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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
ESV
926
DELISTED
Ensco Rowan plc
ESV
$646K ﹤0.01%
31,275
+500
+2% +$14.4K
THC icon
927
Tenet Healthcare
THC
$20.9B
$642K ﹤0.01%
33,200
+800
+2% +$14K
WPG
928
DELISTED
Washington Prime Group Inc.
WPG
$640K ﹤0.01%
8,491
+122
+1% +$9.18K
DF
929
DELISTED
Dean Foods Company
DF
$637K ﹤0.01%
37,450
+600
+2% +$11.2K
KN icon
930
Knowles
KN
$3.42B
$623K ﹤0.01%
36,811
+800
+2% +$14.4K
FCN icon
931
FTI Consulting
FCN
$4.18B
$594K ﹤0.01%
17,000
+300
+2% +$10.9K
GEF icon
932
Greif
GEF
$5.08B
$591K ﹤0.01%
10,600
+100
+1% +$5.66K
OIS icon
933
Oil States International
OIS
$520M
$578K ﹤0.01%
21,300
+400
+2% +$11.8K
FTR
934
DELISTED
Frontier Communications Corp.
FTR
$561K ﹤0.01%
32,240
+467
+1% +$10.7K
NWS icon
935
News Corp Class B
NWS
$18.4B
$554K ﹤0.01%
39,144
– –
WERN icon
936
Werner Enterprises
WERN
$2.24B
$542K ﹤0.01%
18,475
+300
+2% +$8.17K
RDC
937
DELISTED
Rowan Companies Plc
RDC
$532K ﹤0.01%
52,000
+1,000
+2% +$13.1K
DDS icon
938
Dillards
DDS
$9.64B
$519K ﹤0.01%
9,000
-1,300
-13% -$68.7K
CHS
939
DELISTED
Chicos FAS, Inc.
CHS
$503K ﹤0.01%
53,400
+900
+2% +$10.4K
SAM icon
940
Boston Beer
SAM
$1.91B
$502K ﹤0.01%
3,800
– –
VRNS icon
941
Varonis Systems
VRNS
$4.96B
$487K ﹤0.01%
+39,276
New +$450K
DCM
942
DELISTED
NTT DOCOMO, Inc.
DCM
$485K ﹤0.01%
20,500
– –
HSNI
943
DELISTED
HSN, Inc.
HSNI
$421K ﹤0.01%
13,200
+200
+2% +$6.91K
ISCA
944
DELISTED
International Speedway Corp
ISCA
$392K ﹤0.01%
10,450
+200
+2% +$7.34K
DO
945
DELISTED
Diamond Offshore Drilling
DO
$288K ﹤0.01%
26,600
+400
+2% +$5.32K
TR icon
946
Tootsie Roll Industries
TR
$3.02B
$254K ﹤0.01%
9,501
– –
SGYP
947
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$200K ﹤0.01%
45,000
-5,000
-10% -$20.6K
AUPH icon
948
Aurinia Pharmaceuticals
AUPH
$2.05B
$138K ﹤0.01%
22,500
-2,500
-10% -$16.8K
BHC icon
949
Bausch Health
BHC
$2.26B
– –
-387,759
Closed -$4.28M
NTNX icon
950
Nutanix
NTNX
$16.3B
– –
-102,216
Closed -$1.92M
35 36 37
38
39

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.