We are live on ! Find out more
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
SNPS icon
476
Synopsys
SNPS
$79.7B
$3.58M 0.02%
70,700
+1,000
+1% +$48.7K
AYI icon
477
Acuity Brands
AYI
$10.8B
$3.56M 0.02%
19,800
+100
+0.5% +$17.6K
HBAN icon
478
Huntington Bancshares
HBAN
$35.5B
$3.55M 0.02%
313,586
+1,100
+0.4% +$12.3K
AEE icon
479
Ameren
AEE
$30.1B
$3.54M 0.02%
94,082
+500
+0.5% +$20.1K
CMA
480
DELISTED
Comerica
CMA
$3.54M 0.02%
69,076
+300
+0.4% +$14.6K
JNPR
481
DELISTED
Juniper Networks
JNPR
$3.54M 0.02%
136,300
-3,400
-2% -$89.3K
DHI icon
482
D.R. Horton
DHI
$42.3B
$3.54M 0.02%
129,364
+1,100
+0.9% +$29.6K
LEN icon
483
Lennar Class A
LEN
$21.2B
$3.54M 0.02%
72,751
+420
+0.6% +$19.3K
CHRW icon
484
C.H. Robinson
CHRW
$17.5B
$3.53M 0.02%
56,597
-230,300
-80% -$15.2M
AES icon
485
AES
AES
$10.5B
$3.51M 0.02%
264,625
+15,300
+6% +$205K
CSC
486
DELISTED
Computer Sciences
CSC
$3.5M 0.02%
126,654
-2,373
-2% -$66.5K
JLL icon
487
Jones Lang LaSalle
JLL
$16.7B
$3.49M 0.02%
20,400
+100
+0.5% +$16.9K
KLAC icon
488
KLA
KLAC
$259B
$3.49M 0.02%
620,370
-7,000
-1% -$40.9K
RJF icon
489
Raymond James Financial
RJF
$34B
$3.48M 0.02%
87,488
+1,050
+1% +$40.8K
DRI icon
490
Darden Restaurants
DRI
$24.4B
$3.47M 0.02%
54,598
+1,119
+2% +$66.2K
UNM icon
491
Unum
UNM
$14.3B
$3.46M 0.02%
96,809
-200
-0.2% -$6.99K
ASH icon
492
Ashland
ASH
$3.5B
$3.46M 0.02%
57,954
-1,022
-2% -$63.7K
GMCR
493
DELISTED
KEURIG GREEN MTN INC
GMCR
$3.43M 0.02%
44,800
-2,000
-4% -$196K
IFF icon
494
International Flavors & Fragrances
IFF
$21.9B
$3.43M 0.02%
31,346
+200
+0.6% +$23.1K
Y
495
DELISTED
Alleghany Corp
Y
$3.42M 0.02%
7,300
– –
EXPD icon
496
Expeditors International
EXPD
$23.2B
$3.42M 0.02%
74,195
+200
+0.3% +$9.42K
SWN
497
DELISTED
Southwestern Energy Company
SWN
$3.41M 0.02%
150,091
+1,800
+1% +$46.2K
MLM icon
498
Martin Marietta Materials
MLM
$33B
$3.41M 0.02%
24,100
+200
+0.8% +$29.2K
CMS icon
499
CMS Energy
CMS
$22.3B
$3.41M 0.02%
106,999
+700
+0.7% +$23.5K
CYH icon
500
Community Health Systems
CYH
$423M
$3.39M 0.02%
65,091
+1,089
+2% +$48.9K
18 19
20
21 22

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.