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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
WAB icon
501
Wabtec
WAB
$49.3B
$2.82M 0.02%
44,900
+600
+1% +$35.2K
AAP icon
502
Advance Auto Parts
AAP
$3.49B
$2.81M 0.02%
33,950
+300
+0.9% +$24.5K
RAX
503
DELISTED
Rackspace Hosting Inc
RAX
$2.8M 0.02%
53,100
+2,300
+5% +$106K
DNR
504
DELISTED
Denbury Resources, Inc.
DNR
$2.79M 0.02%
151,692
+100
+0.1% +$1.76K
VRSN icon
505
VeriSign
VRSN
$26.6B
$2.79M 0.02%
54,853
-6,400
-10% -$309K
HBAN icon
506
Huntington Bancshares
HBAN
$35.5B
$2.79M 0.02%
337,486
-3,200
-0.9% -$27K
MWV
507
DELISTED
MEADWESTVACO CORP
MWV
$2.77M 0.02%
72,206
+300
+0.4% +$11K
UDR icon
508
UDR
UDR
$12.3B
$2.77M 0.02%
116,845
+1,500
+1% +$36.5K
VMC icon
509
Vulcan Materials
VMC
$36.9B
$2.74M 0.02%
52,858
+100
+0.2% +$4.95K
IFF icon
510
International Flavors & Fragrances
IFF
$21.9B
$2.74M 0.02%
33,246
+100
+0.3% +$8.1K
FFIV icon
511
F5
FFIV
$22.7B
$2.73M 0.02%
31,884
-100
-0.3% -$8.5K
SNPS icon
512
Synopsys
SNPS
$79.7B
$2.71M 0.02%
71,900
+1,200
+2% +$44.5K
GL icon
513
Globe Life
GL
$14.3B
$2.7M 0.02%
55,896
-450
-0.8% -$21.1K
SIG icon
514
Signet Jewelers
SIG
$3.76B
$2.69M 0.02%
37,500
+300
+0.8% +$21.3K
NFG icon
515
National Fuel Gas
NFG
$7.65B
$2.68M 0.02%
38,980
+500
+1% +$32.5K
FNF icon
516
Fidelity National Financial
FNF
$13.5B
$2.68M 0.02%
176,324
+4,028
+2% +$56.8K
OCR
517
DELISTED
OMNICARE INC
OCR
$2.68M 0.02%
48,230
– –
AVT icon
518
Avnet
AVT
$7.92B
$2.67M 0.02%
63,940
+900
+1% +$34.8K
JAH
519
DELISTED
JARDEN CORPORATION
JAH
$2.67M 0.02%
82,650
+12,900
+18% +$398K
OIS icon
520
Oil States International
OIS
$491M
$2.66M 0.02%
44,975
+700
+2% +$38.2K
MAN icon
521
ManpowerGroup
MAN
$2.63B
$2.65M 0.02%
36,430
+900
+3% +$60.2K
BALL icon
522
Ball Corp
BALL
$16.8B
$2.65M 0.02%
118,000
-2,800
-2% -$62.9K
EPC icon
523
Edgewell Personal Care
EPC
$1.31B
$2.65M 0.02%
39,180
+539
+1% +$39.8K
HSP
524
DELISTED
HOSPIRA INC
HSP
$2.64M 0.02%
67,335
+100
+0.1% +$3.99K
RS icon
525
Reliance Steel & Aluminium
RS
$21.6B
$2.63M 0.02%
35,900
+600
+2% +$41.9K
19 20
21
22 23

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.