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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
WSM icon
551
Williams-Sonoma
WSM
$29.6B
$2.96M 0.02%
82,600
– –
GL icon
552
Globe Life
GL
$14.3B
$2.95M 0.02%
53,946
-300
-0.6% -$16.1K
XYL icon
553
Xylem
XYL
$28.1B
$2.94M 0.02%
75,344
– –
TGNA
554
DELISTED
TEGNA Inc
TGNA
$2.91M 0.02%
177,560
+191
+0.1% +$2.8K
HKTV
555
DELISTED
HONG KONG TELEVISION NETWORK LTD
HKTV
$2.91M 0.02%
469,000
– –
RPM icon
556
RPM International
RPM
$15B
$2.9M 0.02%
62,818
+100
+0.2% +$4.33K
CINF icon
557
Cincinnati Financial
CINF
$27.1B
$2.9M 0.02%
60,285
+200
+0.3% +$9.72K
AVT icon
558
Avnet
AVT
$7.92B
$2.89M 0.02%
65,240
+100
+0.2% +$4.4K
J icon
559
Jacobs Solutions
J
$17B
$2.89M 0.02%
65,515
+483
+0.7% +$23K
DHI icon
560
D.R. Horton
DHI
$42.3B
$2.88M 0.02%
117,264
+1,000
+0.9% +$22.9K
MLM icon
561
Martin Marietta Materials
MLM
$33B
$2.88M 0.02%
21,800
+100
+0.5% +$12.6K
WOLF icon
562
Wolfspeed
WOLF
$1.71B
$2.87M 0.02%
57,500
+200
+0.3% +$9.94K
CPT icon
563
Camden Property Trust
CPT
$11.3B
$2.87M 0.02%
40,300
+100
+0.2% +$6.95K
WCN
564
Waste Connections
WCN
$42B
$2.84M 0.02%
87,675
+450
+0.5% +$13.5K
SNPS icon
565
Synopsys
SNPS
$79.7B
$2.83M 0.02%
72,900
+400
+0.6% +$15.3K
SNA icon
566
Snap-on
SNA
$21.5B
$2.83M 0.02%
23,851
+100
+0.4% +$11.6K
AYI icon
567
Acuity Brands
AYI
$10.8B
$2.82M 0.02%
20,400
+100
+0.5% +$12.7K
DRE
568
DELISTED
Duke Realty Corp.
DRE
$2.82M 0.02%
155,300
+1,300
+0.8% +$22.7K
PHM icon
569
Pultegroup
PHM
$25.3B
$2.82M 0.02%
139,681
-400
-0.3% -$7.68K
VAL
570
DELISTED
Valspar
VAL
$2.79M 0.02%
36,600
-400
-1% -$29.6K
TOL icon
571
Toll Brothers
TOL
$14.5B
$2.78M 0.02%
75,400
+100
+0.1% +$3.55K
VYX icon
572
NCR Voyix
VYX
$1.14B
$2.78M 0.02%
128,998
+1,141
+0.9% +$23K
EXR icon
573
Extra Space Storage
EXR
$31.6B
$2.76M 0.02%
51,900
+100
+0.2% +$5.16K
XRAY icon
574
Dentsply Sirona
XRAY
$2.43B
$2.75M 0.02%
58,089
+200
+0.3% +$9.3K
SIVB
575
DELISTED
SVB Financial Group
SIVB
$2.74M 0.02%
23,500
+1,900
+9% +$212K
21 22
23
24 25

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.