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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
EQR icon
251
Equity Residential
EQR
$25.1B
$7.5M 0.06%
120,603
+1,000
+0.8% +$62.5K
NWL icon
252
Newell Brands
NWL
$2.56B
$7.47M 0.06%
158,471
+700
+0.4% +$33.2K
PGR icon
253
Progressive
PGR
$125B
$7.47M 0.06%
190,781
-22,000
-10% -$839K
XEL icon
254
Xcel Energy
XEL
$48.8B
$7.41M 0.06%
166,634
+500
+0.3% +$21.2K
PEG icon
255
Public Service Enterprise Group
PEG
$37.7B
$7.38M 0.06%
166,322
+900
+0.5% +$39.7K
MVIS icon
256
Microvision
MVIS
$78.9M
$7.24M 0.06%
193,740
– –
APH icon
257
Amphenol
APH
$209B
$7.19M 0.06%
404,208
-118,000
-23% -$2.04M
DVN icon
258
Devon Energy
DVN
$47.3B
$7.19M 0.06%
172,363
+1,100
+0.6% +$48.4K
APTV icon
259
Aptiv
APTV
$10.3B
$7.13M 0.06%
88,522
-100
-0.1% -$7.51K
YUM icon
260
Yum! Brands
YUM
$41.1B
$7.06M 0.05%
110,454
-3,600
-3% -$234K
PH icon
261
Parker-Hannifin
PH
$135B
$7.02M 0.05%
43,795
+200
+0.5% +$30.4K
AAL icon
262
American Airlines Group
AAL
$10.6B
$7M 0.05%
165,556
-3,900
-2% -$176K
TT icon
263
Trane Technologies
TT
$106B
$6.93M 0.05%
85,240
-10,100
-11% -$802K
ROP icon
264
Roper Technologies
ROP
$39.8B
$6.92M 0.05%
33,502
+300
+0.9% +$60.1K
LRCX icon
265
Lam Research
LRCX
$390B
$6.86M 0.05%
534,600
+2,000
+0.4% +$23.5K
IP icon
266
International Paper
IP
$22B
$6.86M 0.05%
142,637
+634
+0.4% +$31.8K
AZO icon
267
AutoZone
AZO
$51.1B
$6.77M 0.05%
9,364
-2,675
-22% -$1.98M
BSMX
268
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$6.72M 0.05%
744,300
– –
BXP icon
269
Boston Properties
BXP
$11.1B
$6.69M 0.05%
50,528
+200
+0.4% +$26.5K
SWK icon
270
Stanley Black & Decker
SWK
$15.7B
$6.66M 0.05%
50,148
-19,300
-28% -$2.42M
EFX icon
271
Equifax
EFX
$21.4B
$6.65M 0.05%
48,646
-9,100
-16% -$1.16M
UAL icon
272
United Airlines
UAL
$42.1B
$6.64M 0.05%
94,044
-400
-0.4% -$28.9K
OMC icon
273
Omnicom Group
OMC
$23.4B
$6.64M 0.05%
77,018
-29,400
-28% -$2.51M
ROK icon
274
Rockwell Automation
ROK
$49B
$6.58M 0.05%
42,290
+400
+1% +$59.8K
AMP icon
275
Ameriprise Financial
AMP
$48.8B
$6.56M 0.05%
50,616
-1,100
-2% -$136K
9 10
11
12 13

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.