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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
WAB icon
526
Wabtec
WAB
$49.3B
$2.73M 0.02%
35,000
-900
-3% -$74.3K
PVH icon
527
PVH
PVH
$4.04B
$2.69M 0.02%
25,996
+100
+0.4% +$9.25K
BF.B icon
528
Brown-Forman Class B
BF.B
$13.1B
$2.69M 0.02%
90,834
-2,344
-3% -$69.7K
NDSN icon
529
Nordson
NDSN
$17.3B
$2.67M 0.02%
21,760
+300
+1% +$35.5K
ARW icon
530
Arrow Electronics
ARW
$10.4B
$2.65M 0.02%
36,162
-31,900
-47% -$2.34M
FDS icon
531
Factset
FDS
$10.2B
$2.65M 0.02%
16,100
– –
MD icon
532
Pediatrix Medical
MD
$2.2B
$2.64M 0.02%
38,100
+800
+2% +$55.6K
BEAV
533
DELISTED
B/E Aerospace Inc
BEAV
$2.64M 0.02%
41,200
+300
+0.7% +$18.8K
OHI icon
534
Omega Healthcare
OHI
$14.7B
$2.64M 0.02%
79,900
+1,300
+2% +$41.8K
LII icon
535
Lennox International
LII
$15.2B
$2.63M 0.02%
15,700
+100
+0.6% +$16.2K
NDAQ icon
536
Nasdaq
NDAQ
$52.9B
$2.63M 0.02%
113,433
+1,500
+1% +$34.8K
JBHT icon
537
JB Hunt Transport Services
JBHT
$25.2B
$2.61M 0.02%
28,476
-100
-0.3% -$9.69K
NNN icon
538
NNN REIT
NNN
$8.99B
$2.61M 0.02%
59,800
+600
+1% +$26.6K
PACW
539
DELISTED
PacWest Bancorp
PACW
$2.59M 0.02%
48,700
+300
+0.6% +$16.4K
HBI
540
DELISTED
Hanesbrands
HBI
$2.58M 0.02%
124,392
+800
+0.6% +$17K
ACC
541
DELISTED
American Campus Communities, Inc.
ACC
$2.58M 0.02%
54,200
+1,000
+2% +$48.8K
CPRT icon
542
Copart
CPRT
$27.5B
$2.57M 0.02%
332,416
+4,000
+1% +$29.4K
MAC icon
543
Macerich
MAC
$6.92B
$2.56M 0.02%
39,708
+200
+0.5% +$13.4K
GXP
544
DELISTED
Great Plains Energy Incorporated
GXP
$2.56M 0.02%
87,510
+800
+0.9% +$22.5K
VRSN icon
545
VeriSign
VRSN
$26.6B
$2.55M 0.02%
29,257
-500
-2% -$41.5K
FIT
546
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.55M 0.02%
430,300
– –
XLFS
547
DELISTED
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO
XLFS
$2.54M 0.02%
49,600
– –
TER icon
548
Teradyne
TER
$59.3B
$2.53M 0.02%
81,400
+400
+0.5% +$11.4K
NI icon
549
NiSource
NI
$20.4B
$2.53M 0.02%
106,202
+700
+0.7% +$16K
WCG
550
DELISTED
Wellcare Health Plans, Inc.
WCG
$2.52M 0.02%
18,000
+200
+1% +$28.5K
20 21
22
23 24

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.