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
AVY icon
576
Avery Dennison
AVY
$13.4B
$2.36M 0.02%
29,326
-9,300
-24% -$722K
SCI icon
577
Service Corp International
SCI
$11.6B
$2.36M 0.02%
76,500
-200
-0.3% -$6.02K
ULTI
578
DELISTED
Ultimate Software Group Inc
ULTI
$2.36M 0.02%
12,100
+400
+3% +$77.9K
FTNT icon
579
Fortinet
FTNT
$117B
$2.32M 0.02%
302,500
+6,500
+2% +$46K
WTRG icon
580
Essential Utilities
WTRG
$11.4B
$2.32M 0.02%
72,116
+700
+1% +$21.5K
SRCL
581
DELISTED
Stericycle Inc
SRCL
$2.32M 0.02%
27,981
-26,700
-49% -$2.15M
KSS icon
582
Kohl's
KSS
$2.19B
$2.31M 0.02%
58,010
+300
+0.5% +$12.2K
LPT
583
DELISTED
Liberty Property Trust
LPT
$2.3M 0.02%
59,700
+500
+0.8% +$19.5K
OA
584
DELISTED
Orbital ATK, Inc.
OA
$2.29M 0.02%
23,400
-200
-0.8% -$18.5K
AIV
585
Aimco
AIV
$383M
$2.29M 0.02%
386,811
+1,502
+0.4% +$8.95K
POST icon
586
Post Holdings
POST
$3.57B
$2.28M 0.02%
39,881
– –
PNRA
587
DELISTED
Panera Bread Co
PNRA
$2.28M 0.02%
8,700
-100
-1% -$22.7K
VYX icon
588
NCR Voyix
VYX
$1.14B
$2.28M 0.02%
81,239
– –
DEI icon
589
Douglas Emmett
DEI
$1.96B
$2.27M 0.02%
59,100
+1,100
+2% +$42.2K
ACM icon
590
Aecom
ACM
$9.75B
$2.25M 0.02%
63,100
+1,100
+2% +$40.2K
CF icon
591
CF Industries
CF
$17.3B
$2.25M 0.02%
76,525
+300
+0.4% +$9.79K
BC icon
592
Brunswick
BC
$5.28B
$2.23M 0.02%
36,400
+300
+0.8% +$17.7K
PHM icon
593
Pultegroup
PHM
$25.3B
$2.21M 0.02%
94,009
-3,300
-3% -$71.1K
LEG icon
594
Leggett & Platt
LEG
$1.31B
$2.21M 0.02%
43,977
+300
+0.7% +$14.7K
OLN icon
595
Olin
OLN
$2.12B
$2.21M 0.02%
67,211
+700
+1% +$21K
J icon
596
Jacobs Solutions
J
$17B
$2.2M 0.02%
48,130
+362
+0.8% +$17.1K
LECO icon
597
Lincoln Electric
LECO
$15.4B
$2.18M 0.02%
25,100
+100
+0.4% +$8.39K
MDU icon
598
MDU Resources
MDU
$4.32B
$2.17M 0.02%
208,713
+1,841
+0.9% +$19.2K
TOL icon
599
Toll Brothers
TOL
$14.5B
$2.17M 0.02%
60,100
– –
WPX
600
DELISTED
WPX Energy, Inc.
WPX
$2.16M 0.02%
161,000
+22,300
+16% +$298K
22 23
24
25 26

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.