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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
RYN icon
726
Rayonier
RYN
$6.45B
$1.53M 0.01%
58,538
+3,527
+6% +$90.9K
CUZ icon
727
Cousins Properties
CUZ
$4.91B
$1.52M 0.01%
43,175
+675
+2% +$23.2K
GEO icon
728
The GEO Group
GEO
$4.03B
$1.51M 0.01%
51,250
+1,300
+3% +$40.8K
CLGX
729
DELISTED
Corelogic, Inc.
CLGX
$1.51M 0.01%
34,900
+600
+2% +$25.3K
CSRA
730
DELISTED
CSRA Inc.
CSRA
$1.51M 0.01%
47,657
– –
OGS icon
731
ONE Gas
OGS
$5B
$1.51M 0.01%
21,657
+400
+2% +$27.9K
RRX icon
732
Regal Rexnord
RRX
$11.9B
$1.51M 0.01%
18,500
+300
+2% +$23.7K
TEX icon
733
Terex
TEX
$7.47B
$1.51M 0.01%
40,200
-2,800
-7% -$94.7K
MPWR icon
734
Monolithic Power Systems
MPWR
$66.8B
$1.5M 0.01%
15,600
+200
+1% +$19.1K
KEX icon
735
Kirby Corp
KEX
$7.11B
$1.49M 0.01%
22,300
+400
+2% +$27.2K
TCO
736
DELISTED
Taubman Centers Inc.
TCO
$1.49M 0.01%
25,000
+400
+2% +$24.7K
BKH icon
737
Black Hills Corp
BKH
$5.54B
$1.48M 0.01%
21,990
+300
+1% +$20.6K
LSTR icon
738
Landstar System
LSTR
$6.01B
$1.48M 0.01%
17,300
+300
+2% +$25.4K
CNO icon
739
CNO Financial Group
CNO
$5.14B
$1.47M 0.01%
70,600
– –
SXT icon
740
Sensient Technologies
SXT
$5.47B
$1.47M 0.01%
18,270
+200
+1% +$16.2K
ITT icon
741
ITT
ITT
$19.2B
$1.47M 0.01%
36,500
+700
+2% +$27.9K
TUP
742
DELISTED
Tupperware Brands Corporation
TUP
$1.47M 0.01%
20,887
+300
+1% +$20.9K
WRI
743
DELISTED
Weingarten Realty Investors
WRI
$1.47M 0.01%
48,700
+800
+2% +$25.5K
CIEN icon
744
Ciena
CIEN
$57.2B
$1.46M 0.01%
58,400
+1,000
+2% +$24K
MNK
745
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.46M 0.01%
32,612
-1,800
-5% -$78.9K
BOH icon
746
Bank of Hawaii
BOH
$3.12B
$1.46M 0.01%
17,590
+300
+2% +$24.2K
VSM
747
DELISTED
Versum Materials, Inc.
VSM
$1.46M 0.01%
44,801
+600
+1% +$18.7K
BBBY
748
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.45M 0.01%
47,671
-1,700
-3% -$61.4K
TECD
749
DELISTED
Tech Data Corp
TECD
$1.45M 0.01%
14,350
+300
+2% +$28.9K
VSAT icon
750
Viasat
VSAT
$11.3B
$1.44M 0.01%
21,800
+300
+1% +$19.7K
28 29
30
31 32

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.