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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
CHD icon
376
Church & Dwight Co
CHD
$24.5B
$4.17M 0.03%
83,624
-900
-1% -$43K
BR icon
377
Broadridge
BR
$19B
$4.15M 0.03%
61,072
-12,950
-17% -$878K
GWW icon
378
W.W. Grainger
GWW
$60.2B
$4.14M 0.03%
17,807
-100
-0.6% -$24.6K
RMD icon
379
ResMed
RMD
$30.7B
$4.14M 0.03%
57,600
+800
+1% +$55.3K
VRSK icon
380
Verisk Analytics
VRSK
$25B
$4.12M 0.03%
50,816
-100
-0.2% -$8.21K
CMS icon
381
CMS Energy
CMS
$22.3B
$4.11M 0.03%
91,935
+700
+0.8% +$30.3K
WAT icon
382
Waters Corp
WAT
$39.9B
$4.11M 0.03%
26,296
-14,700
-36% -$2.2M
DOV icon
383
Dover
DOV
$28.4B
$4.1M 0.03%
63,215
+372
+0.6% +$23.7K
MTD icon
384
Mettler-Toledo International
MTD
$28.6B
$4.09M 0.03%
8,540
– –
AME icon
385
Ametek
AME
$58.2B
$4.08M 0.03%
75,384
-300
-0.4% -$15.8K
IVZ icon
386
Invesco
IVZ
$13.9B
$4.06M 0.03%
132,555
-1,000
-0.7% -$31.3K
WWAV
387
DELISTED
The WhiteWave Foods Company
WWAV
$4.04M 0.03%
72,034
+700
+1% +$38.6K
CNC icon
388
Centene
CNC
$32.5B
$4.03M 0.03%
113,048
+1,200
+1% +$40.2K
SIVB
389
DELISTED
SVB Financial Group
SIVB
$3.96M 0.03%
21,300
+300
+1% +$54.6K
CMA
390
DELISTED
Comerica
CMA
$3.96M 0.03%
57,776
+1,400
+2% +$97.7K
CSC
391
DELISTED
Computer Sciences
CSC
$3.96M 0.03%
57,400
+700
+1% +$46.4K
HOLX
392
DELISTED
Hologic
HOLX
$3.9M 0.03%
91,760
+800
+0.9% +$32.6K
ALB icon
393
Albemarle
ALB
$15.5B
$3.9M 0.03%
36,940
+200
+0.5% +$19.5K
CNP icon
394
CenterPoint Energy
CNP
$26.8B
$3.9M 0.03%
141,462
+600
+0.4% +$16K
EG icon
395
Everest Group
EG
$14.4B
$3.89M 0.03%
16,620
+200
+1% +$45.7K
EMN icon
396
Eastman Chemical
EMN
$8.42B
$3.88M 0.03%
48,070
+100
+0.2% +$7.87K
Y
397
DELISTED
Alleghany Corp
Y
$3.87M 0.03%
6,300
-3,500
-36% -$2.18M
OKE icon
398
Oneok
OKE
$54.5B
$3.84M 0.03%
69,226
+400
+0.6% +$22K
CDK
399
DELISTED
CDK Global, Inc.
CDK
$3.83M 0.03%
58,900
-1,300
-2% -$83.2K
HWM icon
400
Howmet Aerospace
HWM
$113B
$3.81M 0.03%
188,733
+1,695
+0.9% +$33.3K
14 15
16
17 18

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.