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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
AMT icon
176
American Tower
AMT
$79.8B
$14.6M 0.1%
162,130
+900
+0.6% +$77.9K
CMS icon
177
CMS Energy
CMS
$22.3B
$14.5M 0.1%
465,399
+1,500
+0.3% +$44.6K
MU icon
178
Micron Technology
MU
$996B
$14.5M 0.1%
438,620
+5,600
+1% +$153K
EPB
179
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$13.9M 0.1%
385,000
+169,500
+79% +$5.67M
ADBE icon
180
Adobe
ADBE
$103B
$13.7M 0.1%
189,665
+100
+0.1% +$6.45K
JCI icon
181
Johnson Controls International
JCI
$93.6B
$13.6M 0.1%
259,896
+1,051
+0.4% +$52.3K
FUN icon
182
Cedar Fair
FUN
$1.61B
$13.5M 0.09%
255,300
+131,100
+106% +$6.8M
DE icon
183
Deere & Co
DE
$166B
$13.5M 0.09%
149,062
-118,600
-44% -$10.9M
PXD
184
DELISTED
Pioneer Natural Resource Co.
PXD
$13.5M 0.09%
58,654
+300
+0.5% +$61.9K
YHOO
185
DELISTED
Yahoo Inc
YHOO
$13.5M 0.09%
383,655
+500
+0.1% +$17.5K
PARA
186
DELISTED
Paramount Global Class B
PARA
$13.5M 0.09%
216,562
-237,400
-52% -$14.1M
DAL icon
187
Delta Air Lines
DAL
$60.5B
$13.5M 0.09%
347,400
+700
+0.2% +$26.4K
CRM icon
188
Salesforce
CRM
$153B
$13.4M 0.09%
231,484
+2,400
+1% +$130K
CAG icon
189
Conagra Brands
CAG
$7.11B
$13.3M 0.09%
576,393
+1,285
+0.2% +$31.1K
BHI
190
DELISTED
Baker Hughes
BHI
$13.3M 0.09%
178,629
+200
+0.1% +$13.9K
GIS icon
191
General Mills
GIS
$19.3B
$13.2M 0.09%
251,818
-3,100
-1% -$165K
ESV
192
DELISTED
Ensco Rowan plc
ESV
$13.1M 0.09%
58,945
+125
+0.2% +$25.9K
NSC icon
193
Norfolk Southern
NSC
$76.9B
$13.1M 0.09%
126,905
+500
+0.4% +$49.1K
NTRS icon
194
Northern Trust
NTRS
$33.7B
$13M 0.09%
202,517
+100
+0% +$6.16K
VEA icon
195
Vanguard FTSE Developed Markets ETF
VEA
$234B
$12.8M 0.09%
300,000
– –
EWD icon
196
iShares MSCI Sweden ETF
EWD
$592M
$12.7M 0.09%
360,000
– –
CSX icon
197
CSX Corp
CSX
$93.9B
$12.7M 0.09%
1,234,605
+900
+0.1% +$8.76K
ALXN
198
DELISTED
Alexion Pharmaceuticals
ALXN
$12.7M 0.09%
81,074
+300
+0.4% +$47.4K
VVC
199
DELISTED
Vectren Corporation
VVC
$12.5M 0.09%
293,560
+100
+0% +$4K
DVN icon
200
Devon Energy
DVN
$49.7B
$12.5M 0.09%
157,111
+800
+0.5% +$58.2K
6 7
8
9 10

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.