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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
RIG icon
701
Transocean
RIG
$5.82B
$1.59M 0.01%
127,848
+500
+0.4% +$6.87K
UMPQ
702
DELISTED
Umpqua Holdings Corp
UMPQ
$1.59M 0.01%
89,500
+800
+0.9% +$14.7K
CRUS icon
703
Cirrus Logic
CRUS
$6.26B
$1.58M 0.01%
26,100
+400
+2% +$22.8K
SIG icon
704
Signet Jewelers
SIG
$3.76B
$1.58M 0.01%
22,844
+100
+0.4% +$7.48K
HRB icon
705
H&R Block
HRB
$5.86B
$1.58M 0.01%
67,998
+200
+0.3% +$4.47K
DST
706
DELISTED
DST Systems Inc.
DST
$1.57M 0.01%
25,600
-200
-0.8% -$11.6K
HAIN icon
707
Hain Celestial
HAIN
$53.7M
$1.56M 0.01%
42,000
+300
+0.7% +$11.3K
CBRL icon
708
Cracker Barrel
CBRL
$1.29B
$1.56M 0.01%
9,800
+100
+1% +$16K
HWC icon
709
Hancock Whitney
HWC
$6.24B
$1.56M 0.01%
34,200
+800
+2% +$36.5K
THG icon
710
Hanover Insurance
THG
$7.98B
$1.55M 0.01%
17,250
+100
+0.6% +$8.85K
CONE
711
DELISTED
CyrusOne Inc Common Stock
CONE
$1.55M 0.01%
+30,200
New +$1.48M
LSI
712
DELISTED
Life Storage, Inc.
LSI
$1.55M 0.01%
28,350
+300
+1% +$16.8K
EHC icon
713
Encompass Health
EHC
$12.4B
$1.55M 0.01%
45,520
+17
+0% +$558
KEX icon
714
Kirby Corp
KEX
$6.93B
$1.54M 0.01%
21,900
+200
+0.9% +$13.7K
TECH icon
715
Bio-Techne
TECH
$11.3B
$1.54M 0.01%
60,800
+800
+1% +$20.6K
GEO icon
716
The GEO Group
GEO
$4.1B
$1.54M 0.01%
+49,950
New +$1.44M
NUVA
717
DELISTED
NuVasive, Inc.
NUVA
$1.54M 0.01%
20,600
+300
+1% +$21.8K
HR
718
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.54M 0.01%
47,300
+600
+1% +$18.6K
MNK
719
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.53M 0.01%
34,412
-200
-0.6% -$9.87K
CXT icon
720
Crane NXT
CXT
$3.07B
$1.53M 0.01%
58,824
+1,152
+2% +$29.5K
PRI icon
721
Primerica
PRI
$10B
$1.53M 0.01%
18,600
+200
+1% +$15.6K
WWD icon
722
Woodward
WWD
$21.4B
$1.53M 0.01%
22,500
+200
+0.9% +$13.8K
EME icon
723
Emcor
EME
$36B
$1.52M 0.01%
24,200
-200
-0.8% -$13.3K
NBR icon
724
Nabors Industries
NBR
$1.21B
$1.52M 0.01%
2,319
+36
+2% +$27.5K
CBT icon
725
Cabot Corp
CBT
$4.52B
$1.51M 0.01%
25,280
+200
+0.8% +$11.4K
27 28
29
30 31

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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.