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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
CVLT icon
876
Commault Systems
CVLT
$5.61B
$1.03M 0.01%
20,900
-100
-0.5% -$5.38K
CVG
877
DELISTED
Convergys
CVG
$1.02M 0.01%
47,800
+400
+0.8% +$8.68K
MUSA icon
878
Murphy USA
MUSA
$9.61B
$1.02M 0.01%
20,925
– –
NVRI icon
879
Enviri
NVRI
$620M
$1.01M 0.01%
38,020
– –
ACH
880
Accendra Health
ACH
$214M
$1.01M 0.01%
29,700
– –
CAKE icon
881
Cheesecake Factory
CAKE
$5.33B
$1.01M 0.01%
21,699
-600
-3% -$27.6K
OLN icon
882
Olin
OLN
$2.12B
$1M 0.01%
37,190
-200
-0.5% -$5.53K
LPX icon
883
Louisiana-Pacific
LPX
$5.49B
$999K 0.01%
66,499
– –
ACIW icon
884
ACI Worldwide
ACIW
$5.46B
$997K 0.01%
53,550
-900
-2% -$16.8K
VSH icon
885
Vishay Intertechnology
VSH
$5.43B
$991K 0.01%
63,952
+100
+0.2% +$1.48K
IDTI
886
DELISTED
Integrated Device Technology I
IDTI
$990K 0.01%
64,020
-200
-0.3% -$2.57K
MENT
887
DELISTED
Mentor Graphics Corp
MENT
$985K 0.01%
45,660
-200
-0.4% -$4.21K
CADE
888
DELISTED
Cadence Bank
CADE
$978K 0.01%
39,800
+200
+0.5% +$4.75K
POLY
889
DELISTED
Plantronics, Inc.
POLY
$966K 0.01%
20,100
-100
-0.5% -$4.45K
CMC icon
890
Commercial Metals
CMC
$8.31B
$961K 0.01%
55,500
+300
+0.5% +$5.57K
VLY icon
891
Valley National Bancorp
VLY
$8.05B
$937K 0.01%
94,514
+200
+0.2% +$2.01K
HSNI
892
DELISTED
HSN, Inc.
HSNI
$936K 0.01%
15,800
– –
IRF
893
DELISTED
INTL RECTIFIER CORP
IRF
$936K 0.01%
33,550
– –
THOR
894
DELISTED
THORATEC CORPORATION
THOR
$934K 0.01%
26,800
+100
+0.4% +$3.33K
SLAB icon
895
Silicon Laboratories
SLAB
$7.23B
$926K 0.01%
18,800
+300
+2% +$14.3K
OGS icon
896
ONE Gas
OGS
$5.04B
$923K 0.01%
24,457
– –
FCS
897
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$919K 0.01%
58,900
+200
+0.3% +$2.82K
IDCC icon
898
InterDigital
IDCC
$8.89B
$913K 0.01%
19,100
+100
+0.5% +$3.87K
ROL icon
899
Rollins
ROL
$18.2B
$910K 0.01%
102,350
+337
+0.3% +$3.03K
ANN
900
DELISTED
ANN INC
ANN
$909K 0.01%
22,100
+500
+2% +$19.9K
34 35
36
37 38

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.