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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
TCF
826
DELISTED
TCF Financial Corporation
TCF
$1.23M 0.01%
79,160
+600
+0.8% +$9.58K
DST
827
DELISTED
DST Systems Inc.
DST
$1.22M 0.01%
29,000
-4,000
-12% -$182K
TIME
828
DELISTED
Time Inc.
TIME
$1.21M 0.01%
51,637
-801
-2% -$19.3K
AEO icon
829
American Eagle Outfitters
AEO
$3.01B
$1.21M 0.01%
82,975
+2,300
+3% +$28.3K
SXT icon
830
Sensient Technologies
SXT
$5.53B
$1.2M 0.01%
22,870
-400
-2% -$21.8K
BOH icon
831
Bank of Hawaii
BOH
$3.13B
$1.19M 0.01%
20,990
– –
ODP
832
DELISTED
ODP
ODP
$1.18M 0.01%
22,950
+20
+0.1% +$1.06K
CLGX
833
DELISTED
Corelogic, Inc.
CLGX
$1.17M 0.01%
43,200
-100
-0.2% -$2.82K
SMG icon
834
ScottsMiracle-Gro
SMG
$3.66B
$1.17M 0.01%
21,175
+700
+3% +$39.3K
CVSA
835
Covista Inc
CVSA
$4.8B
$1.16M 0.01%
27,200
+300
+1% +$12.8K
BIG
836
DELISTED
Big Lots, Inc.
BIG
$1.15M 0.01%
26,600
+500
+2% +$22.7K
CRS icon
837
Carpenter Technology
CRS
$28.4B
$1.14M 0.01%
25,200
+200
+0.8% +$11K
THO icon
838
Thor Industries
THO
$4.14B
$1.13M 0.01%
22,000
+900
+4% +$48.2K
HRC
839
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.13M 0.01%
27,250
+300
+1% +$12.6K
IDTI
840
DELISTED
Integrated Device Technology I
IDTI
$1.13M 0.01%
70,620
+6,600
+10% +$103K
TDS icon
841
Telephone and Data Systems
TDS
$3.75B
$1.13M 0.01%
46,936
+300
+0.6% +$7.61K
WSO icon
842
Watsco Inc
WSO
$13.6B
$1.11M 0.01%
12,900
– –
CPWR
843
DELISTED
COMPUWARE CORP
CPWR
$1.11M 0.01%
108,680
+936
+0.9% +$8.81K
BIO icon
844
Bio-Rad Laboratories Class A
BIO
$9.42B
$1.1M 0.01%
9,700
+200
+2% +$23.7K
MUSA icon
845
Murphy USA
MUSA
$9.61B
$1.08M 0.01%
20,425
-500
-2% -$25.9K
DBD
846
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.08M 0.01%
30,630
+200
+0.7% +$7.54K
UFS
847
DELISTED
DOMTAR CORPORATION (New)
UFS
$1.08M 0.01%
30,800
+200
+0.7% +$7.63K
MDRX
848
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.08M 0.01%
80,400
+5,100
+7% +$77.3K
WEN icon
849
Wendy's
WEN
$1.46B
$1.08M 0.01%
130,483
+6,000
+5% +$49.2K
CHS
850
DELISTED
Chicos FAS, Inc.
CHS
$1.07M 0.01%
72,500
+300
+0.4% +$4.73K
32 33
34
35 36

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.