We are live on ! Find out more
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
KEYS icon
551
Keysight
KEYS
$58.3B
$2.52M 0.02%
69,700
+1,300
+2% +$48.4K
HUBB icon
552
Hubbell
HUBB
$27.2B
$2.51M 0.02%
20,914
+200
+1% +$24K
GNTX icon
553
Gentex
GNTX
$5.07B
$2.49M 0.02%
116,700
-83,700
-42% -$1.76M
UTHR icon
554
United Therapeutics
UTHR
$23.1B
$2.48M 0.02%
18,300
+1,200
+7% +$182K
PTC icon
555
PTC
PTC
$16B
$2.47M 0.02%
47,039
+500
+1% +$26.4K
SNI
556
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$2.46M 0.02%
31,423
+300
+1% +$23.2K
TTWO icon
557
Take-Two Interactive
TTWO
$46.1B
$2.44M 0.02%
+41,200
New +$2.3M
DCI icon
558
Donaldson
DCI
$11.4B
$2.44M 0.02%
53,620
-31,600
-37% -$1.37M
CBOE icon
559
Cboe Global Markets
CBOE
$29.9B
$2.44M 0.02%
30,100
-2,600
-8% -$203K
WST icon
560
West Pharmaceutical
WST
$24.9B
$2.43M 0.02%
29,800
+300
+1% +$25.1K
AES icon
561
AES
AES
$10.5B
$2.42M 0.02%
216,505
+900
+0.4% +$10.3K
MSCC
562
DELISTED
Microsemi Corp
MSCC
$2.41M 0.02%
46,800
+600
+1% +$32.2K
NFX
563
DELISTED
Newfield Exploration
NFX
$2.41M 0.02%
65,312
+800
+1% +$31.1K
FLR icon
564
Fluor
FLR
$7.96B
$2.41M 0.02%
45,753
+200
+0.4% +$10.9K
ODFL icon
565
Old Dominion Freight Line
ODFL
$44.9B
$2.4M 0.02%
84,300
+600
+0.7% +$17.7K
RNR icon
566
RenaissanceRe
RNR
$13.4B
$2.4M 0.02%
16,600
– –
STE icon
567
Steris
STE
$23.1B
$2.4M 0.02%
34,500
+200
+0.6% +$13.8K
AVT icon
568
Avnet
AVT
$7.92B
$2.4M 0.02%
52,340
+900
+2% +$41.6K
X
569
DELISTED
US Steel
X
$2.39M 0.02%
70,800
+1,300
+2% +$46.2K
BIVV
570
DELISTED
Bioverativ Inc. Common Stock
BIVV
$2.39M 0.02%
+43,900
New +$2.16M
ALLE icon
571
Allegion
ALLE
$14.4B
$2.38M 0.02%
31,385
– –
HP icon
572
Helmerich & Payne
HP
$3.71B
$2.38M 0.02%
35,692
+300
+0.8% +$21.4K
LW icon
573
Lamb Weston
LW
$7.19B
$2.37M 0.02%
56,400
+500
+0.9% +$19.7K
RS icon
574
Reliance Steel & Aluminium
RS
$21.6B
$2.37M 0.02%
29,600
+400
+1% +$32.8K
EVHC
575
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.37M 0.02%
38,600
+200
+0.5% +$13.4K
21 22
23
24 25

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.