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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
LPNT
826
DELISTED
LifePoint Health, Inc.
LPNT
$1.3M 0.01%
21,000
-1,200
-5% -$70.4K
JCP
827
DELISTED
J.C. Penney Company, Inc.
JCP
$1.3M 0.01%
143,640
+200
+0.1% +$1.72K
SXT icon
828
Sensient Technologies
SXT
$5.53B
$1.3M 0.01%
23,270
-400
-2% -$21.7K
RFMD
829
DELISTED
RF MICRO DEVICES INC
RFMD
$1.29M 0.01%
134,900
+1,900
+1% +$16.9K
BKH icon
830
Black Hills Corp
BKH
$5.68B
$1.29M 0.01%
20,990
– –
TCF
831
DELISTED
TCF Financial Corporation
TCF
$1.29M 0.01%
78,560
+700
+0.9% +$11.2K
AMD icon
832
Advanced Micro Devices
AMD
$789B
$1.28M 0.01%
305,300
+14,700
+5% +$59.6K
IMMR icon
833
Immersion
IMMR
$252M
$1.27M 0.01%
100,000
– –
TIME
834
DELISTED
Time Inc.
TIME
$1.27M 0.01%
+52,438
New +$1.23M
GHC icon
835
Graham Holdings Company
GHC
$5.02B
$1.25M 0.01%
2,890
– –
CVEO icon
836
Civeo
CVEO
$318M
$1.25M 0.01%
+4,167
New +$1.25M
KN icon
837
Knowles
KN
$3.34B
$1.23M 0.01%
40,111
+100
+0.2% +$3.02K
BOH icon
838
Bank of Hawaii
BOH
$3.13B
$1.23M 0.01%
20,990
– –
PRI icon
839
Primerica
PRI
$10B
$1.23M 0.01%
25,600
-300
-1% -$13.8K
CHS
840
DELISTED
Chicos FAS, Inc.
CHS
$1.23M 0.01%
72,200
-2,600
-3% -$41.6K
DBD
841
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.22M 0.01%
30,430
+200
+0.7% +$7.67K
CST
842
DELISTED
CST Brands, Inc.
CST
$1.22M 0.01%
35,384
– –
CRL icon
843
Charles River Laboratories
CRL
$12.8B
$1.22M 0.01%
22,800
+400
+2% +$21.9K
HLX icon
844
Helix Energy Solutions
HLX
$1.41B
$1.22M 0.01%
46,300
– –
TDS icon
845
Telephone and Data Systems
TDS
$3.75B
$1.22M 0.01%
46,636
– –
BYI
846
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$1.22M 0.01%
18,500
+100
+0.5% +$6.24K
AAN.A
847
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.21M 0.01%
34,000
+100
+0.3% +$3.56K
MDRX
848
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.21M 0.01%
75,300
+300
+0.4% +$4.68K
THO icon
849
Thor Industries
THO
$4.14B
$1.2M 0.01%
21,100
– –
SWI
850
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.2M 0.01%
30,900
+100
+0.3% +$4K
32 33
34
35 36

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.