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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
ED icon
301
Consolidated Edison
ED
$39.9B
$6.57M 0.05%
113,552
+600
+0.5% +$36.2K
BBBY
302
DELISTED
Bed Bath & Beyond Inc
BBBY
$6.57M 0.05%
95,192
-5,200
-5% -$372K
FITB
303
Fifth Third Bancorp
FITB
$51.8B
$6.54M 0.05%
314,112
-200
-0.1% -$4.05K
DOC icon
304
Healthpeak Properties
DOC
$14.8B
$6.53M 0.05%
196,594
+1,428
+0.7% +$52K
ROK icon
305
Rockwell Automation
ROK
$49B
$6.5M 0.05%
52,190
-100
-0.2% -$12K
SIAL
306
DELISTED
SIGMA - ALDRICH CORP
SIAL
$6.45M 0.04%
46,295
+200
+0.4% +$27.8K
VNO icon
307
Vornado Realty Trust
VNO
$7.38B
$6.45M 0.04%
84,024
+618
+0.7% +$51.3K
MTB icon
308
M&T Bank
MTB
$36.2B
$6.44M 0.04%
51,577
+300
+0.6% +$36.9K
LUMN icon
309
Lumen
LUMN
$6.44B
$6.42M 0.04%
218,651
+100
+0% +$3.41K
NLSN
310
DELISTED
Nielsen Holdings plc
NLSN
$6.41M 0.04%
143,200
+21,500
+18% +$974K
NBL
311
DELISTED
Noble Energy, Inc.
NBL
$6.41M 0.04%
150,114
+900
+0.6% +$42.5K
HES
312
DELISTED
Hess
HES
$6.33M 0.04%
94,725
+1,000
+1% +$70.9K
WY icon
313
Weyerhaeuser
WY
$18.4B
$6.33M 0.04%
200,820
-1,700
-0.8% -$54.7K
XEL icon
314
Xcel Energy
XEL
$48.8B
$6.33M 0.04%
196,566
+1,400
+0.7% +$47.1K
DLTR icon
315
Dollar Tree
DLTR
$25.2B
$6.31M 0.04%
79,922
+600
+0.8% +$47.4K
TYC
316
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$6.28M 0.04%
155,937
+1,146
+0.7% +$48.9K
SWK icon
317
Stanley Black & Decker
SWK
$15.7B
$6.28M 0.04%
59,636
-1,100
-2% -$112K
IVZ icon
318
Invesco
IVZ
$13.9B
$6.26M 0.04%
167,043
+1,500
+0.9% +$60.1K
GGP
319
DELISTED
GGP Inc.
GGP
$6.26M 0.04%
244,000
+1,600
+0.7% +$44.6K
ENDP
320
DELISTED
Endo International plc
ENDP
$6.26M 0.04%
78,600
+10,100
+15% +$872K
PH icon
321
Parker-Hannifin
PH
$135B
$6.25M 0.04%
53,743
-1,200
-2% -$145K
K
322
DELISTED
Kellanova
K
$6.09M 0.04%
103,513
-532
-0.5% -$31.8K
ARO
323
DELISTED
Aeropostale Inc
ARO
$6.09M 0.04%
3,758,200
+30,600
+0.8% +$80.6K
BF.B icon
324
Brown-Forman Class B
BF.B
$13.1B
$6.05M 0.04%
188,834
+937
+0.5% +$28.4K
GMLP
325
DELISTED
Golar LNG Partners LP
GMLP
$6.04M 0.04%
245,000
– –
11 12
13
14 15

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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.