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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
TPR icon
401
Tapestry
TPR
$32.8B
$3.81M 0.03%
92,147
+500
+0.5% +$18.8K
DRE
402
DELISTED
Duke Realty Corp.
DRE
$3.8M 0.03%
144,500
+1,700
+1% +$43.7K
MAA icon
403
Mid-America Apartment Communities
MAA
$15.7B
$3.79M 0.03%
37,301
+200
+0.5% +$19.8K
APEI icon
404
American Public Education
APEI
$940M
$3.76M 0.03%
164,320
– –
HII icon
405
Huntington Ingalls Industries
HII
$12.8B
$3.75M 0.03%
18,734
+100
+0.5% +$20.3K
ALK icon
406
Alaska Air
ALK
$5.58B
$3.74M 0.03%
40,596
+300
+0.7% +$28.4K
XEC
407
DELISTED
CIMAREX ENERGY CO
XEC
$3.74M 0.03%
31,280
+200
+0.6% +$25.9K
CTRA
408
DELISTED
Coterra Energy
CTRA
$3.73M 0.03%
156,032
+3,900
+3% +$88.5K
NTAP icon
409
NetApp
NTAP
$37.2B
$3.72M 0.03%
88,991
-1,100
-1% -$43.4K
DHI icon
410
D.R. Horton
DHI
$42.3B
$3.72M 0.03%
111,660
+700
+0.6% +$21.7K
BBWI icon
411
Bath & Body Works
BBWI
$4.1B
$3.72M 0.03%
97,654
+495
+0.5% +$22.3K
ANSS
412
DELISTED
Ansys
ANSS
$3.71M 0.03%
34,700
-100
-0.3% -$10K
AMD icon
413
Advanced Micro Devices
AMD
$789B
$3.69M 0.03%
253,400
-52,700
-17% -$669K
HAS icon
414
Hasbro
HAS
$13.2B
$3.67M 0.03%
36,739
– –
UHS icon
415
Universal Health Services
UHS
$10.5B
$3.65M 0.03%
29,352
– –
MKC icon
416
McCormick & Company Non-Voting
MKC
$14.2B
$3.65M 0.03%
74,736
-200
-0.3% -$9.68K
KMX icon
417
CarMax
KMX
$8.26B
$3.64M 0.03%
61,505
-700
-1% -$45.5K
CPB icon
418
Campbell Soup
CPB
$6.87B
$3.64M 0.03%
63,559
+200
+0.3% +$12.1K
IT icon
419
Gartner
IT
$11.7B
$3.63M 0.03%
33,600
+300
+0.9% +$30.9K
AAP icon
420
Advance Auto Parts
AAP
$3.49B
$3.6M 0.03%
24,268
+200
+0.8% +$32.1K
DPZ icon
421
Domino's
DPZ
$11.6B
$3.59M 0.03%
19,500
+100
+0.5% +$17.9K
TDG icon
422
TransDigm Group
TDG
$67.7B
$3.59M 0.03%
16,304
-100
-0.6% -$23.9K
CTAS icon
423
Cintas
CTAS
$81.3B
$3.58M 0.03%
113,068
+400
+0.4% +$11.8K
MSCI icon
424
MSCI
MSCI
$40.9B
$3.58M 0.03%
36,800
-1,100
-3% -$99.7K
MAS icon
425
Masco
MAS
$15.3B
$3.58M 0.03%
105,204
-2,200
-2% -$73.5K
15 16
17
18 19

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 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.