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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
MU icon
201
Micron Technology
MU
$996B
$9.84M 0.08%
340,444
+2,800
+0.8% +$68.4K
ADI icon
202
Analog Devices
ADI
$184B
$9.8M 0.08%
119,595
+18,838
+19% +$1.48M
ALL icon
203
Allstate
ALL
$70.8B
$9.77M 0.08%
119,937
-28,900
-19% -$2.27M
FIS icon
204
Fidelity National Information Services
FIS
$22.1B
$9.76M 0.08%
122,606
-14,050
-10% -$1.13M
MAR icon
205
Marriott International
MAR
$93.8B
$9.73M 0.08%
103,352
-1,400
-1% -$122K
WM icon
206
Waste Management
WM
$91.5B
$9.69M 0.07%
132,878
-100
-0.1% -$7.14K
APD icon
207
Air Products & Chemicals
APD
$66.8B
$9.67M 0.07%
71,502
+400
+0.6% +$56.4K
REGN icon
208
Regeneron Pharmaceuticals
REGN
$79.5B
$9.67M 0.07%
24,944
+200
+0.8% +$74.1K
ROST icon
209
Ross Stores
ROST
$81.6B
$9.59M 0.07%
145,538
-16,250
-10% -$1.09M
STT icon
210
State Street
STT
$50.8B
$9.39M 0.07%
117,957
-600
-0.5% -$47.6K
FISV
211
Fiserv Inc
FISV
$28.9B
$9.3M 0.07%
161,256
-21,200
-12% -$1.19M
INTU icon
212
Intuit
INTU
$88.1B
$9.25M 0.07%
79,784
– –
ISRG icon
213
Intuitive Surgical
ISRG
$132B
$9.24M 0.07%
108,504
-5,400
-5% -$427K
STZ icon
214
Constellation Brands
STZ
$22.6B
$9.2M 0.07%
56,775
-341,300
-86% -$53.2M
SRE icon
215
Sempra
SRE
$55.1B
$9.1M 0.07%
164,676
+1,200
+0.7% +$63.7K
EA icon
216
Electronic Arts
EA
$9.07M 0.07%
101,306
+2,600
+3% +$221K
PLD icon
217
Prologis
PLD
$130B
$9.02M 0.07%
173,917
+1,000
+0.6% +$50.9K
PSO icon
218
Pearson
PSO
$9.97B
$9M 0.07%
1,061,600
+21,500
+2% +$179K
KR icon
219
Kroger
KR
$35.1B
$8.95M 0.07%
303,476
-5,300
-2% -$169K
STI
220
DELISTED
SunTrust Banks, Inc.
STI
$8.93M 0.07%
161,392
+900
+0.6% +$51.6K
VRTX icon
221
Vertex Pharmaceuticals
VRTX
$123B
$8.92M 0.07%
81,568
+500
+0.6% +$44K
MPC icon
222
Marathon Petroleum
MPC
$84B
$8.76M 0.07%
173,366
+800
+0.5% +$39.8K
TEL icon
223
TE Connectivity
TEL
$62.3B
$8.7M 0.07%
116,676
+500
+0.4% +$36.8K
SYF icon
224
Synchrony
SYF
$25.6B
$8.68M 0.07%
253,010
-3,400
-1% -$122K
DFS
225
DELISTED
Discover Financial Services
DFS
$8.66M 0.07%
126,643
-2,300
-2% -$161K
7 8
9
10 11

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FAM
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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
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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.