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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
HRL icon
476
Hormel Foods
HRL
$13.8B
$3.07M 0.02%
88,620
+400
+0.5% +$14.3K
SCG
477
DELISTED
Scana
SCG
$3.07M 0.02%
46,916
+200
+0.4% +$13.8K
AOS icon
478
A.O. Smith
AOS
$8.7B
$3.06M 0.02%
59,800
+300
+0.5% +$14.9K
FBIN icon
479
Fortune Brands Innovations
FBIN
$6.06B
$3.06M 0.02%
58,809
-619,047
-91% -$30.4M
AMG icon
480
Affiliated Managers Group
AMG
$9.76B
$3.06M 0.02%
18,656
+700
+4% +$111K
FMC icon
481
FMC
FMC
$1.33B
$3.06M 0.02%
50,656
+231
+0.5% +$11.9K
PNW icon
482
Pinnacle West Capital
PNW
$12.2B
$3.05M 0.02%
36,587
+200
+0.5% +$16K
FFIV icon
483
F5
FFIV
$22.7B
$3.03M 0.02%
21,272
-100
-0.5% -$14.3K
EWBC icon
484
East-West Bancorp
EWBC
$18B
$3.02M 0.02%
58,600
+500
+0.9% +$26.2K
WOOF
485
DELISTED
VCA Inc.
WOOF
$3.02M 0.02%
33,000
+300
+0.9% +$26.9K
KSU
486
DELISTED
Kansas City Southern
KSU
$3M 0.02%
35,012
-200
-0.6% -$17.1K
RPM icon
487
RPM International
RPM
$15B
$2.99M 0.02%
54,318
+600
+1% +$32K
WYNN icon
488
Wynn Resorts
WYNN
$10.6B
$2.99M 0.02%
26,070
+100
+0.4% +$9.97K
GT icon
489
Goodyear
GT
$1.85B
$2.97M 0.02%
82,616
-2,800
-3% -$95.1K
LDOS icon
490
Leidos
LDOS
$17.3B
$2.97M 0.02%
58,048
+500
+0.9% +$25.8K
M icon
491
Macy's
M
$6.68B
$2.96M 0.02%
99,930
– –
TSCO icon
492
Tractor Supply
TSCO
$18B
$2.96M 0.02%
214,760
– –
XYL icon
493
Xylem
XYL
$28.1B
$2.96M 0.02%
58,972
+300
+0.5% +$14.6K
LKQ icon
494
LKQ Corp
LKQ
$6.29B
$2.96M 0.02%
101,152
-55,400
-35% -$1.72M
LNT icon
495
Alliant Energy
LNT
$18B
$2.96M 0.02%
74,756
+400
+0.5% +$15.3K
AYI icon
496
Acuity Brands
AYI
$10.8B
$2.96M 0.02%
14,500
+100
+0.7% +$21.1K
CGNX icon
497
Cognex
CGNX
$11.3B
$2.94M 0.02%
70,000
+1,000
+1% +$36.6K
JKHY icon
498
Jack Henry & Associates
JKHY
$11.1B
$2.94M 0.02%
31,550
+100
+0.3% +$9.21K
TNL icon
499
Travel + Leisure Co
TNL
$4.7B
$2.9M 0.02%
76,278
-1,772
-2% -$65.1K
TSS
500
DELISTED
Total System Services, Inc.
TSS
$2.9M 0.02%
54,253
-13,700
-20% -$731K
18 19
20
21 22

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
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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.