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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
PVH icon
451
PVH
PVH
$4.04B
$3.93M 0.03%
33,700
+400
+1% +$49.8K
JWN
452
DELISTED
Nordstrom
JWN
$3.91M 0.03%
57,600
-800
-1% -$51.9K
FMC icon
453
FMC
FMC
$1.33B
$3.89M 0.03%
62,933
+346
+0.6% +$22.6K
CHRW icon
454
C.H. Robinson
CHRW
$17.5B
$3.88M 0.03%
60,797
+200
+0.3% +$11.8K
KIM icon
455
Kimco Realty
KIM
$16.4B
$3.87M 0.03%
168,246
+1,000
+0.6% +$22.7K
RL icon
456
Ralph Lauren
RL
$23.6B
$3.86M 0.03%
24,033
-100
-0.4% -$15.4K
MAC icon
457
Macerich
MAC
$6.92B
$3.85M 0.03%
57,688
+300
+0.5% +$19.6K
TPR icon
458
Tapestry
TPR
$32.8B
$3.84M 0.03%
112,311
-1,000
-0.9% -$42.9K
PLL
459
DELISTED
PALL CORP
PLL
$3.84M 0.03%
44,923
+100
+0.2% +$8.55K
FRT icon
460
Federal Realty Investment Trust
FRT
$10.3B
$3.83M 0.03%
31,700
+200
+0.6% +$23.6K
WU icon
461
Western Union
WU
$2.21B
$3.83M 0.03%
220,794
-2,900
-1% -$46.8K
MKC icon
462
McCormick & Company Non-Voting
MKC
$14.2B
$3.83M 0.03%
106,904
-200
-0.2% -$7.14K
HYG icon
463
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$3.81M 0.03%
40,000
-50,000
-56% -$4.73M
LKQ icon
464
LKQ Corp
LKQ
$6.29B
$3.8M 0.03%
142,300
+400
+0.3% +$11.1K
HRB icon
465
H&R Block
HRB
$5.86B
$3.77M 0.03%
112,366
+400
+0.4% +$11.9K
CFN
466
DELISTED
CAREFUSION CORPORATION
CFN
$3.77M 0.03%
84,913
-100
-0.1% -$4.14K
WAB icon
467
Wabtec
WAB
$49.3B
$3.76M 0.03%
45,500
+300
+0.7% +$23.1K
CA
468
DELISTED
CA, Inc.
CA
$3.76M 0.03%
130,724
-900
-0.7% -$26.6K
QQQ icon
469
Invesco QQQ Trust
QQQ
$484B
$3.76M 0.03%
+40,000
New +$3.57M
CSC
470
DELISTED
Computer Sciences
CSC
$3.75M 0.03%
140,892
-237
-0.2% -$6.13K
CMA
471
DELISTED
Comerica
CMA
$3.74M 0.03%
74,476
+200
+0.3% +$9.77K
ASH icon
472
Ashland
ASH
$3.5B
$3.71M 0.03%
69,809
+205
+0.3% +$10.2K
EW icon
473
Edwards Lifesciences
EW
$51.7B
$3.71M 0.03%
259,224
-3,600
-1% -$48.8K
SLXP
474
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$3.69M 0.03%
29,900
+100
+0.3% +$11.1K
UNM icon
475
Unum
UNM
$14.3B
$3.67M 0.03%
105,509
-400
-0.4% -$13.7K
17 18
19
20 21

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.