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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
HII icon
601
Huntington Ingalls Industries
HII
$12.8B
$2.49M 0.02%
22,134
+200
+0.9% +$25.4K
JBLU icon
602
JetBlue
JBLU
$2.29B
$2.49M 0.02%
119,923
+1,600
+1% +$32.4K
AOS icon
603
A.O. Smith
AOS
$8.7B
$2.46M 0.02%
68,200
+200
+0.3% +$6.89K
EGN
604
DELISTED
Energen
EGN
$2.44M 0.02%
35,800
+2,700
+8% +$188K
PNW icon
605
Pinnacle West Capital
PNW
$12.2B
$2.44M 0.02%
42,923
+300
+0.7% +$18.1K
JKHY icon
606
Jack Henry & Associates
JKHY
$11.1B
$2.41M 0.02%
37,250
+200
+0.5% +$13.3K
DNKN
607
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.41M 0.02%
+43,800
New +$2.27M
SNI
608
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$2.41M 0.02%
36,843
-700
-2% -$47.7K
KEYS icon
609
Keysight
KEYS
$58.3B
$2.4M 0.02%
77,100
+700
+0.9% +$23.9K
PWR icon
610
Quanta Services
PWR
$101B
$2.37M 0.02%
82,122
+500
+0.6% +$14.6K
NVR icon
611
NVR
NVR
$17B
$2.36M 0.02%
1,764
– –
WRB icon
612
W.R. Berkley
WRB
$26.6B
$2.36M 0.02%
153,411
-675
-0.4% -$10.1K
ATO icon
613
Atmos Energy
ATO
$28.8B
$2.36M 0.02%
46,000
+300
+0.7% +$16.1K
VYX icon
614
NCR Voyix
VYX
$1.14B
$2.33M 0.02%
125,901
+1,304
+1% +$24.1K
RVTY icon
615
Revvity
RVTY
$12.8B
$2.31M 0.02%
43,941
+300
+0.7% +$15.6K
INFA
616
DELISTED
INFORMATICA CORP
INFA
$2.31M 0.02%
47,700
-1,900
-4% -$91.4K
DKS icon
617
Dick's Sporting Goods
DKS
$18.7B
$2.29M 0.02%
44,300
-200
-0.4% -$11K
STLD icon
618
Steel Dynamics
STLD
$37.6B
$2.28M 0.02%
110,200
+700
+0.6% +$15.1K
NFX
619
DELISTED
Newfield Exploration
NFX
$2.28M 0.02%
63,172
+1,100
+2% +$40.9K
ACM icon
620
Aecom
ACM
$9.75B
$2.27M 0.02%
68,500
-2,000
-3% -$66K
NFG icon
621
National Fuel Gas
NFG
$7.65B
$2.27M 0.02%
38,480
+300
+0.8% +$18.9K
HNT
622
DELISTED
HEALTH NET INC
HNT
$2.25M 0.02%
35,168
+300
+0.9% +$17.9K
IRM icon
623
Iron Mountain
IRM
$36.1B
$2.25M 0.02%
72,630
+500
+0.7% +$17.5K
CHK
624
DELISTED
Chesapeake Energy Corporation
CHK
$2.24M 0.02%
1,004
+6
+0.6% +$16.9K
NDAQ icon
625
Nasdaq
NDAQ
$52.9B
$2.24M 0.02%
137,685
+900
+0.7% +$15.1K
23 24
25
26 27

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.