25 26
27
28 29

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.