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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
M icon
276
Macy's
M
$6.68B
$6.62M 0.06%
153,002
-2,800
-2% -$131K
PH icon
277
Parker-Hannifin
PH
$135B
$6.59M 0.06%
60,643
– –
GWW icon
278
W.W. Grainger
GWW
$60.2B
$6.59M 0.06%
25,175
+900
+4% +$234K
TYC
279
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$6.58M 0.06%
179,621
-382
-0.2% -$13.8K
ED icon
280
Consolidated Edison
ED
$39.9B
$6.57M 0.06%
119,152
+200
+0.2% +$11.5K
FITB
281
Fifth Third Bancorp
FITB
$51.8B
$6.51M 0.06%
360,812
+5,600
+2% +$105K
SHW icon
282
Sherwin-Williams
SHW
$89.8B
$6.47M 0.06%
106,485
+2,100
+2% +$123K
BSX icon
283
Boston Scientific
BSX
$71.5B
$6.41M 0.06%
546,236
-1,700
-0.3% -$18.4K
ROST icon
284
Ross Stores
ROST
$81.9B
$6.41M 0.06%
176,184
-2,400
-1% -$81.9K
CTRA
285
DELISTED
Coterra Energy
CTRA
$6.39M 0.06%
171,164
– –
JOSB
286
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$6.36M 0.06%
144,651
– –
NUE icon
287
Nucor
NUE
$62.1B
$6.34M 0.06%
129,427
+400
+0.3% +$18.7K
ZTS icon
288
Zoetis
ZTS
$30B
$6.33M 0.06%
203,356
+299
+0.1% +$9.16K
CERN
289
DELISTED
Cerner Corp
CERN
$6.31M 0.06%
120,020
+1,300
+1% +$63.3K
AVB icon
290
AvalonBay Communities
AVB
$26.8B
$6.29M 0.06%
49,519
+100
+0.2% +$13.2K
STJ
291
DELISTED
St Jude Medical
STJ
$6.26M 0.05%
116,783
+1,700
+1% +$87.6K
TPR icon
292
Tapestry
TPR
$32.8B
$6.25M 0.05%
114,711
+600
+0.5% +$33K
DOV icon
293
Dover
DOV
$28.4B
$6.24M 0.05%
103,563
-149
-0.1% -$8.59K
FE icon
294
FirstEnergy
FE
$27.5B
$6.2M 0.05%
170,133
+300
+0.2% +$11.3K
PGR icon
295
Progressive
PGR
$125B
$6.13M 0.05%
224,945
-100
-0% -$2.59K
MJN
296
DELISTED
Mead Johnson Nutrition Company
MJN
$6.11M 0.05%
82,309
+100
+0.1% +$7.5K
EIX icon
297
Edison International
EIX
$26.4B
$6.1M 0.05%
132,496
+200
+0.2% +$9.46K
ROK icon
298
Rockwell Automation
ROK
$49B
$6.03M 0.05%
56,390
-300
-0.5% -$29.3K
MOS icon
299
The Mosaic Company
MOS
$7.33B
$5.96M 0.05%
138,530
+26,100
+23% +$1.21M
ADI icon
300
Analog Devices
ADI
$190B
$5.95M 0.05%
126,405
+1,200
+1% +$57.4K
10 11
12
13 14

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.