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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
DGX icon
101
Quest Diagnostics
DGX
$26.3B
$26.4M 0.18%
364,683
-82,500
-18% -$6.09M
VIAB
102
DELISTED
Viacom Inc. Class B
VIAB
$26.3M 0.18%
406,504
-1,251,300
-75% -$84.8M
DD icon
103
DuPont de Nemours
DD
$19.2B
$26M 0.18%
200,315
+4,146
+2% +$537K
MDLZ icon
104
Mondelez International
MDLZ
$80.1B
$26M 0.18%
630,908
-5,400
-0.8% -$212K
PARA
105
DELISTED
Paramount Global Class B
PARA
$25.6M 0.18%
461,267
-900
-0.2% -$54.4K
ESRX
106
DELISTED
Express Scripts Holding Company
ESRX
$25.2M 0.17%
282,828
+2,400
+0.9% +$210K
NOV icon
107
NOV
NOV
$7.01B
$24.9M 0.17%
516,410
-249,500
-33% -$12.8M
FSLR icon
108
First Solar
FSLR
$27B
$24.5M 0.17%
522,306
-59,700
-10% -$3.34M
MET icon
109
MetLife
MET
$62.2B
$24.2M 0.17%
485,603
+1,908
+0.4% +$90.4K
LOW icon
110
Lowe's Companies
LOW
$125B
$24.2M 0.17%
361,695
-13,600
-4% -$970K
BRK.A icon
111
Berkshire Hathaway Class A
BRK.A
$1.12T
$23.8M 0.17%
116
– –
ETN icon
112
Eaton
ETN
$174B
$23.4M 0.16%
347,196
-1,900
-0.5% -$134K
OXY icon
113
Occidental Petroleum
OXY
$56B
$23.2M 0.16%
298,447
+701
+0.2% +$54.8K
BKNG icon
114
Booking.com
BKNG
$161B
$23.2M 0.16%
503,025
+2,500
+0.5% +$119K
F icon
115
Ford
F
$55.9B
$23.1M 0.16%
1,541,738
+15,700
+1% +$243K
MS icon
116
Morgan Stanley
MS
$339B
$23.1M 0.16%
595,955
+1,200
+0.2% +$45.7K
COF icon
117
Capital One
COF
$133B
$23M 0.16%
261,951
-800
-0.3% -$67.2K
COST icon
118
Costco
COST
$420B
$23M 0.16%
170,408
+700
+0.4% +$101K
MDVN
119
DELISTED
MEDIVATION, INC.
MDVN
$22.5M 0.16%
394,000
+274,000
+228% +$16.9M
TFCFA
120
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$22.3M 0.16%
686,277
-19,100
-3% -$642K
GEN icon
121
Gen Digital
GEN
$17.6B
$21.8M 0.15%
937,849
+188,000
+25% +$4.59M
CL icon
122
Colgate-Palmolive
CL
$74.3B
$21.6M 0.15%
329,744
+800
+0.2% +$54.3K
PSO icon
123
Pearson
PSO
$9.91B
$20.9M 0.15%
1,102,200
+3,100
+0.3% +$63.3K
SPG icon
124
Simon Property Group
SPG
$72.1B
$20.9M 0.15%
120,742
+800
+0.7% +$147K
TXN icon
125
Texas Instruments
TXN
$260B
$20.8M 0.14%
403,514
-400
-0.1% -$22.1K
3 4
5
6 7

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.