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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
+5.75%
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
$11.4B
AUM Growth
+$521M
Cap. Flow
-$6.83M
Cap. Flow %
-0.06%
Top 10 Hldgs %
22.32%
Holding
968
New
21
Increased
597
Reduced
269
Closed
15

Top Buys

Rank Stock Value
1
BNY
Bank of New York Mellon
BNY
+$51.3M
2
EXC icon
Exelon
EXC
+$47.7M
3
GILD icon
Gilead Sciences
GILD
+$40.9M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$37.9M
5
K
Kellanova
K
+$34.1M

Top Sells

Rank Stock Value
1
GIS icon
General Mills
GIS
+$81.9M
2
APOL
Apollo Education Group Inc Class A
APOL
+$69.1M
3
CME icon
CME Group
CME
+$68.5M
4
UNH icon
UnitedHealth
UNH
+$58.4M
5
TMO icon
Thermo Fisher Scientific
TMO
+$57.3M

Sector Composition

Rank Sector Weight
1 Financials 17.01%
2 Healthcare 14.58%
3 Technology 12.56%
4 Consumer Staples 9.82%
5 Industrials 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NUAN
226
DELISTED
Nuance Communications, Inc.
NUAN
$8.79M 0.08%
542,850
+333,217
+159% +$5.51M
FUN icon
227
Cedar Fair
FUN
$1.67B
$8.77M 0.08%
201,200
+23,700
+13% +$1.02M
GNW icon
228
Genworth Financial
GNW
$3.71B
$8.73M 0.08%
682,792
+600
+0.1% +$7.52K
TEL icon
229
TE Connectivity
TEL
$62.6B
$8.71M 0.08%
168,196
-500
-0.3% -$25K
CCI icon
230
Crown Castle
CCI
$32.2B
$8.71M 0.08%
119,204
+100
+0.1% +$7.15K
GLW icon
231
Corning
GLW
$143B
$8.67M 0.08%
594,021
-5,100
-0.9% -$75.5K
PTEN icon
232
Patterson-UTI
PTEN
$3.76B
$8.63M 0.08%
403,700
+1,300
+0.3% +$26.7K
AEP icon
233
American Electric Power
AEP
$68.4B
$8.58M 0.08%
197,997
+600
+0.3% +$26.7K
AMAT icon
234
Applied Materials
AMAT
$428B
$8.58M 0.08%
489,285
+1,300
+0.3% +$20.8K
KR icon
235
Kroger
KR
$34.8B
$8.5M 0.07%
421,528
-1,000
-0.2% -$19.2K
BEN icon
236
Franklin Resources
BEN
$17.2B
$8.36M 0.07%
165,332
-3,100
-2% -$150K
PAA icon
237
Plains All American Pipeline
PAA
$16.1B
$8.3M 0.07%
157,600
– –
DAL icon
238
Delta Air Lines
DAL
$60.1B
$8.23M 0.07%
+349,000
New +$7.27M
DELL
239
DELISTED
DELL INC
DELL
$8.22M 0.07%
597,013
+900
+0.2% +$12.2K
MPC icon
240
Marathon Petroleum
MPC
$83.7B
$8.19M 0.07%
254,686
-9,200
-3% -$324K
IP icon
241
International Paper
IP
$22B
$8.13M 0.07%
194,198
+749
+0.4% +$33.3K
SYK icon
242
Stryker
SYK
$130B
$8.11M 0.07%
119,992
+3,300
+3% +$228K
PCAR icon
243
PACCAR
PCAR
$70.1B
$8.01M 0.07%
215,949
+450
+0.2% +$16.7K
SRE icon
244
Sempra
SRE
$54.8B
$7.91M 0.07%
184,788
+1,600
+0.9% +$68K
PPL
245
PPL Corp
PPL
$26.7B
$7.81M 0.07%
275,875
+17,608
+7% +$505K
PLD icon
246
Prologis
PLD
$133B
$7.63M 0.07%
202,813
+500
+0.2% +$18.8K
SYY icon
247
Sysco
SYY
$40.3B
$7.62M 0.07%
239,359
-1,700
-0.7% -$57K
TROW icon
248
T. Rowe Price
TROW
$24.3B
$7.61M 0.07%
105,793
+500
+0.5% +$37K
DOC icon
249
Healthpeak Properties
DOC
$14.8B
$7.58M 0.07%
203,291
+658
+0.3% +$25.7K
VLO icon
250
Valero Energy
VLO
$85.9B
$7.53M 0.07%
220,560
-900
-0.4% -$31.8K
8 9
10
11 12

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 2013 Portfolio in Review

As of Q3 2013, State of Michigan Retirement System held 968 positions worth $11.4B, up 4.8% from $10.9B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Trading was light in Q3 2013: portfolio turnover was 3.7%. State of Michigan Retirement System opened 21 new positions and exited 15, leaving the 968-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 17% a quarter earlier, followed by Healthcare and Technology.

  • State of Michigan Retirement System's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 807,877 shares worth $27.1M.
  • State of Michigan Retirement System added most to Bank of New York Mellon in Q3 2013, an estimated $51.3M increase.
  • State of Michigan Retirement System's biggest Q3 2013 reduction was General Mills, cutting an estimated $81.9M.
  • State of Michigan Retirement System fully exited Apollo Education Group Inc Class A in Q3 2013, selling an estimated $69.1M.
  • State of Michigan Retirement System's ten largest holdings make up 22% of its $11.4B portfolio in Q3 2013.
  • State of Michigan Retirement System opened 21 new positions and closed 15 in Q3 2013.
  • State of Michigan Retirement System's portfolio value rose 4.8% quarter-over-quarter to $11.4B.

Based on State of Michigan Retirement System's 13F filing for Q3 2013, filed 8 Nov 2013.