We are live on ! Find out more
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
+4.79%
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
$14.3B
AUM Growth
+$982M
Cap. Flow
+$385M
Cap. Flow %
2.69%
Top 10 Hldgs %
24.77%
Holding
977
New
24
Increased
537
Reduced
261
Closed
26

Top Buys

Rank Stock Value
1
USB icon
US Bancorp
USB
+$240M
2
WMT icon
Walmart Inc
WMT
+$238M
3
BAC icon
Bank of America
BAC
+$94.2M
4
GS icon
Goldman Sachs
GS
+$80.1M
5
HON icon
Honeywell
HON
+$20.4M

Top Sells

Rank Stock Value
1
EXC icon
Exelon
EXC
+$128M
2
BBWI icon
Bath & Body Works
BBWI
+$90.3M
3
TEVA icon
Teva Pharmaceuticals
TEVA
+$54.7M
4
AIG icon
American International
AIG
+$53.5M
5
ABT icon
Abbott
ABT
+$45.5M

Sector Composition

Rank Sector Weight
1 Financials 18.02%
2 Technology 12.36%
3 Healthcare 11.76%
4 Consumer Staples 10.68%
5 Industrials 9.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MPC icon
251
Marathon Petroleum
MPC
$83.7B
$9.23M 0.06%
236,486
-4,000
-2% -$177K
CB
252
DELISTED
CHUBB CORPORATION
CB
$9.23M 0.06%
100,148
-100
-0.1% -$9.2K
PPL
253
PPL Corp
PPL
$26.7B
$9.2M 0.06%
277,915
+1,503
+0.5% +$47.4K
CME icon
254
CME Group
CME
$94.8B
$9.18M 0.06%
129,381
+600
+0.5% +$42.2K
VRTX icon
255
Vertex Pharmaceuticals
VRTX
$126B
$9.16M 0.06%
96,800
+600
+0.6% +$42.1K
PCG icon
256
PG&E
PCG
$38.5B
$9.14M 0.06%
190,441
+3,600
+2% +$163K
PCAR icon
257
PACCAR
PCAR
$70.1B
$9.13M 0.06%
218,049
+1,200
+0.6% +$51.2K
TROW icon
258
T. Rowe Price
TROW
$24.3B
$9.09M 0.06%
107,693
+700
+0.7% +$57.1K
SYY icon
259
Sysco
SYY
$40.3B
$8.97M 0.06%
239,559
+800
+0.3% +$29.4K
ADT
260
DELISTED
ADT Corp
ADT
$8.96M 0.06%
256,392
-73,400
-22% -$2.35M
IP icon
261
International Paper
IP
$22B
$8.96M 0.06%
190,022
-1,714
-0.9% -$75.2K
ICE icon
262
Intercontinental Exchange
ICE
$84.4B
$8.91M 0.06%
235,880
+1,500
+0.6% +$58.5K
VFC icon
263
VF Corp
VFC
$5.89B
$8.88M 0.06%
149,780
-2,974
-2% -$173K
STI
264
DELISTED
SunTrust Banks, Inc.
STI
$8.75M 0.06%
218,328
+100
+0% +$3.89K
EQR icon
265
Equity Residential
EQR
$25.1B
$8.67M 0.06%
137,667
+600
+0.4% +$36.4K
TYC
266
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$8.62M 0.06%
180,481
+1,051
+0.6% +$47.4K
M icon
267
Macy's
M
$6.68B
$8.57M 0.06%
147,702
-2,700
-2% -$157K
LUMN icon
268
Lumen
LUMN
$6.44B
$8.49M 0.06%
234,651
-1,200
-0.5% -$43.1K
PEG icon
269
Public Service Enterprise Group
PEG
$37.7B
$8.46M 0.06%
207,330
+700
+0.3% +$27.2K
BRCM
270
DELISTED
BROADCOM CORP CL-A
BRCM
$8.45M 0.06%
227,670
+2,400
+1% +$78.7K
PLD icon
271
Prologis
PLD
$133B
$8.41M 0.06%
204,713
+800
+0.4% +$32.9K
HUM icon
272
Humana
HUM
$46.2B
$8.1M 0.06%
63,390
+500
+0.8% +$59.2K
PRGO icon
273
Perrigo
PRGO
$1.78B
$7.99M 0.06%
54,814
+200
+0.4% +$28.3K
WY icon
274
Weyerhaeuser
WY
$18.4B
$7.94M 0.06%
239,820
+1,200
+0.5% +$36.3K
WM icon
275
Waste Management
WM
$91B
$7.93M 0.06%
177,318
+900
+0.5% +$39.2K
9 10
11
12 13

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 2014 Portfolio in Review

As of Q2 2014, State of Michigan Retirement System held 977 positions worth $14.3B, up 7.4% from $13.3B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

State of Michigan Retirement System's Q2 2014 filing shows 24 new, 537 increased, 261 reduced and 26 closed positions. Its largest new stake was iShares Russell 2000 ETF: 136,000 shares worth $16.2M. The largest sale was Exelon, an estimated $128M.

By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 17% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q2 2014 buy was iShares Russell 2000 ETF: 136,000 shares worth $16.2M.
  • State of Michigan Retirement System added most to US Bancorp in Q2 2014, an estimated $240M increase.
  • State of Michigan Retirement System's biggest Q2 2014 reduction was Exelon, cutting an estimated $128M.
  • State of Michigan Retirement System fully exited Becton Dickinson in Q2 2014, selling an estimated $8.76M.
  • State of Michigan Retirement System's ten largest holdings make up 25% of its $14.3B portfolio in Q2 2014.
  • State of Michigan Retirement System opened 24 new positions and closed 26 in Q2 2014.
  • State of Michigan Retirement System's portfolio value rose 7.4% quarter-over-quarter to $14.3B.

Based on State of Michigan Retirement System's 13F filing for Q2 2014, filed 6 Aug 2014.