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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
LHX icon
351
L3Harris
LHX
$53.4B
$4.55M 0.04%
40,857
+200
+0.5% +$21.4K
HST icon
352
Host Hotels & Resorts
HST
$16B
$4.53M 0.04%
242,800
+800
+0.3% +$14.6K
MLM icon
353
Martin Marietta Materials
MLM
$33B
$4.52M 0.03%
20,712
– –
GPC icon
354
Genuine Parts
GPC
$18.7B
$4.5M 0.03%
48,732
+100
+0.2% +$9.62K
ETR icon
355
Entergy
ETR
$50B
$4.47M 0.03%
117,830
+600
+0.5% +$22K
IDXX icon
356
Idexx Laboratories
IDXX
$46.2B
$4.47M 0.03%
28,900
-7,200
-20% -$992K
STX icon
357
Seagate
STX
$184B
$4.45M 0.03%
96,940
+600
+0.6% +$26.6K
GGP
358
DELISTED
GGP Inc.
GGP
$4.45M 0.03%
191,812
+800
+0.4% +$19.6K
DGX icon
359
Quest Diagnostics
DGX
$26.3B
$4.43M 0.03%
45,163
-23,200
-34% -$2.21M
HSIC icon
360
Henry Schein
HSIC
$9.82B
$4.41M 0.03%
66,229
-1,020
-2% -$66.3K
MRO
361
DELISTED
Marathon Oil Corporation
MRO
$4.4M 0.03%
278,240
+1,200
+0.4% +$19.7K
BBY icon
362
Best Buy
BBY
$17.3B
$4.38M 0.03%
89,004
-300
-0.3% -$13.4K
AEE icon
363
Ameren
AEE
$30.1B
$4.35M 0.03%
79,722
+400
+0.5% +$21.4K
CTXS
364
DELISTED
Citrix Systems Inc
CTXS
$4.28M 0.03%
51,374
-12,639
-20% -$985K
BHC icon
365
Bausch Health
BHC
$2.34B
$4.28M 0.03%
387,759
– –
WRK
366
DELISTED
WestRock Company
WRK
$4.28M 0.03%
82,202
+100
+0.1% +$5.28K
BALL icon
367
Ball Corp
BALL
$16.8B
$4.27M 0.03%
114,952
+600
+0.5% +$22.4K
HES
368
DELISTED
Hess
HES
$4.26M 0.03%
88,405
+1,200
+1% +$63.6K
L icon
369
Loews
L
$23.6B
$4.24M 0.03%
90,685
-48,000
-35% -$2.24M
LUMN icon
370
Lumen
LUMN
$6.44B
$4.23M 0.03%
179,491
+700
+0.4% +$17.1K
LLL
371
DELISTED
L3 Technologies, Inc.
LLL
$4.23M 0.03%
+25,596
New +$4.14M
TXT icon
372
Textron
TXT
$15.4B
$4.22M 0.03%
88,737
+400
+0.5% +$19.3K
CMG icon
373
Chipotle Mexican Grill
CMG
$41.5B
$4.21M 0.03%
472,000
– –
WHR icon
374
Whirlpool
WHR
$2.82B
$4.2M 0.03%
24,489
-100
-0.4% -$17.8K
COL
375
DELISTED
Rockwell Collins
COL
$4.18M 0.03%
43,009
+400
+0.9% +$37.6K
13 14
15
16 17

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.