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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
ARE icon
601
Alexandria Real Estate Equities
ARE
$8.56B
$2.51M 0.02%
34,000
+200
+0.6% +$15.6K
EGN
602
DELISTED
Energen
EGN
$2.51M 0.02%
34,700
+400
+1% +$32K
SM icon
603
SM Energy
SM
$6.87B
$2.5M 0.02%
32,000
+400
+1% +$32.6K
PNW icon
604
Pinnacle West Capital
PNW
$12.2B
$2.47M 0.02%
45,223
– –
PHM icon
605
Pultegroup
PHM
$25.3B
$2.45M 0.02%
138,681
-1,000
-0.7% -$18.8K
HAIN icon
606
Hain Celestial
HAIN
$53.7M
$2.45M 0.02%
47,800
+600
+1% +$27.9K
CSL icon
607
Carlisle Companies
CSL
$15.4B
$2.44M 0.02%
30,420
+200
+0.7% +$16.6K
EXP icon
608
Eagle Materials
EXP
$6.57B
$2.42M 0.02%
23,800
+200
+0.8% +$19.4K
ZION icon
609
Zions Bancorporation
ZION
$10.3B
$2.42M 0.02%
83,138
+7,400
+10% +$215K
AYI icon
610
Acuity Brands
AYI
$10.8B
$2.41M 0.02%
20,500
+100
+0.5% +$11.8K
SPN
611
DELISTED
Superior Energy Services, Inc.
SPN
$2.41M 0.02%
7,340
-40
-0.5% -$13.9K
HII icon
612
Huntington Ingalls Industries
HII
$12.8B
$2.4M 0.02%
23,034
-100
-0.4% -$9.85K
TOL icon
613
Toll Brothers
TOL
$14.5B
$2.39M 0.02%
76,800
+1,400
+2% +$48K
THC icon
614
Tenet Healthcare
THC
$21.1B
$2.38M 0.02%
40,140
+600
+2% +$33.5K
CBST
615
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$2.38M 0.02%
35,900
+400
+1% +$26.3K
CDNS icon
616
Cadence Design Systems
CDNS
$93.4B
$2.37M 0.02%
137,610
+1,200
+0.9% +$20.8K
BR icon
617
Broadridge
BR
$19B
$2.36M 0.02%
56,722
-200
-0.4% -$8.31K
REG icon
618
Regency Centers
REG
$14.1B
$2.36M 0.02%
43,800
+300
+0.7% +$16.7K
KRC icon
619
Kilroy Realty
KRC
$4.42B
$2.35M 0.02%
39,500
+700
+2% +$43.4K
MAA icon
620
Mid-America Apartment Communities
MAA
$15.7B
$2.34M 0.02%
35,700
+300
+0.8% +$21.4K
LPT
621
DELISTED
Liberty Property Trust
LPT
$2.34M 0.02%
70,300
+700
+1% +$25.1K
WOLF icon
622
Wolfspeed
WOLF
$1.71B
$2.33M 0.02%
57,000
-500
-0.9% -$23.1K
WPX
623
DELISTED
WPX Energy, Inc.
WPX
$2.32M 0.02%
96,300
+1,000
+1% +$23.7K
WRB icon
624
W.R. Berkley
WRB
$26.6B
$2.32M 0.02%
163,536
-1,012
-0.6% -$14K
EWBC icon
625
East-West Bancorp
EWBC
$18B
$2.31M 0.02%
68,000
+400
+0.6% +$13.9K
23 24
25
26 27

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.