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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
+6.32%
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
$12.9B
AUM Growth
+$331M
Cap. Flow
-$338M
Cap. Flow %
-2.62%
Top 10 Hldgs %
25.74%
Holding
977
New
19
Increased
588
Reduced
263
Closed
32

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$100M
2
DIS icon
Walt Disney
DIS
+$63.1M
3
SHW icon
Sherwin-Williams
SHW
+$57.5M
4
ZTS icon
Zoetis
ZTS
+$35.8M
5
CELG
Celgene Corp
CELG
+$33.7M

Top Sells

Rank Stock Value
1
STZ icon
Constellation Brands
STZ
+$53.2M
2
TMO icon
Thermo Fisher Scientific
TMO
+$51.1M
3
CVS icon
CVS Health
CVS
+$49.2M
4
BMY icon
Bristol-Myers Squibb
BMY
+$48.9M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$48.6M

Sector Composition

Rank Sector Weight
1 Financials 20.57%
2 Technology 14.12%
3 Healthcare 12.64%
4 Communication Services 11.19%
5 Industrials 8.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSN icon
301
Tyson Foods
TSN
$20.4B
$5.82M 0.05%
94,236
-800
-0.8% -$50.4K
GPN icon
302
Global Payments
GPN
$22.8B
$5.81M 0.04%
71,964
-15,900
-18% -$1.25M
TAP icon
303
Molson Coors Class B
TAP
$8.1B
$5.8M 0.04%
60,599
+300
+0.5% +$29.3K
CFG icon
304
Citizens Financial Group
CFG
$30.6B
$5.78M 0.04%
167,200
-200
-0.1% -$7.3K
NEM icon
305
Newmont
NEM
$119B
$5.75M 0.04%
174,555
+1,000
+0.6% +$34.9K
RF icon
306
Regions Financial
RF
$26.8B
$5.75M 0.04%
395,870
-6,700
-2% -$98.9K
CLX icon
307
Clorox
CLX
$12.7B
$5.69M 0.04%
42,170
+100
+0.2% +$13K
VNO icon
308
Vornado Realty Trust
VNO
$7.38B
$5.67M 0.04%
69,952
+371
+0.5% +$31.7K
CERN
309
DELISTED
Cerner Corp
CERN
$5.67M 0.04%
96,368
-2,400
-2% -$130K
A icon
310
Agilent Technologies
A
$41.2B
$5.59M 0.04%
105,769
-300
-0.3% -$15.1K
DLR icon
311
Digital Realty Trust
DLR
$71.7B
$5.57M 0.04%
52,360
+400
+0.8% +$42.1K
ADSK icon
312
Autodesk
ADSK
$52.6B
$5.56M 0.04%
64,320
+300
+0.5% +$25.1K
PFG icon
313
Principal Financial Group
PFG
$24.3B
$5.54M 0.04%
87,779
+300
+0.3% +$18.3K
LVLT
314
DELISTED
Level 3 Communications Inc
LVLT
$5.49M 0.04%
95,968
+600
+0.6% +$34.7K
CAG icon
315
Conagra Brands
CAG
$7.23B
$5.48M 0.04%
135,771
-200
-0.1% -$7.98K
ULTA icon
316
Ulta Beauty
ULTA
$24.3B
$5.47M 0.04%
19,184
– –
TROW icon
317
T. Rowe Price
TROW
$24.3B
$5.45M 0.04%
79,961
-65,500
-45% -$4.64M
RCL icon
318
Royal Caribbean
RCL
$85.6B
$5.4M 0.04%
55,072
+300
+0.5% +$28.1K
MJN
319
DELISTED
Mead Johnson Nutrition Company
MJN
$5.37M 0.04%
60,241
-200
-0.3% -$16.4K
VIAB
320
DELISTED
Viacom Inc. Class B
VIAB
$5.32M 0.04%
114,104
+500
+0.4% +$21.1K
O icon
321
Realty Income
O
$59.1B
$5.3M 0.04%
91,873
+4,644
+5% +$269K
MCHP icon
322
Microchip Technology
MCHP
$46B
$5.24M 0.04%
142,144
+800
+0.6% +$28.2K
VMC icon
323
Vulcan Materials
VMC
$36.9B
$5.24M 0.04%
43,510
+200
+0.5% +$24.5K
TFCF
324
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$5.08M 0.04%
159,956
+700
+0.4% +$21K
RHT
325
DELISTED
Red Hat Inc
RHT
$5.07M 0.04%
58,596
-100
-0.2% -$7.95K
11 12
13
14 15

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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
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State of Michigan Retirement System's Q1 2017 Portfolio in Review

As of Q1 2017, State of Michigan Retirement System held 977 positions worth $12.9B, up 2.6% from $12.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

State of Michigan Retirement System's Q1 2017 filing shows 19 new, 588 increased, 263 reduced and 32 closed positions. Its largest new stake was Archer Daniels Midland: 187,600 shares worth $8.64M. The largest sale was Constellation Brands, an estimated $53.2M.

By sector, the portfolio is most concentrated in Financials at 21% of assets, down from 21% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q1 2017 buy was Archer Daniels Midland: 187,600 shares worth $8.64M.
  • State of Michigan Retirement System added most to Procter & Gamble in Q1 2017, an estimated $100M increase.
  • State of Michigan Retirement System's biggest Q1 2017 reduction was Constellation Brands, cutting an estimated $53.2M.
  • State of Michigan Retirement System fully exited iShares Core US Aggregate Bond ETF in Q1 2017, selling an estimated $48.6M.
  • State of Michigan Retirement System's ten largest holdings make up 26% of its $12.9B portfolio in Q1 2017.
  • State of Michigan Retirement System opened 19 new positions and closed 32 in Q1 2017.
  • State of Michigan Retirement System's portfolio value rose 2.6% quarter-over-quarter to $12.9B.

Based on State of Michigan Retirement System's 13F filing for Q1 2017, filed 1 May 2017.