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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
ESL
726
DELISTED
Esterline Technologies
ESL
$1.69M 0.01%
15,200
+100
+0.7% +$11.4K
LHO
727
DELISTED
LaSalle Hotel Properties
LHO
$1.69M 0.01%
49,400
+200
+0.4% +$7.15K
CPRT icon
728
Copart
CPRT
$27.5B
$1.69M 0.01%
430,816
+8,000
+2% +$34.1K
CNK icon
729
Cinemark Holdings
CNK
$4.32B
$1.68M 0.01%
49,400
+300
+0.6% +$10.4K
WRI
730
DELISTED
Weingarten Realty Investors
WRI
$1.68M 0.01%
53,400
+400
+0.8% +$13.3K
AOL
731
DELISTED
AOL INC COMMON STOCK
AOL
$1.68M 0.01%
37,307
-400
-1% -$16.7K
VMI icon
732
Valmont Industries
VMI
$9.53B
$1.67M 0.01%
12,400
-300
-2% -$43.1K
CBSH icon
733
Commerce Bancshares
CBSH
$8.5B
$1.67M 0.01%
67,206
-1,257
-2% -$32.1K
HIW icon
734
Highwoods Properties
HIW
$3.47B
$1.67M 0.01%
42,900
+400
+0.9% +$16.7K
TEX icon
735
Terex
TEX
$7.74B
$1.66M 0.01%
52,300
+300
+0.6% +$11K
CGNX icon
736
Cognex
CGNX
$11.3B
$1.66M 0.01%
+82,400
New +$1.7M
TE
737
DELISTED
TECO ENERGY INC
TE
$1.66M 0.01%
95,248
+11,600
+14% +$205K
GEVO icon
738
Gevo
GEVO
$382M
$1.65M 0.01%
804
+292
+57% +$971K
JBL icon
739
Jabil
JBL
$35.8B
$1.65M 0.01%
81,917
+6,100
+8% +$127K
FTNT icon
740
Fortinet
FTNT
$117B
$1.65M 0.01%
326,500
+3,500
+1% +$17.7K
TUP
741
DELISTED
Tupperware Brands Corporation
TUP
$1.65M 0.01%
23,887
+100
+0.4% +$7.6K
TECH icon
742
Bio-Techne
TECH
$11.3B
$1.65M 0.01%
70,400
+7,600
+12% +$178K
LYV icon
743
Live Nation Entertainment
LYV
$42.1B
$1.65M 0.01%
68,500
+1,400
+2% +$32.4K
ORI icon
744
Old Republic International
ORI
$10.4B
$1.64M 0.01%
115,127
+900
+0.8% +$13.7K
AMCX icon
745
AMC Global Media
AMCX
$489M
$1.64M 0.01%
28,050
+200
+0.7% +$12.3K
LII icon
746
Lennox International
LII
$15.2B
$1.63M 0.01%
21,200
-100
-0.5% -$8.45K
PB icon
747
Prosperity Bancshares
PB
$8.89B
$1.63M 0.01%
28,500
+200
+0.7% +$12K
SGI
748
Somnigroup International
SGI
$13.7B
$1.62M 0.01%
115,600
+800
+0.7% +$11.7K
AN icon
749
AutoNation
AN
$6.92B
$1.62M 0.01%
32,121
+6,200
+24% +$340K
CYT
750
DELISTED
CYTEC INDS INC
CYT
$1.61M 0.01%
34,100
+400
+1% +$20.5K
28 29
30
31 32

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.