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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
AMG icon
401
Affiliated Managers Group
AMG
$9.76B
$4.57M 0.03%
22,800
+400
+2% +$81.6K
EA
402
DELISTED
Electronic Arts
EA
$4.57M 0.03%
128,182
-700
-0.5% -$25.5K
ALTR
403
DELISTED
Altera Corp
ALTR
$4.53M 0.03%
126,672
-1,700
-1% -$59.2K
XEC
404
DELISTED
CIMAREX ENERGY CO
XEC
$4.52M 0.03%
35,700
– –
AAP icon
405
Advance Auto Parts
AAP
$3.49B
$4.51M 0.03%
34,650
+300
+0.9% +$39.3K
RIG icon
406
Transocean
RIG
$5.82B
$4.46M 0.03%
139,600
+200
+0.1% +$7.83K
CHD icon
407
Church & Dwight Co
CHD
$24.5B
$4.45M 0.03%
126,780
-1,400
-1% -$47.7K
EW icon
408
Edwards Lifesciences
EW
$51.7B
$4.44M 0.03%
261,024
+1,800
+0.7% +$28.4K
TIF
409
DELISTED
Tiffany & Co.
TIF
$4.44M 0.03%
46,122
+600
+1% +$59.8K
EWI icon
410
iShares MSCI Italy ETF
EWI
$1.07B
$4.39M 0.03%
140,000
– –
AKAM icon
411
Akamai
AKAM
$15.9B
$4.37M 0.03%
73,047
+100
+0.1% +$6.01K
URI icon
412
United Rentals
URI
$72.4B
$4.37M 0.03%
39,300
-4,636
-11% -$521K
BCR
413
DELISTED
CR Bard Inc.
BCR
$4.37M 0.03%
30,585
-700
-2% -$103K
RHT
414
DELISTED
Red Hat Inc
RHT
$4.35M 0.03%
77,516
-100
-0.1% -$5.83K
COL
415
DELISTED
Rockwell Collins
COL
$4.35M 0.03%
55,409
-100
-0.2% -$7.69K
HP icon
416
Helmerich & Payne
HP
$3.71B
$4.34M 0.03%
44,380
+100
+0.2% +$10.6K
LLTC
417
DELISTED
Linear Technology Corp
LLTC
$4.34M 0.03%
97,792
+900
+0.9% +$40.9K
SIG icon
418
Signet Jewelers
SIG
$3.76B
$4.34M 0.03%
38,100
+300
+0.8% +$33.2K
PII icon
419
Polaris
PII
$4.07B
$4.31M 0.03%
28,800
-2,300
-7% -$332K
CNP icon
420
CenterPoint Energy
CNP
$26.8B
$4.31M 0.03%
176,238
+100
+0.1% +$2.46K
FLR icon
421
Fluor
FLR
$7.96B
$4.31M 0.03%
64,573
-600
-0.9% -$44.1K
O icon
422
Realty Income
O
$59.1B
$4.31M 0.03%
108,979
+1,238
+1% +$52.8K
ADT
423
DELISTED
ADT Corp
ADT
$4.3M 0.03%
121,292
-135,100
-53% -$4.79M
MAT icon
424
Mattel
MAT
$4.23B
$4.25M 0.03%
138,489
-500
-0.4% -$17.7K
NRG icon
425
NRG Energy
NRG
$24.8B
$4.22M 0.03%
138,436
+300
+0.2% +$9.37K
15 16
17
18 19

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 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.