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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
WBS icon
651
Webster Financial
WBS
$12.8B
$1.87M 0.01%
37,350
+400
+1% +$21.4K
THO icon
652
Thor Industries
THO
$4.14B
$1.86M 0.01%
19,400
+100
+0.5% +$10.4K
RGLD icon
653
Royal Gold
RGLD
$19.5B
$1.86M 0.01%
26,500
+200
+0.8% +$13.6K
PWR icon
654
Quanta Services
PWR
$101B
$1.84M 0.01%
49,656
+200
+0.4% +$7.3K
BMS
655
DELISTED
Bemis
BMS
$1.84M 0.01%
37,600
-100
-0.3% -$4.92K
IPGP icon
656
IPG Photonics
IPGP
$3.84B
$1.83M 0.01%
15,200
+200
+1% +$22.6K
CY
657
DELISTED
Cypress Semiconductor
CY
$1.83M 0.01%
133,200
+3,900
+3% +$49.8K
TDY icon
658
Teledyne Technologies
TDY
$32B
$1.81M 0.01%
14,300
+200
+1% +$25.5K
TGNA
659
DELISTED
TEGNA Inc
TGNA
$1.81M 0.01%
110,175
+625
+0.6% +$9.61K
RRC icon
660
Range Resources
RRC
$8.95B
$1.8M 0.01%
61,807
+400
+0.7% +$12.4K
DCT
661
DELISTED
DCT Industrial Trust Inc.
DCT
$1.79M 0.01%
37,300
+600
+2% +$28.2K
EFOI icon
662
Energy Focus
EFOI
$20.3M
$1.79M 0.01%
15,580
– –
CASY icon
663
Casey's General Stores
CASY
$30.9B
$1.78M 0.01%
15,900
+100
+0.6% +$11.5K
CRI icon
664
Carter's
CRI
$1.47B
$1.77M 0.01%
19,700
-200
-1% -$17.2K
WSO icon
665
Watsco Inc
WSO
$13.6B
$1.76M 0.01%
12,300
+1,900
+18% +$284K
WSM icon
666
Williams-Sonoma
WSM
$29.6B
$1.76M 0.01%
65,600
– –
FHN icon
667
First Horizon
FHN
$12.1B
$1.76M 0.01%
94,983
+1,100
+1% +$21.6K
FAF icon
668
First American
FAF
$7.58B
$1.76M 0.01%
44,700
+500
+1% +$19.1K
GAP
669
The Gap Inc
GAP
$7.37B
$1.75M 0.01%
72,046
+300
+0.4% +$7.16K
AIZ icon
670
Assurant
AIZ
$14.3B
$1.75M 0.01%
18,257
-400
-2% -$38.7K
JWN
671
DELISTED
Nordstrom
JWN
$1.74M 0.01%
37,392
-600
-2% -$26.8K
DKS icon
672
Dick's Sporting Goods
DKS
$18.7B
$1.74M 0.01%
35,700
+300
+0.8% +$15.2K
WP
673
DELISTED
Worldpay, Inc.
WP
$1.73M 0.01%
26,950
-19,150
-42% -$1.22M
CRL icon
674
Charles River Laboratories
CRL
$12.8B
$1.73M 0.01%
19,200
+100
+0.5% +$8.49K
NEU icon
675
NewMarket
NEU
$8.18B
$1.72M 0.01%
3,800
+100
+3% +$43.8K
25 26
27
28 29

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.