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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
FCN icon
926
FTI Consulting
FCN
$4.17B
$688K 0.01%
16,700
-300
-2% -$12.5K
KN icon
927
Knowles
KN
$3.34B
$682K 0.01%
36,011
+300
+0.8% +$5.48K
KBH icon
928
KB Home
KBH
$3.59B
$672K 0.01%
33,800
+500
+2% +$8.74K
WPG
929
DELISTED
Washington Prime Group Inc.
WPG
$655K 0.01%
8,369
+78
+0.9% +$6.53K
DDD icon
930
3D Systems Corp
DDD
$610M
$654K 0.01%
43,700
+800
+2% +$12.6K
NE
931
DELISTED
Noble Corporation
NE
$615K ﹤0.01%
99,400
+1,500
+2% +$10.1K
WDR
932
DELISTED
Waddell & Reed Financial, Inc.
WDR
$581K ﹤0.01%
34,200
+900
+3% +$16.5K
GEF icon
933
Greif
GEF
$5.03B
$578K ﹤0.01%
10,500
+100
+1% +$5.55K
THC icon
934
Tenet Healthcare
THC
$21.1B
$574K ﹤0.01%
32,400
+400
+1% +$7.42K
SAM icon
935
Boston Beer
SAM
$1.92B
$550K ﹤0.01%
3,800
+200
+6% +$31.3K
DDS icon
936
Dillards
DDS
$9.58B
$538K ﹤0.01%
+10,300
New +$564K
NWS icon
937
News Corp Class B
NWS
$17.6B
$528K ﹤0.01%
39,144
– –
HSNI
938
DELISTED
HSN, Inc.
HSNI
$482K ﹤0.01%
13,000
+200
+2% +$7.16K
DCM
939
DELISTED
NTT DOCOMO, Inc.
DCM
$479K ﹤0.01%
20,500
– –
WERN icon
940
Werner Enterprises
WERN
$2.25B
$476K ﹤0.01%
18,175
+200
+1% +$5.45K
DO
941
DELISTED
Diamond Offshore Drilling
DO
$438K ﹤0.01%
26,200
+200
+0.8% +$3.4K
ISCA
942
DELISTED
International Speedway Corp
ISCA
$379K ﹤0.01%
10,250
-200
-2% -$7.39K
TR icon
943
Tootsie Roll Industries
TR
$2.99B
$272K ﹤0.01%
9,501
+130
+1% +$3.73K
SGYP
944
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$233K ﹤0.01%
50,000
– –
AUPH icon
945
Aurinia Pharmaceuticals
AUPH
$2.04B
$184K ﹤0.01%
25,000
– –
AGG icon
946
iShares Core US Aggregate Bond ETF
AGG
$138B
– –
-450,000
Closed -$48.6M
ASIX icon
947
AdvanSix
ASIX
$445M
– –
-22,520
Closed -$499K
BG icon
948
Bunge Global
BG
$20.8B
– –
-120,775
Closed -$8.72M
CLF icon
949
Cleveland-Cliffs
CLF
$7B
– –
-155,700
Closed -$1.31M
CNI icon
950
Canadian National Railway
CNI
$76.6B
– –
-28,000
Closed -$1.89M
36 37
38
39 40

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BA
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AM
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CAM
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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.