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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
BIG
876
DELISTED
Big Lots, Inc.
BIG
$881K 0.01%
18,100
+200
+1% +$10.1K
TPH
877
DELISTED
Tri Pointe Homes
TPH
$880K 0.01%
70,200
+11,500
+20% +$141K
EAT icon
878
Brinker International
EAT
$9.64B
$874K 0.01%
19,877
-100
-0.5% -$4.43K
TRMK icon
879
Trustmark
TRMK
$2.76B
$874K 0.01%
27,500
+300
+1% +$9.95K
KBR icon
880
KBR
KBR
$4.79B
$872K 0.01%
58,042
+700
+1% +$11.1K
GMED icon
881
Globus Medical
GMED
$11.1B
$865K 0.01%
29,200
+400
+1% +$10.9K
CVLT icon
882
Commault Systems
CVLT
$5.61B
$864K 0.01%
17,000
+400
+2% +$20.4K
PZZA icon
883
Papa John's
PZZA
$808M
$864K 0.01%
10,800
+100
+0.9% +$8.13K
LIVN icon
884
LivaNova
LIVN
$4.2B
$863K 0.01%
17,600
– –
ACH
885
Accendra Health
ACH
$223M
$858K 0.01%
24,800
– –
URBN icon
886
Urban Outfitters
URBN
$6.58B
$853K 0.01%
35,900
+7,005
+24% +$182K
AKRX
887
DELISTED
Akorn Inc
AKRX
$852K 0.01%
35,400
+100
+0.3% +$2.18K
BID
888
DELISTED
Sotheby's
BID
$852K 0.01%
18,727
+200
+1% +$8.56K
PAY
889
DELISTED
Verifone Systems Inc
PAY
$848K 0.01%
45,300
+600
+1% +$11.4K
INVX
890
Innovex International
INVX
$1.95B
$840K 0.01%
15,400
+300
+2% +$17.9K
GNW icon
891
Genworth Financial
GNW
$3.71B
$835K 0.01%
202,550
-327,812
-62% -$1.26M
IBOC icon
892
International Bancshares
IBOC
$4.58B
$835K 0.01%
23,600
+200
+0.9% +$7.53K
ALEX
893
DELISTED
Alexander & Baldwin
ALEX
$833K 0.01%
18,720
+200
+1% +$8.86K
CVSA
894
Covista Inc
CVSA
$4.78B
$826K 0.01%
23,300
+500
+2% +$16.5K
HNI icon
895
HNI Corp
HNI
$3.58B
$822K 0.01%
17,840
-100
-0.6% -$4.81K
CVG
896
DELISTED
Convergys
CVG
$812K 0.01%
38,400
– –
GVA icon
897
Granite Construction
GVA
$5.58B
$810K 0.01%
16,145
+200
+1% +$10.6K
WOR icon
898
Worthington Enterprises
WOR
$2.86B
$806K 0.01%
28,998
+324
+1% +$9.75K
WBMD
899
DELISTED
WebMD Health Corp.
WBMD
$805K 0.01%
15,285
+600
+4% +$30.6K
SENS icon
900
Senseonics Holdings Inc
SENS
$365M
$795K 0.01%
22,215
+502
+2% +$24.2K
34 35
36
37 38

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FAM
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BA
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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)
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CAM
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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.