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
FFIV icon
501
F5
FFIV
$22.7B
$3.45M 0.02%
30,984
+200
+0.6% +$21.5K
AJG icon
502
Arthur J. Gallagher & Co
AJG
$63.6B
$3.45M 0.02%
74,000
+11,000
+17% +$501K
Y
503
DELISTED
Alleghany Corp
Y
$3.42M 0.02%
7,800
-100
-1% -$41.8K
VMC icon
504
Vulcan Materials
VMC
$36.9B
$3.41M 0.02%
53,558
+300
+0.6% +$19K
JEF icon
505
Jefferies Financial Group
JEF
$13.1B
$3.4M 0.02%
145,041
+2,234
+2% +$51.9K
UDR icon
506
UDR
UDR
$12.3B
$3.39M 0.02%
118,545
+200
+0.2% +$5.38K
IPG
507
DELISTED
Interpublic Group of Companies
IPG
$3.39M 0.02%
173,573
+500
+0.3% +$9.07K
CPB icon
508
Campbell Soup
CPB
$6.87B
$3.36M 0.02%
73,347
+400
+0.5% +$18.1K
JAH
509
DELISTED
JARDEN CORPORATION
JAH
$3.36M 0.02%
84,900
-2,550
-3% -$97.2K
GTAT
510
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$3.35M 0.02%
+180,000
New +$2.97M
RMD icon
511
ResMed
RMD
$30.7B
$3.35M 0.02%
66,100
-600
-0.9% -$29.7K
FLG
512
Flagstar Bank National Association
FLG
$5.82B
$3.33M 0.02%
69,557
+167
+0.2% +$7.83K
ANSS
513
DELISTED
Ansys
ANSS
$3.31M 0.02%
43,700
+100
+0.2% +$7.5K
EXPE icon
514
Expedia Group
EXPE
$37.3B
$3.31M 0.02%
42,064
+300
+0.7% +$21.9K
PKG icon
515
Packaging Corp of America
PKG
$22.8B
$3.31M 0.02%
46,300
+100
+0.2% +$6.87K
LHX icon
516
L3Harris
LHX
$53.4B
$3.31M 0.02%
43,624
– –
HOLX
517
DELISTED
Hologic
HOLX
$3.3M 0.02%
130,280
+1,100
+0.9% +$25.7K
PCL
518
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$3.27M 0.02%
72,581
+300
+0.4% +$13.1K
MAS icon
519
Masco
MAS
$15.3B
$3.24M 0.02%
166,248
+683
+0.4% +$12.9K
SWY
520
DELISTED
SAFEWAY INC
SWY
$3.24M 0.02%
94,319
-10,700
-10% -$366K
HBAN icon
521
Huntington Bancshares
HBAN
$35.5B
$3.24M 0.02%
339,186
-100
-0% -$941
IDXX icon
522
Idexx Laboratories
IDXX
$46.2B
$3.23M 0.02%
48,400
-200
-0.4% -$12.7K
TRN icon
523
Trinity Industries
TRN
$2.38B
$3.19M 0.02%
101,389
– –
MAN icon
524
ManpowerGroup
MAN
$2.63B
$3.18M 0.02%
37,530
+100
+0.3% +$8.14K
LNT icon
525
Alliant Energy
LNT
$18B
$3.18M 0.02%
104,520
– –
19 20
21
22 23

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.