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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
+10.34%
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
$13.1B
AUM Growth
+$1.68B
Cap. Flow
+$510M
Cap. Flow %
3.89%
Top 10 Hldgs %
24.46%
Holding
970
New
17
Increased
485
Reduced
329
Closed
22

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$208M
2
EXC icon
Exelon
EXC
+$156M
3
BNY
Bank of New York Mellon
BNY
+$144M
4
IBM icon
IBM
IBM
+$75.6M
5
AZO icon
AutoZone
AZO
+$72.4M

Top Sells

Rank Stock Value
1
SCHW
Charles Schwab
SCHW
+$169M
2
TEVA icon
Teva Pharmaceuticals
TEVA
+$60.2M
3
AAPL icon
Apple
AAPL
+$54.6M
4
AIG icon
American International
AIG
+$49.9M
5
AEO icon
American Eagle Outfitters
AEO
+$27.4M

Sector Composition

Rank Sector Weight
1 Financials 16.68%
2 Healthcare 13.73%
3 Technology 12.21%
4 Consumer Discretionary 8.93%
5 Consumer Staples 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VRTX icon
276
Vertex Pharmaceuticals
VRTX
$126B
$7.06M 0.05%
95,000
+300
+0.3% +$20.9K
BBBY
277
DELISTED
Bed Bath & Beyond Inc
BBBY
$7.01M 0.05%
87,307
-1,300
-1% -$101K
NUE icon
278
Nucor
NUE
$62.1B
$6.9M 0.05%
129,327
-100
-0.1% -$5.16K
MJN
279
DELISTED
Mead Johnson Nutrition Company
MJN
$6.88M 0.05%
82,109
-200
-0.2% -$16.3K
VTR icon
280
Ventas
VTR
$47.9B
$6.85M 0.05%
104,718
+263
+0.3% +$18.3K
RDS.A
281
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$6.83M 0.05%
102,531
-102,533
-50% -$6.44M
RIG icon
282
Transocean
RIG
$5.82B
$6.81M 0.05%
+137,800
New +$6.74M
VTRS icon
283
Viatris
VTRS
$18.9B
$6.76M 0.05%
155,693
+400
+0.3% +$16.4K
DOC icon
284
Healthpeak Properties
DOC
$14.8B
$6.74M 0.05%
203,621
+330
+0.2% +$11.8K
AA icon
285
Alcoa
AA
$13.2B
$6.71M 0.05%
262,804
+27,299
+12% +$605K
TT icon
286
Trane Technologies
TT
$106B
$6.71M 0.05%
108,916
-28,949
-21% -$1.59M
CERN
287
DELISTED
Cerner Corp
CERN
$6.69M 0.05%
120,020
– –
CMG icon
288
Chipotle Mexican Grill
CMG
$41.5B
$6.68M 0.05%
627,400
– –
DOV icon
289
Dover
DOV
$28.4B
$6.68M 0.05%
103,265
-298
-0.3% -$18.2K
GEN icon
290
Gen Digital
GEN
$17.5B
$6.67M 0.05%
282,949
-16,200
-5% -$379K
ROK icon
291
Rockwell Automation
ROK
$49B
$6.66M 0.05%
56,390
– –
ZTS icon
292
Zoetis
ZTS
$30B
$6.64M 0.05%
203,256
-100
-0% -$3.19K
CTRA
293
DELISTED
Coterra Energy
CTRA
$6.63M 0.05%
171,164
– –
ROST icon
294
Ross Stores
ROST
$81.9B
$6.6M 0.05%
176,184
– –
PEG icon
295
Public Service Enterprise Group
PEG
$37.7B
$6.59M 0.05%
205,630
-100
-0% -$3.31K
HIG icon
296
Hartford Financial Services
HIG
$39.3B
$6.58M 0.05%
181,727
-3,400
-2% -$117K
ED icon
297
Consolidated Edison
ED
$39.9B
$6.58M 0.05%
119,052
-100
-0.1% -$5.63K
COR icon
298
Cencora
COR
$61.2B
$6.57M 0.05%
93,480
-500
-0.5% -$33.6K
IVZ icon
299
Invesco
IVZ
$13.9B
$6.56M 0.05%
180,243
+100
+0.1% +$3.39K
MOS icon
300
The Mosaic Company
MOS
$7.33B
$6.55M 0.05%
138,530
– –
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 Q4 2013 Portfolio in Review

As of Q4 2013, State of Michigan Retirement System held 970 positions worth $13.1B, up 15% from $11.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Michigan Retirement System deployed $510M of net new capital in Q4 2013, opening 17 new positions and adding to 485 existing holdings. Its largest new stake was Apollo Education Group Inc Class A: 2,034,989 shares worth $55.6M.

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

On the sell side, the largest reduction was Charles Schwab, an estimated $169M trimmed.

  • State of Michigan Retirement System's largest Q4 2013 buy was Apollo Education Group Inc Class A: 2,034,989 shares worth $55.6M.
  • State of Michigan Retirement System added most to State Street SPDR S&P 500 ETF Trust in Q4 2013, an estimated $208M increase.
  • State of Michigan Retirement System's biggest Q4 2013 reduction was Charles Schwab, cutting an estimated $169M.
  • State of Michigan Retirement System fully exited VMware, Inc in Q4 2013, selling an estimated $18.2M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $13.1B portfolio in Q4 2013.
  • State of Michigan Retirement System opened 17 new positions and closed 22 in Q4 2013.
  • State of Michigan Retirement System's portfolio value rose 15% quarter-over-quarter to $13.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2013, filed 7 Feb 2014.