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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
WAB icon
476
Wabtec
WAB
$49.3B
$3.35M 0.03%
45,100
+200
+0.4% +$13.4K
CSC
477
DELISTED
Computer Sciences
CSC
$3.35M 0.03%
142,079
-474
-0.3% -$10.5K
PCL
478
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$3.34M 0.03%
71,881
+5,600
+8% +$256K
VAR
479
DELISTED
Varian Medical Systems, Inc.
VAR
$3.34M 0.03%
48,979
-913
-2% -$60.8K
JBHT icon
480
JB Hunt Transport Services
JBHT
$25.2B
$3.33M 0.03%
43,060
+500
+1% +$37.3K
MAS icon
481
Masco
MAS
$15.3B
$3.3M 0.03%
165,110
-114
-0.1% -$2.12K
KIM icon
482
Kimco Realty
KIM
$16.4B
$3.29M 0.03%
166,546
-100
-0.1% -$2.07K
UAA icon
483
Under Armour
UAA
$2.6B
$3.28M 0.03%
150,400
+800
+0.5% +$16.4K
ASH icon
484
Ashland
ASH
$3.5B
$3.27M 0.03%
68,991
+409
+0.6% +$18.3K
SWY
485
DELISTED
SAFEWAY INC
SWY
$3.27M 0.03%
112,056
+2,457
+2% +$73.8K
HBI
486
DELISTED
Hanesbrands
HBI
$3.26M 0.02%
185,524
+1,200
+0.7% +$20K
HBAN icon
487
Huntington Bancshares
HBAN
$35.5B
$3.26M 0.02%
337,586
+100
+0% +$898
HRB icon
488
H&R Block
HRB
$5.86B
$3.23M 0.02%
111,066
-300
-0.3% -$8.52K
CRH icon
489
CRH
CRH
$66.8B
$3.21M 0.02%
125,600
+50,600
+67% +$1.25M
MAN icon
490
ManpowerGroup
MAN
$2.63B
$3.18M 0.02%
37,030
+600
+2% +$48K
VTLE
491
DELISTED
Vital Energy
VTLE
$3.18M 0.02%
5,735
+1,985
+53% +$1.16M
CPB icon
492
Campbell Soup
CPB
$6.87B
$3.16M 0.02%
72,947
+300
+0.4% +$12.4K
ANDV
493
DELISTED
Andeavor
ANDV
$3.16M 0.02%
53,967
-1,000
-2% -$52K
EPC icon
494
Edgewell Personal Care
EPC
$1.31B
$3.15M 0.02%
39,315
+135
+0.3% +$10.3K
OGE icon
495
OGE Energy
OGE
$9.71B
$3.15M 0.02%
92,920
+500
+0.5% +$17.9K
CINF icon
496
Cincinnati Financial
CINF
$27.1B
$3.14M 0.02%
59,985
+100
+0.2% +$5.06K
VMC icon
497
Vulcan Materials
VMC
$36.9B
$3.14M 0.02%
52,858
– –
RMD icon
498
ResMed
RMD
$30.7B
$3.13M 0.02%
66,500
+300
+0.5% +$15.2K
VRSN icon
499
VeriSign
VRSN
$26.6B
$3.13M 0.02%
52,353
-2,500
-5% -$138K
Y
500
DELISTED
Alleghany Corp
Y
$3.12M 0.02%
7,800
– –
18 19
20
21 22

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.