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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
XL
401
DELISTED
XL Group Ltd.
XL
$4.42M 0.03%
118,962
+20,500
+21% +$769K
ADSK icon
402
Autodesk
ADSK
$52.6B
$4.42M 0.03%
88,332
+900
+1% +$51.4K
SRCL
403
DELISTED
Stericycle Inc
SRCL
$4.41M 0.03%
32,957
+200
+0.6% +$27.4K
DOV icon
404
Dover
DOV
$28.4B
$4.37M 0.03%
77,031
-866
-1% -$51.6K
CTXS
405
DELISTED
Citrix Systems Inc
CTXS
$4.36M 0.03%
78,028
+628
+0.8% +$33.4K
CNC icon
406
Centene
CNC
$32.5B
$4.36M 0.03%
108,400
+600
+0.6% +$21.6K
MTD icon
407
Mettler-Toledo International
MTD
$28.6B
$4.34M 0.03%
12,700
– –
TAP icon
408
Molson Coors Class B
TAP
$8.09B
$4.32M 0.03%
61,943
+300
+0.5% +$22.3K
VMC icon
409
Vulcan Materials
VMC
$36.9B
$4.32M 0.03%
51,458
+500
+1% +$43.6K
NWL icon
410
Newell Brands
NWL
$2.56B
$4.29M 0.03%
104,228
-400
-0.4% -$16K
XRX icon
411
Xerox
XRX
$425M
$4.28M 0.03%
152,733
-304
-0.2% -$9.4K
FL
412
DELISTED
Foot Locker
FL
$4.27M 0.03%
63,700
-700
-1% -$43.7K
SLG icon
413
SL Green Realty
SLG
$3.99B
$4.24M 0.03%
39,874
+619
+2% +$72.6K
HOLX
414
DELISTED
Hologic
HOLX
$4.24M 0.03%
111,380
+1,000
+0.9% +$35K
EXPE icon
415
Expedia Group
EXPE
$37.3B
$4.23M 0.03%
38,664
+500
+1% +$51.7K
JAH
416
DELISTED
JARDEN CORPORATION
JAH
$4.22M 0.03%
81,600
+300
+0.4% +$15.9K
LKQ icon
417
LKQ Corp
LKQ
$6.29B
$4.19M 0.03%
138,600
+800
+0.6% +$22.2K
NVO
418
Novo Nordisk
NVO
$209B
$4.19M 0.03%
153,000
– –
SEE
419
DELISTED
Sealed Air
SEE
$4.19M 0.03%
81,484
+400
+0.5% +$19.2K
EWI icon
420
iShares MSCI Italy ETF
EWI
$1.07B
$4.17M 0.03%
140,000
– –
OCR
421
DELISTED
OMNICARE INC
OCR
$4.16M 0.03%
44,130
+100
+0.2% +$8.92K
WAB icon
422
Wabtec
WAB
$49.3B
$4.15M 0.03%
44,000
+300
+0.7% +$29.5K
PII icon
423
Polaris
PII
$4.07B
$4.13M 0.03%
27,900
+200
+0.7% +$28.8K
MSI icon
424
Motorola Solutions
MSI
$77.4B
$4.13M 0.03%
71,954
-1,600
-2% -$95.8K
ANDV
425
DELISTED
Andeavor
ANDV
$4.13M 0.03%
48,867
+700
+1% +$60.8K
15 16
17
18 19

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.