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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
IEX icon
501
IDEX
IEX
$17.3B
$2.9M 0.02%
31,000
+300
+1% +$27.6K
MAT icon
502
Mattel
MAT
$4.23B
$2.88M 0.02%
112,461
+600
+0.5% +$16.1K
NVR icon
503
NVR
NVR
$17B
$2.87M 0.02%
1,364
-100
-7% -$189K
IRM icon
504
Iron Mountain
IRM
$36.1B
$2.87M 0.02%
80,546
+400
+0.5% +$14.2K
MKTX icon
505
MarketAxess Holdings
MKTX
$5.72B
$2.87M 0.02%
15,300
+200
+1% +$36.3K
CC icon
506
Chemours
CC
$2.37B
$2.86M 0.02%
+74,400
New +$2.24M
CPT icon
507
Camden Property Trust
CPT
$11.3B
$2.86M 0.02%
35,600
+400
+1% +$32.9K
KRC icon
508
Kilroy Realty
KRC
$4.42B
$2.86M 0.02%
39,700
+2,600
+7% +$192K
QRVO icon
509
Qorvo
QRVO
$8.74B
$2.85M 0.02%
41,524
-200
-0.5% -$12.8K
OGE icon
510
OGE Energy
OGE
$9.71B
$2.84M 0.02%
81,120
+700
+0.9% +$24.4K
AFG icon
511
American Financial Group
AFG
$12.1B
$2.83M 0.02%
29,690
+300
+1% +$27.5K
MAN icon
512
ManpowerGroup
MAN
$2.63B
$2.82M 0.02%
27,530
+500
+2% +$48.5K
JBLU icon
513
JetBlue
JBLU
$2.29B
$2.82M 0.02%
136,923
+6,500
+5% +$133K
COTY icon
514
Coty
COTY
$2.48B
$2.8M 0.02%
154,589
+800
+0.5% +$15.1K
ZION icon
515
Zions Bancorporation
ZION
$10.3B
$2.79M 0.02%
66,506
-100
-0.2% -$4.34K
VAR
516
DELISTED
Varian Medical Systems, Inc.
VAR
$2.79M 0.02%
30,654
-4,189
-12% -$349K
CSL icon
517
Carlisle Companies
CSL
$15.4B
$2.79M 0.02%
26,220
-10,800
-29% -$1.16M
WRB icon
518
W.R. Berkley
WRB
$26.6B
$2.78M 0.02%
132,823
+1,012
+0.8% +$20.8K
GL icon
519
Globe Life
GL
$14.3B
$2.77M 0.02%
36,010
-100
-0.3% -$7.59K
FLG
520
Flagstar Bank National Association
FLG
$5.82B
$2.77M 0.02%
66,157
+767
+1% +$34.6K
SEE
521
DELISTED
Sealed Air
SEE
$2.77M 0.02%
63,548
+300
+0.5% +$14.1K
JEF icon
522
Jefferies Financial Group
JEF
$13.1B
$2.77M 0.02%
118,802
+447
+0.4% +$9.99K
TTC icon
523
Toro Company
TTC
$9.49B
$2.75M 0.02%
44,000
– –
BWA icon
524
BorgWarner
BWA
$13.9B
$2.75M 0.02%
74,631
-59,980
-45% -$2.19M
SEIC icon
525
SEI Investments
SEIC
$12.6B
$2.74M 0.02%
54,300
+200
+0.4% +$10.1K
19 20
21
22 23

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FAM
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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)
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CAM
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Luther King Capital Management (LKCM)
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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.