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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
CDP icon
851
COPT Defense Properties
CDP
$4.21B
$1.07M 0.01%
41,600
+300
+0.7% +$8.4K
KN icon
852
Knowles
KN
$3.34B
$1.07M 0.01%
40,311
+200
+0.5% +$6.1K
TECD
853
DELISTED
Tech Data Corp
TECD
$1.07M 0.01%
18,150
+100
+0.6% +$6.46K
BID
854
DELISTED
Sotheby's
BID
$1.04M 0.01%
29,127
-3,400
-10% -$134K
WGL
855
DELISTED
Wgl Holdings
WGL
$1.04M 0.01%
24,640
+200
+0.8% +$8.37K
HLX icon
856
Helix Energy Solutions
HLX
$1.41B
$1.03M 0.01%
46,600
+300
+0.6% +$7.66K
JNS
857
DELISTED
Janus Capital Group Inc
JNS
$1.02M 0.01%
70,500
-300
-0.4% -$3.64K
CVLT icon
858
Commault Systems
CVLT
$5.61B
$1.02M 0.01%
20,200
-700
-3% -$36.1K
ACIW icon
859
ACI Worldwide
ACIW
$5.42B
$1.02M 0.01%
54,150
+600
+1% +$11.3K
BKH icon
860
Black Hills Corp
BKH
$5.69B
$1.01M 0.01%
21,190
+200
+1% +$10.7K
LDOS icon
861
Leidos
LDOS
$17.3B
$1.01M 0.01%
29,525
-400
-1% -$14.7K
MTX icon
862
Minerals Technologies
MTX
$2.34B
$1.01M 0.01%
16,380
+100
+0.6% +$6.24K
AMD icon
863
Advanced Micro Devices
AMD
$789B
$1.01M 0.01%
295,100
-10,200
-3% -$41.3K
CAKE icon
864
Cheesecake Factory
CAKE
$5.33B
$996K 0.01%
21,899
+200
+0.9% +$8.97K
FULT icon
865
Fulton Financial
FULT
$4.64B
$987K 0.01%
89,100
– –
CNVR
866
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$980K 0.01%
28,600
-1,100
-4% -$30K
ACH
867
Accendra Health
ACH
$214M
$979K 0.01%
29,900
+200
+0.7% +$6.81K
SLGN icon
868
Silgan Holdings
SLGN
$4.41B
$974K 0.01%
41,462
+200
+0.5% +$4.99K
POLY
869
DELISTED
Plantronics, Inc.
POLY
$970K 0.01%
20,300
+200
+1% +$9.57K
WAFD icon
870
WaFd
WAFD
$2.75B
$961K 0.01%
47,223
-500
-1% -$10.7K
CEB
871
DELISTED
CEB Inc.
CEB
$961K 0.01%
16,000
+100
+0.6% +$6.54K
CMC icon
872
Commercial Metals
CMC
$8.31B
$954K 0.01%
55,900
+400
+0.7% +$7.02K
DATA
873
DELISTED
Tableau Software, Inc.
DATA
$946K 0.01%
+13,019
New +$853K
HSNI
874
DELISTED
HSN, Inc.
HSNI
$945K 0.01%
15,400
-400
-3% -$23.5K
DO
875
DELISTED
Diamond Offshore Drilling
DO
$943K 0.01%
27,520
-600
-2% -$26.5K
33 34
35
36 37

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.