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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
AIV
626
Aimco
AIV
$383M
$2.24M 0.02%
454,822
+2,252
+0.5% +$11.4K
ALLE icon
627
Allegion
ALLE
$14.4B
$2.23M 0.02%
37,105
+100
+0.3% +$6.13K
ADT
628
DELISTED
ADT Corp
ADT
$2.23M 0.02%
66,392
+400
+0.6% +$15.2K
THC icon
629
Tenet Healthcare
THC
$21.1B
$2.23M 0.02%
38,440
+400
+1% +$20.4K
AMCX icon
630
AMC Global Media
AMCX
$489M
$2.21M 0.02%
27,050
+300
+1% +$23.3K
FTR
631
DELISTED
Frontier Communications Corp.
FTR
$2.21M 0.02%
29,818
+4,040
+16% +$360K
GNTX icon
632
Gentex
GNTX
$5.07B
$2.2M 0.02%
134,000
+200
+0.1% +$3.5K
LPT
633
DELISTED
Liberty Property Trust
LPT
$2.19M 0.02%
68,100
+600
+0.9% +$20.9K
AFG icon
634
American Financial Group
AFG
$12.1B
$2.19M 0.02%
33,690
+500
+2% +$32.3K
ISEE
635
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$2.18M 0.02%
+41,809
New +$2.08M
CBOE icon
636
Cboe Global Markets
CBOE
$29.9B
$2.17M 0.02%
38,000
-100
-0.3% -$5.76K
GAS
637
DELISTED
AGL Resources Inc
GAS
$2.17M 0.02%
46,541
+400
+0.9% +$19.7K
PTC icon
638
PTC
PTC
$16B
$2.15M 0.01%
52,439
+300
+0.6% +$11.9K
GHC icon
639
Graham Holdings Company
GHC
$5.02B
$2.15M 0.01%
3,310
– –
BC icon
640
Brunswick
BC
$5.28B
$2.15M 0.01%
42,200
+100
+0.2% +$5.23K
NNN icon
641
NNN REIT
NNN
$8.99B
$2.14M 0.01%
61,100
+1,200
+2% +$46K
RIG icon
642
Transocean
RIG
$5.82B
$2.14M 0.01%
132,500
+1,100
+0.8% +$19.8K
ULTI
643
DELISTED
Ultimate Software Group Inc
ULTI
$2.14M 0.01%
13,000
– –
RNR icon
644
RenaissanceRe
RNR
$13.4B
$2.13M 0.01%
21,000
+300
+1% +$30.9K
NEU icon
645
NewMarket
NEU
$8.18B
$2.13M 0.01%
4,800
– –
ODFL icon
646
Old Dominion Freight Line
ODFL
$44.9B
$2.12M 0.01%
92,700
+300
+0.3% +$7.14K
EV
647
DELISTED
Eaton Vance Corp.
EV
$2.1M 0.01%
53,700
– –
OII icon
648
Oceaneering
OII
$4.77B
$2.1M 0.01%
45,000
-200
-0.4% -$10.5K
LECO icon
649
Lincoln Electric
LECO
$15.4B
$2.1M 0.01%
34,400
-800
-2% -$53K
PACW
650
DELISTED
PacWest Bancorp
PACW
$2.08M 0.01%
44,600
+700
+2% +$32.4K
24 25
26
27 28

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.