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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
DISCK
526
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$3.15M 0.02%
101,277
-11,000
-10% -$340K
CTAS icon
527
Cintas
CTAS
$81.3B
$3.12M 0.02%
147,372
-2,800
-2% -$58.8K
WYNN icon
528
Wynn Resorts
WYNN
$10.6B
$3.12M 0.02%
31,574
-81,200
-72% -$9.17M
RL icon
529
Ralph Lauren
RL
$23.6B
$3.1M 0.02%
23,433
+200
+0.9% +$27K
IPG
530
DELISTED
Interpublic Group of Companies
IPG
$3.09M 0.02%
160,173
+1,100
+0.7% +$22.8K
HAIN icon
531
Hain Celestial
HAIN
$53.7M
$3.08M 0.02%
46,700
+600
+1% +$37.9K
MWV
532
DELISTED
MEADWESTVACO CORP
MWV
$3.07M 0.02%
65,106
+500
+0.8% +$24.5K
FLR icon
533
Fluor
FLR
$7.96B
$3.03M 0.02%
57,173
+200
+0.4% +$11.6K
DRC
534
DELISTED
DRESSER-RAND GROUP INC
DRC
$2.98M 0.02%
35,000
+300
+0.9% +$25.1K
CSL icon
535
Carlisle Companies
CSL
$15.4B
$2.98M 0.02%
29,720
+200
+0.7% +$19.6K
RPM icon
536
RPM International
RPM
$15B
$2.97M 0.02%
60,718
+100
+0.2% +$4.92K
JEF icon
537
Jefferies Financial Group
JEF
$13.1B
$2.97M 0.02%
136,663
+782
+0.6% +$16.7K
LNT icon
538
Alliant Energy
LNT
$18B
$2.97M 0.02%
102,920
+2,400
+2% +$72.7K
NRG icon
539
NRG Energy
NRG
$24.8B
$2.96M 0.02%
129,336
-900
-0.7% -$22.5K
EWBC icon
540
East-West Bancorp
EWBC
$18B
$2.96M 0.02%
66,000
+900
+1% +$38.6K
BR icon
541
Broadridge
BR
$19B
$2.95M 0.02%
59,022
+4,200
+8% +$224K
HRL icon
542
Hormel Foods
HRL
$13.8B
$2.95M 0.02%
104,564
+600
+0.6% +$17K
HP icon
543
Helmerich & Payne
HP
$3.71B
$2.94M 0.02%
41,780
+300
+0.7% +$22.2K
CPT icon
544
Camden Property Trust
CPT
$11.3B
$2.94M 0.02%
39,600
+300
+0.8% +$22.7K
FDO
545
DELISTED
FAMILY DOLLAR STORES
FDO
$2.94M 0.02%
37,247
+200
+0.5% +$15.8K
JBHT icon
546
JB Hunt Transport Services
JBHT
$25.2B
$2.93M 0.02%
35,700
-6,060
-15% -$527K
DRE
547
DELISTED
Duke Realty Corp.
DRE
$2.92M 0.02%
157,200
+900
+0.6% +$17.9K
RHI icon
548
Robert Half
RHI
$4.37B
$2.91M 0.02%
52,360
+200
+0.4% +$11.4K
SEIC icon
549
SEI Investments
SEIC
$12.6B
$2.89M 0.02%
59,000
– –
CINF icon
550
Cincinnati Financial
CINF
$27.1B
$2.88M 0.02%
57,385
+400
+0.7% +$20.6K
20 21
22
23 24

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.