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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
HPQ icon
76
HP
HPQ
$26B
$34.4M 0.24%
2,250,032
-236,339
-10% -$3.55M
NOV icon
77
NOV
NOV
$7.07B
$34.3M 0.24%
416,610
+222,635
+115% +$16.6M
KMI icon
78
Kinder Morgan
KMI
$68.9B
$34.3M 0.24%
945,174
+464,800
+97% +$15.7M
TJX icon
79
TJX Companies
TJX
$177B
$34.3M 0.24%
1,289,372
+265,800
+26% +$7.58M
COF icon
80
Capital One
COF
$134B
$33M 0.23%
399,256
+500
+0.1% +$38.8K
APA icon
81
APA Corp
APA
$12.6B
$32.5M 0.23%
323,050
-3,100
-1% -$281K
FSLR icon
82
First Solar
FSLR
$28.5B
$32.4M 0.23%
456,106
+300
+0.1% +$19.9K
DUK icon
83
Duke Energy
DUK
$95.9B
$31.8M 0.22%
428,436
+1,500
+0.4% +$108K
TEVA icon
84
Teva Pharmaceuticals
TEVA
$41.4B
$31.7M 0.22%
605,097
-1,070,000
-64% -$54.7M
DD icon
85
DuPont de Nemours
DD
$19.5B
$31.6M 0.22%
242,607
-1,145
-0.5% -$146K
VIAB
86
DELISTED
Viacom Inc. Class B
VIAB
$31.2M 0.22%
359,604
+58,400
+19% +$4.96M
BIIB icon
87
Biogen
BIIB
$30.3B
$30.6M 0.21%
97,201
+700
+0.7% +$211K
RTN
88
DELISTED
Raytheon Company
RTN
$30.4M 0.21%
329,916
+47,600
+17% +$4.62M
MA icon
89
Mastercard
MA
$498B
$30.2M 0.21%
411,700
-4,800
-1% -$357K
UPS icon
90
United Parcel Service
UPS
$88.1B
$29.7M 0.21%
288,862
-1,200
-0.4% -$120K
BBWI icon
91
Bath & Body Works
BBWI
$4.08B
$28.8M 0.2%
606,724
-1,971,778
-76% -$90.3M
ANF icon
92
Abercrombie & Fitch
ANF
$4.89B
$28.4M 0.2%
657,800
+328,300
+100% +$12.7M
NOC icon
93
Northrop Grumman
NOC
$80.4B
$28.4M 0.2%
236,989
+27,500
+13% +$3.32M
CAT icon
94
Caterpillar
CAT
$396B
$27.8M 0.19%
255,754
-4,600
-2% -$483K
KRFT
95
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$27.7M 0.19%
461,802
+86,700
+23% +$5.02M
TFCFA
96
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$27.6M 0.19%
784,577
-7,600
-1% -$258K
PSO icon
97
Pearson
PSO
$9.81B
$27.5M 0.19%
1,386,900
+66,400
+5% +$1.24M
GSK icon
98
GSK
GSK
$106B
$27.1M 0.19%
404,800
+76,800
+23% +$5.2M
ZVO
99
DELISTED
Zovio Inc. Common Stock
ZVO
$26.9M 0.19%
2,029,000
+500,000
+33% +$7.25M
MON
100
DELISTED
Monsanto Co
MON
$26.8M 0.19%
214,735
+500
+0.2% +$58.5K
2 3
4
5 6

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.