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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
+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
WPP icon
326
WPP
WPP
$5.94B
$6.43M 0.05%
+59,000
New +$6.28M
NUE icon
327
Nucor
NUE
$62.1B
$6.43M 0.05%
130,527
+600
+0.5% +$30.8K
TT icon
328
Trane Technologies
TT
$106B
$6.43M 0.05%
102,816
-2,700
-3% -$160K
HOT
329
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$6.36M 0.04%
78,717
+400
+0.5% +$31.4K
GWW icon
330
W.W. Grainger
GWW
$60.2B
$6.35M 0.04%
24,975
– –
RIG icon
331
Transocean
RIG
$5.82B
$6.28M 0.04%
139,400
+900
+0.6% +$38.3K
BF.B icon
332
Brown-Forman Class B
BF.B
$13.1B
$6.25M 0.04%
207,584
+937
+0.5% +$27.4K
HOG icon
333
Harley-Davidson
HOG
$2.71B
$6.25M 0.04%
89,449
-400
-0.4% -$28.2K
BFH icon
334
Bread Financial
BFH
$4.38B
$6.24M 0.04%
27,817
+627
+2% +$128K
CERN
335
DELISTED
Cerner Corp
CERN
$6.24M 0.04%
121,020
+300
+0.2% +$15.8K
APH icon
336
Amphenol
APH
$209B
$6.21M 0.04%
515,296
-1,600
-0.3% -$19.1K
DOV icon
337
Dover
DOV
$28.4B
$6.21M 0.04%
84,459
-1,485
-2% -$104K
MSI icon
338
Motorola Solutions
MSI
$77.4B
$6.17M 0.04%
92,754
+500
+0.5% +$32.9K
FISV
339
Fiserv Inc
FISV
$27.9B
$6.16M 0.04%
204,152
-3,600
-2% -$107K
ES icon
340
Eversource Energy
ES
$27.2B
$6.12M 0.04%
129,456
+700
+0.5% +$32.1K
BWA icon
341
BorgWarner
BWA
$13.9B
$6.11M 0.04%
106,420
+681
+0.6% +$37.5K
STZ icon
342
Constellation Brands
STZ
$23.2B
$6.09M 0.04%
69,123
+900
+1% +$74.3K
ETR icon
343
Entergy
ETR
$50B
$6.03M 0.04%
146,974
+1,200
+0.8% +$44.8K
NLSN
344
DELISTED
Nielsen Holdings plc
NLSN
$6.01M 0.04%
124,200
+8,200
+7% +$382K
RRC icon
345
Range Resources
RRC
$8.95B
$6.01M 0.04%
69,123
+2,300
+3% +$206K
RF icon
346
Regions Financial
RF
$26.8B
$6M 0.04%
565,046
-14,400
-2% -$150K
FE icon
347
FirstEnergy
FE
$27.5B
$5.97M 0.04%
172,033
+1,100
+0.6% +$37K
ROP icon
348
Roper Technologies
ROP
$39.8B
$5.97M 0.04%
40,894
+300
+0.7% +$41.9K
HSY icon
349
Hershey
HSY
$36.6B
$5.95M 0.04%
61,126
-100
-0.2% -$9.81K
INVN
350
DELISTED
Invensense Inc
INVN
$5.9M 0.04%
260,000
+90,000
+53% +$1.84M
12 13
14
15 16

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.