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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
STR
701
DELISTED
QUESTAR CORP
STR
$1.85M 0.01%
83,171
+600
+0.7% +$13.8K
PAY
702
DELISTED
Verifone Systems Inc
PAY
$1.84M 0.01%
53,600
+900
+2% +$31.7K
AGCO icon
703
AGCO
AGCO
$7.2B
$1.84M 0.01%
40,500
-700
-2% -$34.7K
PBCT
704
DELISTED
People's United Financial Inc
PBCT
$1.84M 0.01%
127,171
+500
+0.4% +$7.42K
SLH
705
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.84M 0.01%
32,600
+200
+0.6% +$12.7K
RAX
706
DELISTED
Rackspace Hosting Inc
RAX
$1.83M 0.01%
56,300
+1,400
+3% +$46.5K
FLIR
707
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.82M 0.01%
58,081
+100
+0.2% +$3.36K
ACC
708
DELISTED
American Campus Communities, Inc.
ACC
$1.81M 0.01%
49,800
+400
+0.8% +$15.5K
BRO icon
709
Brown & Brown
BRO
$23.9B
$1.81M 0.01%
112,400
+400
+0.4% +$6.33K
FOSL icon
710
Fossil Group
FOSL
$318M
$1.79M 0.01%
19,080
-400
-2% -$40.3K
INFA
711
DELISTED
INFORMATICA CORP
INFA
$1.79M 0.01%
52,200
+500
+1% +$16.6K
ALGN icon
712
Align Technology
ALGN
$12.3B
$1.78M 0.01%
34,500
+600
+2% +$32.7K
OSK icon
713
Oshkosh
OSK
$9.59B
$1.78M 0.01%
40,300
+300
+0.8% +$14.9K
ARRS
714
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.77M 0.01%
62,500
+6,300
+11% +$197K
GXP
715
DELISTED
Great Plains Energy Incorporated
GXP
$1.77M 0.01%
73,110
+700
+1% +$17.8K
OI icon
716
O-I Glass
OI
$1.08B
$1.76M 0.01%
67,618
– –
DNB
717
DELISTED
Dun & Bradstreet
DNB
$1.76M 0.01%
14,946
-200
-1% -$22.9K
HNT
718
DELISTED
HEALTH NET INC
HNT
$1.75M 0.01%
38,068
+300
+0.8% +$13.3K
AVY icon
719
Avery Dennison
AVY
$13.4B
$1.72M 0.01%
38,450
-600
-2% -$29.2K
SLM icon
720
SLM Corp
SLM
$5.15B
$1.72M 0.01%
200,625
+1,400
+0.7% +$12.3K
CYN
721
DELISTED
CITY NATIONAL CORPORATION
CYN
$1.72M 0.01%
22,659
+100
+0.4% +$7.56K
ZBRA icon
722
Zebra Technologies
ZBRA
$17.8B
$1.71M 0.01%
24,100
+300
+1% +$23.4K
TIBX
723
DELISTED
TIBCO SOFTWARE INC
TIBX
$1.71M 0.01%
72,300
+200
+0.3% +$4.09K
INVX
724
Innovex International
INVX
$1.97B
$1.7M 0.01%
19,000
-200
-1% -$19.9K
AOS icon
725
A.O. Smith
AOS
$8.7B
$1.7M 0.01%
71,800
– –
27 28
29
30 31

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.