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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
WOOF
751
DELISTED
VCA Inc.
WOOF
$1.61M 0.01%
40,900
-700
-2% -$27K
FLO icon
752
Flowers Foods
FLO
$1.57B
$1.61M 0.01%
87,450
+4,600
+6% +$89.8K
ATML
753
DELISTED
ATMEL CORP
ATML
$1.6M 0.01%
198,530
+100
+0.1% +$865
BTU
754
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$1.59M 0.01%
8,587
+1,208
+16% +$274K
DECK icon
755
Deckers Outdoor
DECK
$13.3B
$1.59M 0.01%
98,400
+600
+0.6% +$9.17K
ACM icon
756
Aecom
ACM
$9.75B
$1.59M 0.01%
47,200
+400
+0.9% +$14.2K
OIS icon
757
Oil States International
OIS
$491M
$1.59M 0.01%
25,700
+700
+3% +$43.9K
TGI
758
DELISTED
Triumph Group
TGI
$1.59M 0.01%
24,400
-200
-0.8% -$13.4K
KATE
759
DELISTED
Kate Spade & Company
KATE
$1.58M 0.01%
60,200
+600
+1% +$20.6K
HME
760
DELISTED
HOME PROPERTIES, INC
HME
$1.58M 0.01%
27,100
+200
+0.7% +$12.6K
RFMD
761
DELISTED
RF MICRO DEVICES INC
RFMD
$1.57M 0.01%
136,500
+1,600
+1% +$18K
SNV
762
DELISTED
Synovus
SNV
$1.56M 0.01%
66,005
+500
+0.8% +$12K
DNY
763
DELISTED
DONNELLEY R R & SONS CO
DNY
$1.56M 0.01%
94,800
+700
+0.7% +$11.5K
BMS
764
DELISTED
Bemis
BMS
$1.56M 0.01%
40,995
-300
-0.7% -$11.9K
AVNT icon
765
Avient
AVNT
$4.19B
$1.56M 0.01%
43,800
-600
-1% -$23.6K
CBT icon
766
Cabot Corp
CBT
$4.52B
$1.56M 0.01%
30,680
+2,400
+8% +$132K
EAT icon
767
Brinker International
EAT
$9.66B
$1.56M 0.01%
30,677
+100
+0.3% +$4.8K
CVC
768
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$1.56M 0.01%
88,912
+300
+0.3% +$5.55K
DNOW icon
769
DNOW Inc
DNOW
$2.99B
$1.55M 0.01%
50,827
+400
+0.8% +$13.1K
KMT icon
770
Kennametal
KMT
$2.52B
$1.54M 0.01%
37,360
+300
+0.8% +$13.2K
TKR icon
771
Timken Company
TKR
$9.03B
$1.53M 0.01%
36,200
-14,232
-28% -$655K
URBN icon
772
Urban Outfitters
URBN
$6.59B
$1.53M 0.01%
41,819
+100
+0.2% +$3.68K
LSTR icon
773
Landstar System
LSTR
$6.21B
$1.53M 0.01%
21,200
– –
STE icon
774
Steris
STE
$23.1B
$1.52M 0.01%
28,200
+400
+1% +$21.7K
CLC
775
DELISTED
Clarcor
CLC
$1.51M 0.01%
23,900
+100
+0.4% +$6.18K
29 30
31
32 33

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.