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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
SFM icon
801
Sprouts Farmers Market
SFM
$8.01B
$1.21M 0.01%
52,100
-1,800
-3% -$35.3K
IDCC icon
802
InterDigital
IDCC
$8.89B
$1.2M 0.01%
13,900
+100
+0.7% +$8.99K
WAFD icon
803
WaFd
WAFD
$2.75B
$1.2M 0.01%
36,223
+300
+0.8% +$10.1K
TXNM
804
TXNM Energy Inc
TXNM
$5.94B
$1.2M 0.01%
32,334
+300
+0.9% +$10.6K
PBH icon
805
Prestige Consumer Healthcare
PBH
$2.6B
$1.2M 0.01%
21,500
+200
+0.9% +$11K
UAA icon
806
Under Armour
UAA
$2.6B
$1.19M 0.01%
60,356
+300
+0.5% +$6.99K
SBH icon
807
Sally Beauty Holdings
SBH
$1.58B
$1.19M 0.01%
58,300
+300
+0.5% +$6.87K
DY icon
808
Dycom Industries
DY
$12.3B
$1.19M 0.01%
12,800
+200
+2% +$17K
CABO icon
809
Cable One
CABO
$212M
$1.19M 0.01%
1,900
– –
BDC icon
810
Belden
BDC
$5.19B
$1.18M 0.01%
17,100
+100
+0.6% +$7.35K
TCF
811
DELISTED
TCF Financial Corporation
TCF
$1.18M 0.01%
69,360
+500
+0.7% +$8.88K
CLH icon
812
Clean Harbors
CLH
$16.3B
$1.18M 0.01%
21,200
+200
+1% +$11.1K
BURL icon
813
Burlington
BURL
$23.2B
$1.17M 0.01%
12,000
-12,000
-50% -$1.06M
TXRH icon
814
Texas Roadhouse
TXRH
$13.7B
$1.17M 0.01%
26,200
+400
+2% +$18K
NWE icon
815
NorthWestern Energy
NWE
$4.43B
$1.15M 0.01%
19,600
+100
+0.5% +$5.74K
CATY icon
816
Cathay General Bancorp
CATY
$4.24B
$1.15M 0.01%
30,400
+500
+2% +$19K
JOY
817
DELISTED
Joy Global Inc
JOY
$1.14M 0.01%
40,474
+900
+2% +$25.3K
CAKE icon
818
Cheesecake Factory
CAKE
$5.33B
$1.14M 0.01%
17,999
+200
+1% +$12.2K
AVNT icon
819
Avient
AVNT
$4.19B
$1.14M 0.01%
33,400
-300
-0.9% -$10.1K
GHC icon
820
Graham Holdings Company
GHC
$5.02B
$1.14M 0.01%
1,900
– –
DAN icon
821
Dana Inc
DAN
$3.06B
$1.13M 0.01%
58,500
+600
+1% +$11.6K
WNR
822
DELISTED
Western Refining Inc
WNR
$1.13M 0.01%
32,200
+300
+0.9% +$10.8K
NUS icon
823
Nu Skin
NUS
$267M
$1.12M 0.01%
+20,100
New +$1.04M
CAB
824
DELISTED
Cabela's Inc
CAB
$1.11M 0.01%
20,900
+200
+1% +$10.2K
GPOR
825
DELISTED
Gulfport Energy Corp.
GPOR
$1.11M 0.01%
64,500
+2,400
+4% +$46K
31 32
33
34 35

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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.