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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
+1.2%
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
$14.4B
AUM Growth
+$114M
Cap. Flow
+$29.4M
Cap. Flow %
0.2%
Top 10 Hldgs %
25.89%
Holding
961
New
10
Increased
526
Reduced
342
Closed
12

Top Buys

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$286M
2
EG icon
Everest Group
EG
+$209M
3
USB icon
US Bancorp
USB
+$113M
4
GS icon
Goldman Sachs
GS
+$95.1M
5
EXC icon
Exelon
EXC
+$71.8M

Top Sells

Rank Stock Value
1
BNY
Bank of New York Mellon
BNY
+$333M
2
PEP icon
PepsiCo
PEP
+$214M
3
BAC icon
Bank of America
BAC
+$107M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$72.2M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$56.8M

Sector Composition

Rank Sector Weight
1 Financials 20.22%
2 Technology 13.26%
3 Healthcare 11.74%
4 Consumer Staples 9.54%
5 Consumer Discretionary 8.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AA.PRB
276
DELISTED
Alcoa Inc
AA.PRB
$7.98M 0.06%
+160,000
New +$7.95M
MJN
277
DELISTED
Mead Johnson Nutrition Company
MJN
$7.98M 0.06%
82,909
+100
+0.1% +$9.47K
A icon
278
Agilent Technologies
A
$41.2B
$7.79M 0.05%
191,080
+140
+0.1% +$5.72K
AA icon
279
Alcoa
AA
$13.2B
$7.76M 0.05%
200,673
+790
+0.4% +$31K
PLD icon
280
Prologis
PLD
$133B
$7.73M 0.05%
205,013
+300
+0.1% +$12.2K
PEG icon
281
Public Service Enterprise Group
PEG
$37.7B
$7.72M 0.05%
207,430
+100
+0% +$3.69K
STX icon
282
Seagate
STX
$184B
$7.67M 0.05%
133,968
+200
+0.1% +$11.8K
DG icon
283
Dollar General
DG
$27.9B
$7.6M 0.05%
124,342
+100
+0.1% +$5.99K
ZTS icon
284
Zoetis
ZTS
$30B
$7.59M 0.05%
205,456
+200
+0.1% +$6.85K
AVB icon
285
AvalonBay Communities
AVB
$26.8B
$7.59M 0.05%
53,819
+3,900
+8% +$578K
VTR icon
286
Ventas
VTR
$47.9B
$7.48M 0.05%
105,681
+87
+0.1% +$6.35K
DOC icon
287
Healthpeak Properties
DOC
$14.8B
$7.47M 0.05%
206,585
+439
+0.2% +$16.6K
EIX icon
288
Edison International
EIX
$26.4B
$7.47M 0.05%
133,596
+100
+0.1% +$5.71K
SHW icon
289
Sherwin-Williams
SHW
$89.8B
$7.47M 0.05%
102,285
-1,800
-2% -$128K
CCL icon
290
Carnival Corporation Ltd
CCL
$39.7B
$7.42M 0.05%
184,660
+5,000
+3% +$189K
CERN
291
DELISTED
Cerner Corp
CERN
$7.41M 0.05%
124,420
+3,400
+3% +$191K
BXP icon
292
Boston Properties
BXP
$11.1B
$7.27M 0.05%
62,764
+100
+0.2% +$12K
MCO icon
293
Moody's
MCO
$82.7B
$7.2M 0.05%
76,233
-800
-1% -$73.3K
NE
294
DELISTED
Noble Corporation
NE
$7.2M 0.05%
324,226
-6,534
-2% -$176K
VNO icon
295
Vornado Realty Trust
VNO
$7.38B
$7.15M 0.05%
97,765
+136
+0.1% +$10.5K
NUE icon
296
Nucor
NUE
$62.1B
$7.1M 0.05%
130,727
+200
+0.2% +$10.6K
OMC icon
297
Omnicom Group
OMC
$23.4B
$7.09M 0.05%
103,006
-2,900
-3% -$207K
IVZ icon
298
Invesco
IVZ
$13.9B
$7M 0.05%
177,343
+100
+0.1% +$3.93K
VTRS icon
299
Viatris
VTRS
$18.9B
$6.98M 0.05%
153,393
+300
+0.2% +$14.6K
PH icon
300
Parker-Hannifin
PH
$135B
$6.97M 0.05%
61,043
– –
10 11
12
13 14

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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 Q3 2014 Portfolio in Review

As of Q3 2014, State of Michigan Retirement System held 961 positions worth $14.4B, up 0.8% from $14.3B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

Trading was light in Q3 2014: portfolio turnover was 2.3%. State of Michigan Retirement System opened 10 new positions and exited 12, leaving the 961-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 18% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q3 2014 buy was American Public Education: 725,000 shares worth $19.6M.
  • State of Michigan Retirement System added most to Wells Fargo in Q3 2014, an estimated $286M increase.
  • State of Michigan Retirement System's biggest Q3 2014 reduction was Bank of New York Mellon, cutting an estimated $333M.
  • State of Michigan Retirement System fully exited Teva Pharmaceuticals in Q3 2014, selling an estimated $31.7M.
  • State of Michigan Retirement System's ten largest holdings make up 26% of its $14.4B portfolio in Q3 2014.
  • State of Michigan Retirement System opened 10 new positions and closed 12 in Q3 2014.
  • State of Michigan Retirement System's portfolio value rose 0.8% quarter-over-quarter to $14.4B.

Based on State of Michigan Retirement System's 13F filing for Q3 2014, filed 6 Nov 2014.