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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
MCY icon
901
Mercury Insurance
MCY
$6.07B
$840K 0.01%
17,200
+100
+0.6% +$4.94K
MTUS icon
902
Metallus
MTUS
$898M
$839K 0.01%
+18,050
New +$834K
ASNA
903
DELISTED
Ascena Retail Group, Inc.
ASNA
$826K 0.01%
3,105
+55
+2% +$18K
NVRI icon
904
Enviri
NVRI
$620M
$820K 0.01%
38,320
+300
+0.8% +$7.43K
CADE
905
DELISTED
Cadence Bank
CADE
$818K 0.01%
40,600
+800
+2% +$17.4K
KMPR icon
906
Kemper
KMPR
$1.68B
$811K 0.01%
23,750
-200
-0.8% -$7.14K
PLCM
907
DELISTED
POLYCOM INC
PLCM
$799K 0.01%
65,022
+400
+0.6% +$5.19K
EQY
908
DELISTED
Equity One
EQY
$787K 0.01%
36,400
+6,600
+22% +$154K
MZTI
909
The Marzetti Company
MZTI
$3.11B
$786K 0.01%
9,220
+100
+1% +$8.99K
HMSY
910
DELISTED
HMS Holdings Corp.
HMSY
$784K 0.01%
41,600
+400
+1% +$8.1K
SLAB icon
911
Silicon Laboratories
SLAB
$7.23B
$780K 0.01%
19,200
+400
+2% +$17.6K
ALEX
912
DELISTED
Alexander & Baldwin
ALEX
$774K 0.01%
21,520
+1,300
+6% +$51.6K
PCH
913
DELISTED
PotlatchDeltic
PCH
$774K 0.01%
19,241
+200
+1% +$8.34K
HNI icon
914
HNI Corp
HNI
$3.59B
$772K 0.01%
21,440
+300
+1% +$11.3K
IDCC icon
915
InterDigital
IDCC
$8.89B
$765K 0.01%
19,200
+100
+0.5% +$4.4K
UPBD icon
916
Upbound Group
UPBD
$1.16B
$762K 0.01%
25,100
+300
+1% +$8.07K
VRE
917
DELISTED
Veris Residential
VRE
$759K 0.01%
39,700
-2,100
-5% -$43.9K
AAN.A
918
DELISTED
The Aaron's Company Inc Class A
AAN.A
$742K 0.01%
30,500
-3,500
-10% -$85.1K
MDP
919
DELISTED
Meredith Corporation
MDP
$740K 0.01%
17,300
-100
-0.6% -$4.66K
TRMK icon
920
Trustmark
TRMK
$2.75B
$737K 0.01%
32,000
+300
+0.9% +$7.11K
MSA icon
921
Mine Safety
MSA
$7.49B
$736K 0.01%
14,900
-100
-0.7% -$5.54K
ITRI icon
922
Itron
ITRI
$4.54B
$731K 0.01%
18,600
+300
+2% +$12K
THOR
923
DELISTED
THORATEC CORPORATION
THOR
$714K 0.01%
26,700
-100
-0.4% -$2.84K
POST icon
924
Post Holdings
POST
$3.57B
$707K ﹤0.01%
32,546
+916
+3% +$24.4K
GEF icon
925
Greif
GEF
$5.04B
$705K ﹤0.01%
16,100
+1,700
+12% +$84.9K
35 36
37
38 39

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.