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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
MUR icon
726
Murphy Oil
MUR
$4.78B
$1.51M 0.01%
52,969
– –
RL icon
727
Ralph Lauren
RL
$23.5B
$1.51M 0.01%
18,541
-12,400
-40% -$1.02M
ASB icon
728
Associated Banc-Corp
ASB
$5.91B
$1.5M 0.01%
61,689
+2,100
+4% +$52.7K
CXW icon
729
CoreCivic
CXW
$3.19B
$1.5M 0.01%
47,812
+500
+1% +$15.3K
SKX
730
DELISTED
Skechers
SKX
$1.49M 0.01%
54,400
-1,323,300
-96% -$34.3M
MANH icon
731
Manhattan Associates
MANH
$11.4B
$1.49M 0.01%
28,600
-100
-0.3% -$5.04K
CHK
732
DELISTED
Chesapeake Energy Corporation
CHK
$1.49M 0.01%
1,251
+32
+3% +$38.9K
CST
733
DELISTED
CST Brands, Inc.
CST
$1.48M 0.01%
30,784
+300
+1% +$14.5K
TCF
734
DELISTED
TCF Financial Corporation Common Stock
TCF
$1.48M 0.01%
28,900
+500
+2% +$25.8K
UNIT
735
Uniti Group
UNIT
$2.32B
$1.47M 0.01%
56,940
+500
+0.9% +$13.3K
WTFC icon
736
Wintrust Financial
WTFC
$10.7B
$1.47M 0.01%
+21,300
New +$1.53M
LFUS icon
737
Littelfuse
LFUS
$11.6B
$1.47M 0.01%
9,200
+100
+1% +$15.9K
ITT icon
738
ITT
ITT
$19.1B
$1.47M 0.01%
35,800
+300
+0.8% +$12.3K
WBD icon
739
Warner Bros
WBD
$67.1B
$1.46M 0.01%
50,149
+500
+1% +$14K
LSTR icon
740
Landstar System
LSTR
$6.21B
$1.46M 0.01%
17,000
+200
+1% +$17.1K
LPX icon
741
Louisiana-Pacific
LPX
$5.49B
$1.45M 0.01%
58,599
+1,300
+2% +$28.7K
FLO icon
742
Flowers Foods
FLO
$1.57B
$1.45M 0.01%
74,650
+1,100
+1% +$21.6K
CNO icon
743
CNO Financial Group
CNO
$5.11B
$1.45M 0.01%
70,600
+700
+1% +$14K
ROL icon
744
Rollins
ROL
$18.2B
$1.45M 0.01%
87,613
+675
+0.8% +$10.7K
BKH icon
745
Black Hills Corp
BKH
$5.68B
$1.44M 0.01%
21,690
+300
+1% +$19K
OGS icon
746
ONE Gas
OGS
$5.04B
$1.44M 0.01%
21,257
+200
+0.9% +$13K
CTLT
747
DELISTED
CATALENT, INC.
CTLT
$1.44M 0.01%
50,700
+500
+1% +$14K
SXT icon
748
Sensient Technologies
SXT
$5.53B
$1.43M 0.01%
18,070
+100
+0.6% +$7.86K
VMI icon
749
Valmont Industries
VMI
$9.53B
$1.43M 0.01%
9,200
+100
+1% +$14.8K
BOH icon
750
Bank of Hawaii
BOH
$3.13B
$1.42M 0.01%
17,290
+100
+0.6% +$8.51K
28 29
30
31 32

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.