We are live on ! Find out more
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
FHI icon
801
Federated Hermes
FHI
$4.72B
$1.33M 0.01%
45,300
+700
+2% +$21K
AHL
802
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.33M 0.01%
31,100
+300
+1% +$12.8K
CRL icon
803
Charles River Laboratories
CRL
$12.8B
$1.32M 0.01%
22,100
-700
-3% -$40.1K
WWD icon
804
Woodward
WWD
$21.4B
$1.32M 0.01%
27,700
-100
-0.4% -$5.06K
SFG
805
DELISTED
STANCORP FINL GRP
SFG
$1.31M 0.01%
20,800
+200
+1% +$12.7K
BDC icon
806
Belden
BDC
$5.19B
$1.31M 0.01%
20,500
-100
-0.5% -$7.24K
SWI
807
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.31M 0.01%
31,100
+200
+0.6% +$8.31K
DLX icon
808
Deluxe
DLX
$1.15B
$1.3M 0.01%
23,662
+100
+0.4% +$5.76K
ROSE
809
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.3M 0.01%
29,200
+200
+0.7% +$9.96K
KBR icon
810
KBR
KBR
$4.8B
$1.3M 0.01%
68,942
-400
-0.6% -$8.68K
CNW
811
DELISTED
CON-WAY INC.
CNW
$1.29M 0.01%
27,250
+400
+1% +$20.1K
THG icon
812
Hanover Insurance
THG
$7.98B
$1.29M 0.01%
20,950
+200
+1% +$12.4K
WPG
813
DELISTED
Washington Prime Group Inc.
WPG
$1.29M 0.01%
8,180
+44
+0.5% +$7.45K
UNT
814
DELISTED
UNIT Corporation
UNT
$1.28M 0.01%
21,900
+1,100
+5% +$70.8K
ASB icon
815
Associated Banc-Corp
ASB
$5.91B
$1.28M 0.01%
73,489
-1,700
-2% -$30.7K
IDA icon
816
Idacorp
IDA
$8.2B
$1.28M 0.01%
23,880
+200
+0.8% +$11K
CST
817
DELISTED
CST Brands, Inc.
CST
$1.27M 0.01%
35,384
– –
WCG
818
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.25M 0.01%
20,800
+100
+0.5% +$6.63K
LXK
819
DELISTED
Lexmark Intl Inc
LXK
$1.25M 0.01%
29,500
+200
+0.7% +$9.66K
WBS icon
820
Webster Financial
WBS
$12.8B
$1.25M 0.01%
42,850
+300
+0.7% +$8.92K
HWC icon
821
Hancock Whitney
HWC
$6.24B
$1.24M 0.01%
38,800
– –
PRI icon
822
Primerica
PRI
$9.89B
$1.24M 0.01%
25,800
+200
+0.8% +$9.66K
GATX icon
823
GATX Corp
GATX
$6.27B
$1.24M 0.01%
21,290
-400
-2% -$25.8K
ATW
824
DELISTED
Atwood Oceanics
ATW
$1.24M 0.01%
28,400
+1,100
+4% +$52.7K
JBLU icon
825
JetBlue
JBLU
$2.29B
$1.24M 0.01%
116,323
+8,600
+8% +$98.2K
31 32
33
34 35

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.