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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
SNPS icon
426
Synopsys
SNPS
$79.7B
$3.56M 0.03%
49,400
-11,500
-19% -$770K
CDNS icon
427
Cadence Design Systems
CDNS
$93.4B
$3.56M 0.03%
113,310
-2,200
-2% -$64.2K
CINF icon
428
Cincinnati Financial
CINF
$27.1B
$3.56M 0.03%
49,221
+200
+0.4% +$14.5K
TFX icon
429
Teleflex
TFX
$5.98B
$3.53M 0.03%
18,230
+500
+3% +$90K
UNM icon
430
Unum
UNM
$14.3B
$3.53M 0.03%
75,269
-600
-0.8% -$28.1K
ALGN icon
431
Align Technology
ALGN
$12.3B
$3.52M 0.03%
30,700
+500
+2% +$50.5K
SLG icon
432
SL Green Realty
SLG
$3.99B
$3.52M 0.03%
34,098
-103
-0.3% -$10.9K
INGR icon
433
Ingredion
INGR
$6.58B
$3.52M 0.03%
29,200
– –
PKG icon
434
Packaging Corp of America
PKG
$22.8B
$3.51M 0.03%
38,300
+700
+2% +$64.2K
HOG icon
435
Harley-Davidson
HOG
$2.71B
$3.5M 0.03%
57,877
+100
+0.2% +$5.87K
JNPR
436
DELISTED
Juniper Networks
JNPR
$3.49M 0.03%
125,496
+1,100
+0.9% +$30.7K
EQT icon
437
EQT Corp
EQT
$32.3B
$3.48M 0.03%
104,654
+919
+0.9% +$30.7K
DVA icon
438
DaVita
DVA
$11.7B
$3.48M 0.03%
51,158
-26,200
-34% -$1.73M
UGI icon
439
UGI
UGI
$7.33B
$3.47M 0.03%
70,300
+600
+0.9% +$28.5K
XL
440
DELISTED
XL Group Ltd.
XL
$3.47M 0.03%
87,046
-900
-1% -$35.3K
URI icon
441
United Rentals
URI
$72.4B
$3.46M 0.03%
27,700
+200
+0.7% +$24.3K
PNR icon
442
Pentair
PNR
$11B
$3.45M 0.03%
81,749
+298
+0.4% +$11.9K
IFF icon
443
International Flavors & Fragrances
IFF
$21.9B
$3.44M 0.03%
25,942
– –
CBRE icon
444
CBRE Group
CBRE
$42.9B
$3.44M 0.03%
98,732
+600
+0.6% +$20.1K
STLD icon
445
Steel Dynamics
STLD
$37.6B
$3.42M 0.03%
98,500
+300
+0.3% +$10.7K
LEN icon
446
Lennar Class A
LEN
$21.2B
$3.42M 0.03%
70,133
+2,626
+4% +$119K
DRI icon
447
Darden Restaurants
DRI
$24.4B
$3.41M 0.03%
40,753
+500
+1% +$37.4K
AKAM icon
448
Akamai
AKAM
$15.9B
$3.4M 0.03%
56,923
+200
+0.4% +$13.1K
ATO icon
449
Atmos Energy
ATO
$28.8B
$3.37M 0.03%
42,700
+800
+2% +$61.4K
MOS icon
450
The Mosaic Company
MOS
$7.33B
$3.35M 0.03%
114,982
+400
+0.3% +$12.3K
16 17
18
19 20

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.