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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
CMP icon
826
Compass Minerals
CMP
$1.15B
$1.26M 0.01%
15,300
+100
+0.7% +$8.81K
KATE
827
DELISTED
Kate Spade & Company
KATE
$1.25M 0.01%
58,200
+400
+0.7% +$11.6K
ROL icon
828
Rollins
ROL
$18.2B
$1.25M 0.01%
98,638
+450
+0.5% +$5.08K
AVP
829
DELISTED
Avon Products, Inc.
AVP
$1.24M 0.01%
198,255
+1,200
+0.6% +$8.91K
VIAV icon
830
Viavi Solutions
VIAV
$9.66B
$1.24M 0.01%
187,579
+2,110
+1% +$15.4K
KMT icon
831
Kennametal
KMT
$2.52B
$1.23M 0.01%
36,160
+300
+0.8% +$10.8K
LXK
832
DELISTED
Lexmark Intl Inc
LXK
$1.23M 0.01%
27,900
+400
+1% +$17.8K
WGL
833
DELISTED
Wgl Holdings
WGL
$1.23M 0.01%
22,640
+100
+0.4% +$5.6K
TKR icon
834
Timken Company
TKR
$9.03B
$1.21M 0.01%
33,100
-700
-2% -$27.9K
UFS
835
DELISTED
DOMTAR CORPORATION (New)
UFS
$1.21M 0.01%
29,200
+300
+1% +$13.1K
SMG icon
836
ScottsMiracle-Gro
SMG
$3.66B
$1.21M 0.01%
20,375
+200
+1% +$12.7K
RDC
837
DELISTED
Rowan Companies Plc
RDC
$1.2M 0.01%
56,800
+300
+0.5% +$6.35K
MENT
838
DELISTED
Mentor Graphics Corp
MENT
$1.19M 0.01%
45,060
+700
+2% +$17.8K
JCP
839
DELISTED
J.C. Penney Company, Inc.
JCP
$1.18M 0.01%
139,140
+900
+0.7% +$7.76K
THO icon
840
Thor Industries
THO
$4.14B
$1.17M 0.01%
20,800
-300
-1% -$18.2K
MBLY
841
DELISTED
Mobileye N.V.
MBLY
$1.17M 0.01%
+22,000
New +$1.04M
ANR
842
DELISTED
Alpha Natural Resources Inc
ANR
$1.16M 0.01%
3,850,000
– –
LOGM
843
DELISTED
LogMein, Inc.
LOGM
$1.16M 0.01%
+18,000
New +$1.13M
FOSL icon
844
Fossil Group
FOSL
$318M
$1.16M 0.01%
16,680
-400
-2% -$31.1K
JNS
845
DELISTED
Janus Capital Group Inc
JNS
$1.15M 0.01%
67,400
+400
+0.6% +$7.15K
TIME
846
DELISTED
Time Inc.
TIME
$1.15M 0.01%
49,937
+300
+0.6% +$6.85K
LDOS icon
847
Leidos
LDOS
$17.3B
$1.15M 0.01%
28,425
+200
+0.7% +$8.41K
CVG
848
DELISTED
Convergys
CVG
$1.15M 0.01%
45,000
+100
+0.2% +$2.42K
WPX
849
DELISTED
WPX Energy, Inc.
WPX
$1.15M 0.01%
93,300
+900
+1% +$11.9K
WPG
850
DELISTED
Washington Prime Group Inc.
WPG
$1.14M 0.01%
9,380
+55
+0.6% +$7.25K
32 33
34
35 36

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.