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
GWR
626
DELISTED
Genesee & Wyoming Inc.
GWR
$2.31M 0.02%
24,200
+200
+0.8% +$19.9K
IRM icon
627
Iron Mountain
IRM
$36.1B
$2.3M 0.02%
70,466
-5,237
-7% -$170K
CNC icon
628
Centene
CNC
$32.5B
$2.3M 0.02%
+111,200
New +$2.14M
HCC
629
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$2.29M 0.02%
47,400
+300
+0.6% +$14.6K
ODFL icon
630
Old Dominion Freight Line
ODFL
$44.9B
$2.28M 0.02%
96,900
-1,800
-2% -$39.7K
ATO icon
631
Atmos Energy
ATO
$28.8B
$2.27M 0.02%
47,600
+400
+0.8% +$20K
GPN icon
632
Global Payments
GPN
$22.8B
$2.26M 0.02%
64,800
-2,800
-4% -$100K
FDS icon
633
Factset
FDS
$10.2B
$2.26M 0.02%
18,600
– –
PTEN icon
634
Patterson-UTI
PTEN
$3.76B
$2.25M 0.02%
69,300
+1,200
+2% +$40.8K
SEIC icon
635
SEI Investments
SEIC
$12.6B
$2.25M 0.02%
62,100
-4,900
-7% -$175K
AVP
636
DELISTED
Avon Products, Inc.
AVP
$2.25M 0.02%
178,155
+100
+0.1% +$1.37K
SUNE
637
DELISTED
SUNEDISON, INC COM
SUNE
$2.24M 0.02%
118,600
+2,600
+2% +$55.8K
JOY
638
DELISTED
Joy Global Inc
JOY
$2.2M 0.02%
40,274
-700
-2% -$42.5K
TCO
639
DELISTED
Taubman Centers Inc.
TCO
$2.19M 0.02%
30,000
+200
+0.7% +$15K
ALB icon
640
Albemarle
ALB
$15.5B
$2.19M 0.02%
37,120
-400
-1% -$26K
JKHY icon
641
Jack Henry & Associates
JKHY
$11.1B
$2.18M 0.02%
39,150
-700
-2% -$40.8K
GPOR
642
DELISTED
Gulfport Energy Corp.
GPOR
$2.17M 0.02%
40,600
+300
+0.7% +$17.2K
CBOE icon
643
Cboe Global Markets
CBOE
$29.9B
$2.16M 0.02%
40,400
-100
-0.2% -$5.11K
LM
644
DELISTED
Legg Mason, Inc.
LM
$2.14M 0.01%
41,776
-300
-0.7% -$14.9K
EV
645
DELISTED
Eaton Vance Corp.
EV
$2.12M 0.01%
56,300
-600
-1% -$22.5K
NDSN icon
646
Nordson
NDSN
$17.3B
$2.12M 0.01%
27,860
-300
-1% -$23.5K
SCI icon
647
Service Corp International
SCI
$11.6B
$2.12M 0.01%
100,200
-400
-0.4% -$8.53K
CVD
648
DELISTED
COVANCE INC.
CVD
$2.11M 0.01%
26,850
-200
-0.7% -$17K
NVR icon
649
NVR
NVR
$17B
$2.11M 0.01%
1,864
-100
-5% -$114K
WR
650
DELISTED
Westar Energy Inc
WR
$2.1M 0.01%
61,550
+800
+1% +$29K
24 25
26
27 28

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.