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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
KRC icon
626
Kilroy Realty
KRC
$4.42B
$2.42M 0.02%
38,800
+100
+0.3% +$6.04K
FTR
627
DELISTED
Frontier Communications Corp.
FTR
$2.4M 0.02%
27,378
+180
+0.7% +$15.6K
MCRS
628
DELISTED
MICROS SYSTEMS INC
MCRS
$2.4M 0.02%
35,300
-100
-0.3% -$5.47K
CDNS icon
629
Cadence Design Systems
CDNS
$93.4B
$2.39M 0.02%
136,410
+300
+0.2% +$4.8K
PTEN icon
630
Patterson-UTI
PTEN
$3.76B
$2.38M 0.02%
68,100
+200
+0.3% +$6.57K
BR icon
631
Broadridge
BR
$19B
$2.37M 0.02%
56,922
+700
+1% +$27.4K
JKHY icon
632
Jack Henry & Associates
JKHY
$11.1B
$2.37M 0.02%
39,850
-400
-1% -$22.8K
EWBC icon
633
East-West Bancorp
EWBC
$18B
$2.37M 0.02%
67,600
+200
+0.3% +$6.95K
OI icon
634
O-I Glass
OI
$1.08B
$2.34M 0.02%
67,618
+400
+0.6% +$13.2K
DHC
635
Diversified Healthcare Trust
DHC
$2.14B
$2.33M 0.02%
96,864
+7,467
+8% +$174K
RGLD icon
636
Royal Gold
RGLD
$19.5B
$2.33M 0.02%
30,600
-100
-0.3% -$6.61K
WR
637
DELISTED
Westar Energy Inc
WR
$2.32M 0.02%
60,750
+100
+0.2% +$3.58K
AGCO icon
638
AGCO
AGCO
$7.2B
$2.32M 0.02%
41,200
+200
+0.5% +$11K
CVD
639
DELISTED
COVANCE INC.
CVD
$2.31M 0.02%
27,050
+400
+2% +$35.6K
HCC
640
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$2.31M 0.02%
47,100
+100
+0.2% +$4.66K
PBI icon
641
Pitney Bowes
PBI
$2.39B
$2.29M 0.02%
83,059
+400
+0.5% +$10.7K
DRC
642
DELISTED
DRESSER-RAND GROUP INC
DRC
$2.29M 0.02%
36,000
+100
+0.3% +$6.1K
WPX
643
DELISTED
WPX Energy, Inc.
WPX
$2.28M 0.02%
95,300
+300
+0.3% +$6.38K
KATE
644
DELISTED
Kate Spade & Company
KATE
$2.27M 0.02%
59,600
+1,500
+3% +$53.7K
NVR icon
645
NVR
NVR
$17B
$2.26M 0.02%
1,964
– –
TCO
646
DELISTED
Taubman Centers Inc.
TCO
$2.26M 0.02%
29,800
+100
+0.3% +$7.36K
NDSN icon
647
Nordson
NDSN
$17.3B
$2.26M 0.02%
28,160
-300
-1% -$23.1K
WRB icon
648
W.R. Berkley
WRB
$26.6B
$2.26M 0.02%
164,548
-1,013
-0.6% -$13.2K
FDS icon
649
Factset
FDS
$10.2B
$2.24M 0.02%
18,600
-100
-0.5% -$10.9K
GGG icon
650
Graco
GGG
$13.5B
$2.23M 0.02%
85,800
-300
-0.3% -$7.41K
24 25
26
27 28

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.