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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
ANSS
501
DELISTED
Ansys
ANSS
$3.31M 0.02%
43,700
– –
RMD icon
502
ResMed
RMD
$30.7B
$3.28M 0.02%
66,500
+400
+0.6% +$20.4K
Y
503
DELISTED
Alleghany Corp
Y
$3.26M 0.02%
7,800
– –
HBAN icon
504
Huntington Bancshares
HBAN
$35.5B
$3.26M 0.02%
334,986
-4,200
-1% -$41.1K
UDR icon
505
UDR
UDR
$12.3B
$3.25M 0.02%
119,445
+900
+0.8% +$26K
MLM icon
506
Martin Marietta Materials
MLM
$33B
$3.25M 0.02%
25,200
+3,400
+16% +$438K
EXPD icon
507
Expeditors International
EXPD
$23.2B
$3.25M 0.02%
79,995
-900
-1% -$38.4K
SWY
508
DELISTED
SAFEWAY INC
SWY
$3.24M 0.02%
94,419
+100
+0.1% +$3.46K
JBHT icon
509
JB Hunt Transport Services
JBHT
$25.2B
$3.23M 0.02%
43,660
+600
+1% +$45.5K
VMC icon
510
Vulcan Materials
VMC
$36.9B
$3.23M 0.02%
53,658
+100
+0.2% +$6.31K
RKT
511
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$3.23M 0.02%
67,900
+300
+0.4% +$14.9K
PWR icon
512
Quanta Services
PWR
$101B
$3.23M 0.02%
88,922
-300
-0.3% -$10.7K
ANDV
513
DELISTED
Andeavor
ANDV
$3.21M 0.02%
52,567
-400
-0.8% -$24.6K
RJF icon
514
Raymond James Financial
RJF
$34B
$3.19M 0.02%
89,438
+1,650
+2% +$57.7K
KEX icon
515
Kirby Corp
KEX
$6.93B
$3.19M 0.02%
27,100
+200
+0.7% +$23.8K
IFF icon
516
International Flavors & Fragrances
IFF
$21.9B
$3.19M 0.02%
33,246
-100
-0.3% -$10.1K
IPG
517
DELISTED
Interpublic Group of Companies
IPG
$3.17M 0.02%
172,773
-800
-0.5% -$15.5K
CPB icon
518
Campbell Soup
CPB
$6.87B
$3.13M 0.02%
73,347
– –
FMC icon
519
FMC
FMC
$1.33B
$3.12M 0.02%
62,933
– –
HUB.B
520
DELISTED
HUBBELL INC CL-B
HUB.B
$3.11M 0.02%
25,814
+400
+2% +$48.4K
IT icon
521
Gartner
IT
$11.7B
$3.1M 0.02%
42,200
-300
-0.7% -$21.8K
JEF icon
522
Jefferies Financial Group
JEF
$13.1B
$3.1M 0.02%
145,153
+112
+0.1% +$2.52K
FBIN icon
523
Fortune Brands Innovations
FBIN
$6.06B
$3.09M 0.02%
87,984
-3,627
-4% -$127K
NAVI icon
524
Navient
NAVI
$853M
$3.04M 0.02%
171,925
-1,300
-0.8% -$22.9K
ARG
525
DELISTED
Airgas Inc
ARG
$3.04M 0.02%
27,521
+100
+0.4% +$11K
19 20
21
22 23

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.