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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
FEIC
776
DELISTED
FEI COMPANY
FEIC
$1.5M 0.01%
19,900
– –
RDC
777
DELISTED
Rowan Companies Plc
RDC
$1.5M 0.01%
59,100
+8,434
+17% +$249K
CXT icon
778
Crane NXT
CXT
$3.07B
$1.49M 0.01%
67,749
+576
+0.9% +$14K
LPNT
779
DELISTED
LifePoint Health, Inc.
LPNT
$1.48M 0.01%
21,400
+400
+2% +$28.1K
XLS
780
DELISTED
EXELIS INC COM STK
XLS
$1.48M 0.01%
89,400
-6,240
-7% -$101K
NATI
781
DELISTED
National Instruments Corp
NATI
$1.48M 0.01%
47,675
+1,300
+3% +$42.1K
GHC icon
782
Graham Holdings Company
GHC
$5.02B
$1.47M 0.01%
3,476
+586
+20% +$252K
BYI
783
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$1.47M 0.01%
18,200
-300
-2% -$21.8K
UMPQ
784
DELISTED
Umpqua Holdings Corp
UMPQ
$1.46M 0.01%
88,600
+7,800
+10% +$134K
JCP
785
DELISTED
J.C. Penney Company, Inc.
JCP
$1.45M 0.01%
144,640
+1,000
+0.7% +$9.8K
UNFI icon
786
United Natural Foods
UNFI
$2.85B
$1.45M 0.01%
23,600
+200
+0.9% +$12.6K
PDCO
787
DELISTED
Patterson Companies, Inc.
PDCO
$1.43M 0.01%
34,490
+945
+3% +$37.7K
CLH icon
788
Clean Harbors
CLH
$16.3B
$1.41M 0.01%
26,200
+100
+0.4% +$5.88K
RVBD
789
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$1.41M 0.01%
75,800
+100
+0.1% +$1.88K
FNFG
790
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$1.4M 0.01%
167,890
+1,100
+0.7% +$9.52K
VIAV icon
791
Viavi Solutions
VIAV
$9.66B
$1.4M 0.01%
191,798
-2,637
-1% -$18.1K
FHN icon
792
First Horizon
FHN
$12.1B
$1.38M 0.01%
112,483
+1,000
+0.9% +$12K
FMER
793
DELISTED
FIRSTMERIT CORP
FMER
$1.38M 0.01%
78,469
+500
+0.6% +$9.02K
FAF icon
794
First American
FAF
$7.58B
$1.38M 0.01%
50,800
+400
+0.8% +$11.1K
CNL
795
DELISTED
CLECO CRP (HOLDING CO)
CNL
$1.38M 0.01%
28,600
+200
+0.7% +$11.1K
RRX icon
796
Regal Rexnord
RRX
$11.9B
$1.38M 0.01%
21,400
+100
+0.5% +$7.19K
WKC icon
797
World Kinect Corp
WKC
$1.86B
$1.37M 0.01%
34,300
+400
+1% +$17.9K
CMP icon
798
Compass Minerals
CMP
$1.15B
$1.34M 0.01%
15,900
+100
+0.6% +$8.97K
IRF
799
DELISTED
INTL RECTIFIER CORP
IRF
$1.33M 0.01%
33,950
+400
+1% +$13K
CAB
800
DELISTED
Cabela's Inc
CAB
$1.33M 0.01%
22,600
+500
+2% +$29.9K
30 31
32
33 34

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.