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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
ODP
851
DELISTED
ODP
ODP
$976K 0.01%
20,920
-360
-2% -$16.3K
AEO icon
852
American Eagle Outfitters
AEO
$3.01B
$975K 0.01%
69,475
+600
+0.9% +$8.92K
GATX icon
853
GATX Corp
GATX
$6.27B
$975K 0.01%
15,990
-100
-0.6% -$5.89K
MDP
854
DELISTED
Meredith Corporation
MDP
$963K 0.01%
14,900
+200
+1% +$12.3K
SM icon
855
SM Energy
SM
$6.92B
$956K 0.01%
39,800
+1,000
+3% +$27.7K
KLXI
856
DELISTED
KLX Inc.
KLXI
$952K 0.01%
25,262
+119
+0.5% +$4.8K
CTB
857
DELISTED
Cooper Tire & Rubber Co.
CTB
$949K 0.01%
+21,400
New +$839K
DBD
858
DELISTED
Diebold Nixdorf Incorporated
DBD
$940K 0.01%
30,630
+400
+1% +$11.3K
GME icon
859
GameStop
GME
$8.6B
$934K 0.01%
165,600
+1,600
+1% +$9.77K
CMP icon
860
Compass Minerals
CMP
$1.15B
$930K 0.01%
13,700
+100
+0.7% +$7.62K
MDRX
861
DELISTED
Veradigm Inc. Common Stock
MDRX
$929K 0.01%
73,300
-1,200
-2% -$14.2K
UFS
862
DELISTED
DOMTAR CORPORATION (New)
UFS
$928K 0.01%
25,400
+200
+0.8% +$7.92K
CCP
863
DELISTED
Care Capital Properties, Inc.
CCP
$919K 0.01%
34,200
+400
+1% +$10.1K
AN icon
864
AutoNation
AN
$6.92B
$910K 0.01%
21,509
– –
EVOK
865
DELISTED
Evoke Pharma
EVOK
$905K 0.01%
2,028
+778
+62% +$319K
SLGN icon
866
Silgan Holdings
SLGN
$4.41B
$904K 0.01%
30,462
+400
+1% +$11.7K
MCY icon
867
Mercury Insurance
MCY
$6.07B
$903K 0.01%
14,800
+100
+0.7% +$5.97K
RAMP icon
868
LiveRamp
RAMP
$2.3B
$902K 0.01%
31,700
+500
+2% +$13.9K
CMC icon
869
Commercial Metals
CMC
$8.31B
$899K 0.01%
47,000
+800
+2% +$16.4K
ENDP
870
DELISTED
Endo International plc
ENDP
$899K 0.01%
80,600
+15,736
+24% +$195K
MSA icon
871
Mine Safety
MSA
$7.49B
$898K 0.01%
12,700
+200
+2% +$14K
VSH icon
872
Vishay Intertechnology
VSH
$5.43B
$896K 0.01%
54,452
+500
+0.9% +$8.16K
UNFI icon
873
United Natural Foods
UNFI
$2.85B
$891K 0.01%
20,600
-78,300
-79% -$3.53M
SPN
874
DELISTED
Superior Energy Services, Inc.
SPN
$886K 0.01%
6,210
+100
+2% +$16.5K
SGI
875
Somnigroup International
SGI
$13.7B
$883K 0.01%
76,000
-5,200
-6% -$66.8K
33 34
35
36 37

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.