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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
RDC
901
DELISTED
Rowan Companies Plc
RDC
$795K 0.01%
51,000
+500
+1% +$8.81K
ATI icon
902
ATI
ATI
$31.1B
$794K 0.01%
44,200
+300
+0.7% +$5.64K
CHDN icon
903
Churchill Downs
CHDN
$6.13B
$794K 0.01%
30,000
– –
MOH icon
904
Molina Healthcare
MOH
$10.3B
$789K 0.01%
17,300
+100
+0.6% +$5.23K
KMPR icon
905
Kemper
KMPR
$1.68B
$788K 0.01%
19,750
+200
+1% +$8.55K
AVP
906
DELISTED
Avon Products, Inc.
AVP
$783K 0.01%
177,955
+2,100
+1% +$10.5K
TIME
907
DELISTED
Time Inc.
TIME
$781K 0.01%
40,337
+400
+1% +$7.58K
DECK icon
908
Deckers Outdoor
DECK
$13.3B
$776K 0.01%
78,000
+600
+0.8% +$5.54K
JCP
909
DELISTED
J.C. Penney Company, Inc.
JCP
$771K 0.01%
125,240
+1,100
+0.9% +$7.27K
JNS
910
DELISTED
Janus Capital Group Inc
JNS
$771K 0.01%
58,400
+1,000
+2% +$12.8K
AAN.A
911
DELISTED
The Aaron's Company Inc Class A
AAN.A
$770K 0.01%
25,900
+300
+1% +$8.92K
MLKN icon
912
MillerKnoll
MLKN
$1.67B
$768K 0.01%
24,330
+200
+0.8% +$6.19K
PCH
913
DELISTED
PotlatchDeltic
PCH
$751K 0.01%
16,441
+100
+0.6% +$4.32K
CHS
914
DELISTED
Chicos FAS, Inc.
CHS
$746K 0.01%
52,500
+500
+1% +$6.94K
NSR
915
DELISTED
Neustar Inc
NSR
$741K 0.01%
22,360
+400
+2% +$13.3K
DNOW icon
916
DNOW Inc
DNOW
$3.02B
$740K 0.01%
43,627
+400
+0.9% +$7.87K
POLY
917
DELISTED
Plantronics, Inc.
POLY
$730K 0.01%
13,500
+100
+0.7% +$5.44K
DF
918
DELISTED
Dean Foods Company
DF
$724K 0.01%
36,850
+500
+1% +$9.78K
AVNS
919
DELISTED
Avanos Medical
AVNS
$721K 0.01%
18,920
+100
+0.5% +$3.9K
QCP
920
DELISTED
Quality Care Properties, Inc.
QCP
$717K 0.01%
38,033
+600
+2% +$10.7K
NYT icon
921
New York Times
NYT
$10.3B
$713K 0.01%
49,500
+500
+1% +$7.14K
SYNA icon
922
Synaptics
SYNA
$4.14B
$713K 0.01%
14,400
+400
+3% +$21.5K
CRS icon
923
Carpenter Technology
CRS
$28.3B
$709K 0.01%
19,000
+200
+1% +$7.8K
CPAY icon
924
Corpay
CPAY
$25.7B
$697K 0.01%
4,600
-4,600
-50% -$721K
OIS icon
925
Oil States International
OIS
$492M
$693K 0.01%
20,900
+200
+1% +$7.34K
35 36
37
38 39

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FAM
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BA
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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)
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CAM
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Luther King Capital Management (LKCM)
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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.