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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
DLX icon
751
Deluxe
DLX
$1.15B
$1.42M 0.01%
19,662
+100
+0.5% +$7.32K
MPWR icon
752
Monolithic Power Systems
MPWR
$68.9B
$1.42M 0.01%
15,400
+300
+2% +$26.6K
NTCT icon
753
NETSCOUT
NTCT
$2.79B
$1.42M 0.01%
37,300
+400
+1% +$14.1K
RYN icon
754
Rayonier
RYN
$6.55B
$1.41M 0.01%
55,011
+661
+1% +$16.9K
NAVI icon
755
Navient
NAVI
$853M
$1.41M 0.01%
95,633
-3,500
-4% -$53.7K
CUZ icon
756
Cousins Properties
CUZ
$4.88B
$1.41M 0.01%
42,500
+8,050
+23% +$270K
NATI
757
DELISTED
National Instruments Corp
NATI
$1.41M 0.01%
43,175
+600
+1% +$19.1K
LNCE
758
DELISTED
Snyders-Lance, Inc.
LNCE
$1.4M 0.01%
34,800
+300
+0.9% +$11.7K
ENR icon
759
Energizer
ENR
$1.55B
$1.4M 0.01%
25,144
+300
+1% +$15.8K
CLGX
760
DELISTED
Corelogic, Inc.
CLGX
$1.4M 0.01%
34,300
-500
-1% -$18.9K
CSRA
761
DELISTED
CSRA Inc.
CSRA
$1.4M 0.01%
47,657
+100
+0.2% +$3.07K
NJR icon
762
New Jersey Resources
NJR
$5.58B
$1.39M 0.01%
35,100
+400
+1% +$15.1K
SF
763
Stifel
SF
$12.6B
$1.39M 0.01%
62,325
+2,250
+4% +$51.8K
ENS icon
764
EnerSys
ENS
$6.99B
$1.39M 0.01%
17,600
+100
+0.6% +$7.8K
RRX icon
765
Regal Rexnord
RRX
$11.9B
$1.38M 0.01%
18,200
+200
+1% +$14.7K
VSAT icon
766
Viasat
VSAT
$11.1B
$1.37M 0.01%
21,500
+800
+4% +$52.5K
CIEN icon
767
Ciena
CIEN
$58.4B
$1.35M 0.01%
57,400
+1,300
+2% +$31.9K
VSM
768
DELISTED
Versum Materials, Inc.
VSM
$1.35M 0.01%
44,201
+400
+0.9% +$11.7K
TEX icon
769
Terex
TEX
$7.74B
$1.35M 0.01%
43,000
+400
+0.9% +$12.6K
OI icon
770
O-I Glass
OI
$1.08B
$1.34M 0.01%
65,900
+600
+0.9% +$11.8K
AMCX icon
771
AMC Global Media
AMCX
$489M
$1.34M 0.01%
22,850
-900
-4% -$51.6K
UMBF icon
772
UMB Financial
UMBF
$11.1B
$1.34M 0.01%
17,800
+200
+1% +$15.3K
LHO
773
DELISTED
LaSalle Hotel Properties
LHO
$1.33M 0.01%
45,900
+400
+0.9% +$11.9K
CDP icon
774
COPT Defense Properties
CDP
$4.21B
$1.33M 0.01%
40,100
+1,900
+5% +$62K
SAIC icon
775
Saic
SAIC
$5.35B
$1.32M 0.01%
17,785
-300
-2% -$25.5K
29 30
31
32 33

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.