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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
LOW icon
101
Lowe's Companies
LOW
$122B
$24.4M 0.19%
297,225
-12,750
-4% -$976K
NKE icon
102
Nike
NKE
$62.3B
$24.3M 0.19%
435,292
-1,700
-0.4% -$93.9K
COST icon
103
Costco
COST
$421B
$24.2M 0.19%
144,136
+1,200
+0.8% +$201K
HE icon
104
Hawaiian Electric Industries
HE
$2.16B
$23.9M 0.19%
718,771
+400
+0.1% +$13.3K
DD icon
105
DuPont de Nemours
DD
$19.5B
$23.3M 0.18%
144,794
-39
-0% -$6.05K
WBA
106
DELISTED
Walgreens Boots Alliance
WBA
$23.3M 0.18%
280,061
+200
+0.1% +$16.8K
CHTR icon
107
Charter Communications
CHTR
$18.8B
$23.1M 0.18%
70,700
-100
-0.1% -$31.9K
TCP
108
DELISTED
TC Pipelines LP
TCP
$22.8M 0.18%
382,500
– –
DD
109
DELISTED
Du Pont De Nemours E I
DD
$22.8M 0.18%
284,015
-300
-0.1% -$23.3K
MDLZ icon
110
Mondelez International
MDLZ
$80.1B
$21.6M 0.17%
501,456
-3,600
-0.7% -$160K
NFLX icon
111
Netflix
NFLX
$307B
$20.9M 0.16%
1,413,340
+10,000
+0.7% +$140K
CB icon
112
Chubb
CB
$137B
$20.8M 0.16%
152,977
-20,500
-12% -$2.76M
COP icon
113
ConocoPhillips
COP
$142B
$20.2M 0.16%
405,955
+800
+0.2% +$38.7K
MS icon
114
Morgan Stanley
MS
$336B
$20.2M 0.16%
471,955
+300
+0.1% +$13.3K
NEE icon
115
NextEra Energy
NEE
$176B
$19.7M 0.15%
614,292
+3,200
+0.5% +$101K
ZVO
116
DELISTED
Zovio Inc. Common Stock
ZVO
$19.6M 0.15%
1,837,754
– –
BIIB icon
117
Biogen
BIIB
$30.5B
$19.4M 0.15%
70,877
-300
-0.4% -$84.8K
PNC icon
118
PNC Financial Services
PNC
$101B
$19.2M 0.15%
159,676
+600
+0.4% +$73.5K
AIG icon
119
American International
AIG
$42.4B
$19.1M 0.15%
305,652
-17,632
-5% -$1.13M
MET icon
120
MetLife
MET
$64.3B
$18.9M 0.15%
400,649
-41,963
-9% -$2M
WPC icon
121
W.P. Carey
WPC
$16.4B
$18.6M 0.14%
305,485
– –
EOG icon
122
EOG Resources
EOG
$71.4B
$18.5M 0.14%
189,428
+900
+0.5% +$89.8K
SPG icon
123
Simon Property Group
SPG
$71.9B
$18.1M 0.14%
105,098
+2,300
+2% +$411K
CAT icon
124
Caterpillar
CAT
$395B
$17.9M 0.14%
192,666
+1,300
+0.7% +$123K
KHC icon
125
Kraft Heinz
KHC
$29.6B
$17.8M 0.14%
195,946
+900
+0.5% +$81.1K
3 4
5
6 7

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.