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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
+0.61%
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
$14.4B
AUM Growth
+$118M
Cap. Flow
+$149M
Cap. Flow %
1.03%
Top 10 Hldgs %
23.26%
Holding
975
New
24
Increased
657
Reduced
204
Closed
20

Top Buys

Rank Stock Value
1
AFL icon
Aflac
AFL
+$281M
2
JPM icon
JPMorgan Chase
JPM
+$135M
3
WMT icon
Walmart Inc
WMT
+$80.5M
4
COR icon
Cencora
COR
+$73.7M
5
TSLA icon
Tesla
TSLA
+$71.4M

Top Sells

Rank Stock Value
1
VZ icon
Verizon
VZ
+$129M
2
GS icon
Goldman Sachs
GS
+$102M
3
VIAB
Viacom Inc. Class B
VIAB
+$84.8M
4
PEP icon
PepsiCo
PEP
+$80.5M
5
EG icon
Everest Group
EG
+$66.7M

Sector Composition

Rank Sector Weight
1 Financials 20.9%
2 Healthcare 13.71%
3 Technology 12.36%
4 Consumer Discretionary 9.91%
5 Communication Services 8.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SE
251
DELISTED
Spectra Energy Corp Wi
SE
$8.49M 0.06%
260,359
+1,500
+0.6% +$53.4K
CB
252
DELISTED
CHUBB CORPORATION
CB
$8.48M 0.06%
89,148
+100
+0.1% +$9.87K
SHW icon
253
Sherwin-Williams
SHW
$89.8B
$8.44M 0.06%
92,085
-1,200
-1% -$114K
SYY icon
254
Sysco
SYY
$40.3B
$8.31M 0.06%
230,259
+1,800
+0.8% +$67.3K
EWY icon
255
iShares MSCI South Korea ETF
EWY
$24.1B
$8.27M 0.06%
150,000
– –
NVS icon
256
Novartis
NVS
$297B
$8.24M 0.06%
93,521
– –
OUT icon
257
Outfront Media
OUT
$5.5B
$8.22M 0.06%
331,047
– –
CERN
258
DELISTED
Cerner Corp
CERN
$8.2M 0.06%
118,720
+1,100
+0.9% +$77K
AVB icon
259
AvalonBay Communities
AVB
$26.8B
$8.19M 0.06%
51,219
+300
+0.6% +$50K
BBWI icon
260
Bath & Body Works
BBWI
$4.1B
$8.15M 0.06%
117,614
+247
+0.2% +$17.7K
BFH icon
261
Bread Financial
BFH
$4.38B
$8.03M 0.06%
34,456
+1,879
+6% +$449K
PXD
262
DELISTED
Pioneer Natural Resource Co.
PXD
$8.02M 0.06%
57,854
+400
+0.7% +$63.4K
EA
263
DELISTED
Electronic Arts
EA
$8.02M 0.06%
120,582
+600
+0.5% +$36.9K
VTR icon
264
Ventas
VTR
$47.9B
$7.96M 0.06%
112,337
+613
+0.5% +$47.9K
MU icon
265
Micron Technology
MU
$991B
$7.87M 0.05%
417,820
+2,200
+0.5% +$58.6K
AA.PRB
266
DELISTED
Alcoa Inc
AA.PRB
$7.87M 0.05%
199,000
– –
ADI icon
267
Analog Devices
ADI
$190B
$7.8M 0.05%
121,605
+1,400
+1% +$90.8K
IP icon
268
International Paper
IP
$22B
$7.8M 0.05%
173,143
+845
+0.5% +$41.9K
ROST icon
269
Ross Stores
ROST
$81.9B
$7.8M 0.05%
160,484
+700
+0.4% +$35.2K
SWKS icon
270
Skyworks Solutions
SWKS
$10.6B
$7.71M 0.05%
74,100
+500
+0.7% +$50.6K
PEG icon
271
Public Service Enterprise Group
PEG
$37.7B
$7.71M 0.05%
196,230
+1,000
+0.5% +$41.5K
WM icon
272
Waste Management
WM
$91B
$7.65M 0.05%
165,118
+400
+0.2% +$20.1K
PPL
273
PPL Corp
PPL
$26.7B
$7.64M 0.05%
259,150
-17,047
-6% -$533K
MNST icon
274
Monster Beverage
MNST
$88.5B
$7.63M 0.05%
341,628
+3,000
+0.9% +$67K
STZ icon
275
Constellation Brands
STZ
$23.2B
$7.63M 0.05%
65,723
+800
+1% +$94.5K
9 10
11
12 13

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 Q2 2015 Portfolio in Review

As of Q2 2015, State of Michigan Retirement System held 975 positions worth $14.4B, up 0.83% from $14.3B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Trading was light in Q2 2015: portfolio turnover was 4.5%. State of Michigan Retirement System opened 24 new positions and exited 20, leaving the 975-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 18% a quarter earlier, followed by Healthcare and Technology.

  • State of Michigan Retirement System's largest Q2 2015 buy was Balchem Corp: 220,000 shares worth $12.3M.
  • State of Michigan Retirement System added most to Aflac in Q2 2015, an estimated $281M increase.
  • State of Michigan Retirement System's biggest Q2 2015 reduction was Verizon, cutting an estimated $129M.
  • State of Michigan Retirement System fully exited LORILLARD INC COM STK in Q2 2015, selling an estimated $26.4M.
  • State of Michigan Retirement System's ten largest holdings make up 23% of its $14.4B portfolio in Q2 2015.
  • State of Michigan Retirement System opened 24 new positions and closed 20 in Q2 2015.
  • State of Michigan Retirement System's portfolio value rose 0.83% quarter-over-quarter to $14.4B.

Based on State of Michigan Retirement System's 13F filing for Q2 2015, filed 3 Aug 2015.