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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
LEG icon
676
Leggett & Platt
LEG
$1.31B
$1.96M 0.01%
56,225
-500
-0.9% -$17.1K
R icon
677
Ryder
R
$10.1B
$1.96M 0.01%
21,791
– –
ITT icon
678
ITT
ITT
$19.1B
$1.96M 0.01%
43,500
+300
+0.7% +$14.3K
CRI icon
679
Carter's
CRI
$1.47B
$1.95M 0.01%
25,200
-100
-0.4% -$7.73K
NEU icon
680
NewMarket
NEU
$8.18B
$1.94M 0.01%
5,100
-100
-2% -$39.7K
OA
681
DELISTED
Orbital ATK, Inc.
OA
$1.94M 0.01%
15,200
+200
+1% +$26.2K
RNR icon
682
RenaissanceRe
RNR
$13.4B
$1.92M 0.01%
19,200
+100
+0.5% +$10.3K
HCBK
683
DELISTED
HUDSON CITY BANCORP INC
HCBK
$1.92M 0.01%
197,222
+2,200
+1% +$21.6K
SVC
684
Service Properties Trust
SVC
$1.07B
$1.91M 0.01%
14,320
+101
+0.7% +$14.6K
AIV
685
Aimco
AIV
$383M
$1.91M 0.01%
449,567
+2,252
+0.5% +$10K
GME icon
686
GameStop
GME
$8.6B
$1.9M 0.01%
184,808
-3,200
-2% -$34K
SON icon
687
Sonoco
SON
$5.74B
$1.9M 0.01%
48,311
+200
+0.4% +$8.16K
SPXC icon
688
SPX Corp
SPXC
$10.8B
$1.9M 0.01%
80,230
-1,588
-2% -$41.2K
CXW icon
689
CoreCivic
CXW
$3.19B
$1.9M 0.01%
55,212
+400
+0.7% +$13.8K
ULTI
690
DELISTED
Ultimate Software Group Inc
ULTI
$1.9M 0.01%
+13,400
New +$1.88M
PACW
691
DELISTED
PacWest Bancorp
PACW
$1.89M 0.01%
45,900
+700
+2% +$29.4K
URS
692
DELISTED
URS CORP
URS
$1.89M 0.01%
32,800
+300
+0.9% +$17.4K
AIZ icon
693
Assurant
AIZ
$14.3B
$1.88M 0.01%
29,297
+100
+0.3% +$6.54K
TER icon
694
Teradyne
TER
$59.3B
$1.88M 0.01%
97,100
+5,500
+6% +$108K
ALLE icon
695
Allegion
ALLE
$14.4B
$1.88M 0.01%
39,405
+2,600
+7% +$136K
ATR icon
696
AptarGroup
ATR
$8.61B
$1.88M 0.01%
30,900
+100
+0.3% +$6.36K
BMR
697
DELISTED
BIOMED REALTY TRUST INC
BMR
$1.87M 0.01%
92,600
+1,900
+2% +$41.3K
RYN icon
698
Rayonier
RYN
$6.55B
$1.87M 0.01%
66,144
+441
+0.7% +$13.5K
BC icon
699
Brunswick
BC
$5.28B
$1.86M 0.01%
44,100
+400
+0.9% +$16.9K
GNTX icon
700
Gentex
GNTX
$5.07B
$1.86M 0.01%
138,800
+1,200
+0.9% +$17.5K
26 27
28
29 30

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.