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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
MCHP icon
451
Microchip Technology
MCHP
$46B
$3.88M 0.03%
164,328
+200
+0.1% +$4.78K
AES icon
452
AES
AES
$10.5B
$3.87M 0.03%
272,825
+2,400
+0.9% +$35.7K
NWL icon
453
Newell Brands
NWL
$2.56B
$3.86M 0.03%
112,228
-1,200
-1% -$39.7K
AEE icon
454
Ameren
AEE
$30.1B
$3.81M 0.03%
99,482
+100
+0.1% +$3.91K
LKQ icon
455
LKQ Corp
LKQ
$6.29B
$3.81M 0.03%
143,200
+900
+0.6% +$24.2K
FRT icon
456
Federal Realty Investment Trust
FRT
$10.3B
$3.8M 0.03%
32,100
+400
+1% +$49.1K
FL
457
DELISTED
Foot Locker
FL
$3.79M 0.03%
68,200
-500
-0.7% -$26.3K
CFN
458
DELISTED
CAREFUSION CORPORATION
CFN
$3.77M 0.03%
83,213
-1,700
-2% -$76.6K
TRMB icon
459
Trimble
TRMB
$13.9B
$3.76M 0.03%
123,300
+300
+0.2% +$9.75K
EFX icon
460
Equifax
EFX
$21.4B
$3.73M 0.03%
49,902
-100
-0.2% -$7.62K
WAB icon
461
Wabtec
WAB
$49.3B
$3.7M 0.03%
45,700
+200
+0.4% +$16.5K
CMA
462
DELISTED
Comerica
CMA
$3.7M 0.03%
74,176
-300
-0.4% -$15K
KIM icon
463
Kimco Realty
KIM
$16.4B
$3.69M 0.03%
168,546
+300
+0.2% +$6.88K
MAC icon
464
Macerich
MAC
$6.92B
$3.68M 0.03%
57,688
– –
PLL
465
DELISTED
PALL CORP
PLL
$3.67M 0.03%
43,823
-1,100
-2% -$90.1K
JNPR
466
DELISTED
Juniper Networks
JNPR
$3.65M 0.03%
164,600
-29,500
-15% -$692K
NVO
467
Novo Nordisk
NVO
$209B
$3.64M 0.03%
153,000
– –
CSC
468
DELISTED
Computer Sciences
CSC
$3.64M 0.03%
141,129
+237
+0.2% +$6.09K
EPC icon
469
Edgewell Personal Care
EPC
$1.31B
$3.62M 0.03%
39,585
+405
+1% +$36.2K
XL
470
DELISTED
XL Group Ltd.
XL
$3.61M 0.03%
108,862
-2,400
-2% -$80.1K
FFIV icon
471
F5
FFIV
$22.7B
$3.61M 0.03%
30,384
-600
-2% -$70.5K
HSP
472
DELISTED
HOSPIRA INC
HSP
$3.6M 0.03%
69,135
+600
+0.9% +$31.9K
BALL icon
473
Ball Corp
BALL
$16.8B
$3.59M 0.02%
113,600
-600
-0.5% -$19.1K
UNM icon
474
Unum
UNM
$14.3B
$3.59M 0.02%
104,409
-1,100
-1% -$38.7K
CNX icon
475
CNX Resources
CNX
$5.2B
$3.57M 0.02%
113,210
+120
+0.1% +$4.02K
17 18
19
20 21

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.