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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
TDC icon
776
Teradata
TDC
$2.55B
$1.32M 0.01%
42,512
– –
SNX icon
777
TD Synnex
SNX
$20.2B
$1.32M 0.01%
23,600
+200
+0.9% +$11.9K
TECD
778
DELISTED
Tech Data Corp
TECD
$1.32M 0.01%
14,050
-100
-0.7% -$8.85K
R icon
779
Ryder
R
$10.1B
$1.32M 0.01%
17,447
– –
JACK icon
780
Jack in the Box
JACK
$335M
$1.31M 0.01%
12,900
-100
-0.8% -$10.4K
SWN
781
DELISTED
Southwestern Energy Company
SWN
$1.31M 0.01%
160,551
– –
PRXL
782
DELISTED
Parexel International Corp
PRXL
$1.31M 0.01%
20,700
-800
-4% -$52.9K
DNB
783
DELISTED
Dun & Bradstreet
DNB
$1.3M 0.01%
12,042
– –
TUP
784
DELISTED
Tupperware Brands Corporation
TUP
$1.29M 0.01%
20,587
+200
+1% +$11.8K
TKR icon
785
Timken Company
TKR
$9.03B
$1.28M 0.01%
28,400
+200
+0.7% +$8.81K
IDTI
786
DELISTED
Integrated Device Technology I
IDTI
$1.28M 0.01%
54,220
+200
+0.4% +$4.91K
SKT icon
787
Tanger
SKT
$4.52B
$1.28M 0.01%
39,100
+400
+1% +$13.5K
KMT icon
788
Kennametal
KMT
$2.52B
$1.28M 0.01%
32,560
+500
+2% +$18.4K
LM
789
DELISTED
Legg Mason, Inc.
LM
$1.27M 0.01%
35,200
-1,000
-3% -$34.6K
FR icon
790
First Industrial Realty Trust
FR
$8.44B
$1.27M 0.01%
47,600
+500
+1% +$13.4K
VLY icon
791
Valley National Bancorp
VLY
$8.05B
$1.26M 0.01%
107,214
+4,700
+5% +$56.4K
AHL
792
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.26M 0.01%
24,300
– –
FULT icon
793
Fulton Financial
FULT
$4.64B
$1.26M 0.01%
70,700
+900
+1% +$16.7K
SLAB icon
794
Silicon Laboratories
SLAB
$7.23B
$1.25M 0.01%
17,000
+200
+1% +$14K
QEP
795
DELISTED
QEP RESOURCES, INC.
QEP
$1.24M 0.01%
97,400
+900
+0.9% +$14.2K
MBFI
796
DELISTED
MB Financial Corp
MBFI
$1.24M 0.01%
28,900
+300
+1% +$13.4K
PDCO
797
DELISTED
Patterson Companies, Inc.
PDCO
$1.22M 0.01%
27,038
-200
-0.7% -$8.68K
EDR
798
DELISTED
Education Realty Trust Inc
EDR
$1.21M 0.01%
29,700
+300
+1% +$12.3K
KATE
799
DELISTED
Kate Spade & Company
KATE
$1.21M 0.01%
52,100
+600
+1% +$12.5K
CNX icon
800
CNX Resources
CNX
$5.2B
$1.21M 0.01%
86,160
+840
+1% +$11.8K
30 31
32
33 34

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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)
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.