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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
PLCM
926
DELISTED
POLYCOM INC
PLCM
$704K ﹤0.01%
61,522
+700
+1% +$9.14K
KN icon
927
Knowles
KN
$3.34B
$702K ﹤0.01%
38,811
+300
+0.8% +$5.82K
DF
928
DELISTED
Dean Foods Company
DF
$695K ﹤0.01%
42,950
+300
+0.7% +$5.23K
MSA icon
929
Mine Safety
MSA
$7.49B
$694K ﹤0.01%
14,300
– –
HMSY
930
DELISTED
HMS Holdings Corp.
HMSY
$692K ﹤0.01%
40,300
+300
+0.8% +$5.07K
AMD icon
931
Advanced Micro Devices
AMD
$789B
$689K ﹤0.01%
287,100
+1,700
+0.6% +$4.12K
KBH icon
932
KB Home
KBH
$3.59B
$689K ﹤0.01%
41,500
+200
+0.5% +$3.05K
UPBD icon
933
Upbound Group
UPBD
$1.16B
$686K ﹤0.01%
24,200
+200
+0.8% +$6K
DO
934
DELISTED
Diamond Offshore Drilling
DO
$672K ﹤0.01%
26,020
+100
+0.4% +$3.04K
WOR icon
935
Worthington Enterprises
WOR
$2.86B
$664K ﹤0.01%
35,811
-1,135
-3% -$19.4K
PCH
936
DELISTED
PotlatchDeltic
PCH
$655K ﹤0.01%
18,541
+100
+0.5% +$3.69K
TLN
937
DELISTED
Talen Energy Corporation
TLN
$652K ﹤0.01%
+38,002
New +$717K
SCTY
938
DELISTED
SolarCity Corporation
SCTY
$643K ﹤0.01%
12,000
+6,000
+100% +$350K
TIVO
939
DELISTED
Tivo Inc
TIVO
$642K ﹤0.01%
40,250
-1,400
-3% -$24.6K
RAMP icon
940
LiveRamp
RAMP
$2.3B
$626K ﹤0.01%
35,600
+600
+2% +$10.8K
GCI
941
DELISTED
Gannett Co., Inc
GCI
$615K ﹤0.01%
+43,994
New +$627K
GVA icon
942
Granite Construction
GVA
$5.62B
$588K ﹤0.01%
16,545
+200
+1% +$7.3K
UNT
943
DELISTED
UNIT Corporation
UNT
$580K ﹤0.01%
21,400
+400
+2% +$12.6K
HLX icon
944
Helix Energy Solutions
HLX
$1.41B
$567K ﹤0.01%
44,900
+300
+0.7% +$4.73K
GES
945
DELISTED
Guess Inc
GES
$562K ﹤0.01%
29,300
+300
+1% +$5.64K
GEF icon
946
Greif
GEF
$5.04B
$556K ﹤0.01%
15,500
+100
+0.6% +$3.97K
MDC
947
DELISTED
M.D.C. Holdings, Inc.
MDC
$533K ﹤0.01%
24,721
+139
+0.6% +$2.84K
WERN icon
948
Werner Enterprises
WERN
$2.25B
$532K ﹤0.01%
20,275
– –
TDW icon
949
Tidewater
TDW
$4.12B
$487K ﹤0.01%
664
+6
+0.9% +$4.88K
ISCA
950
DELISTED
International Speedway Corp
ISCA
$468K ﹤0.01%
12,750
+100
+0.8% +$3.68K
35 36 37
38
39

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.