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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
KEX icon
576
Kirby Corp
KEX
$6.93B
$2.29M 0.02%
26,500
+400
+2% +$33.6K
MSCI icon
577
MSCI
MSCI
$40.9B
$2.27M 0.02%
56,400
+900
+2% +$33.6K
GRMN
578
Garmin
GRMN
$60B
$2.26M 0.02%
50,046
+5,600
+13% +$222K
EXPE icon
579
Expedia Group
EXPE
$37.3B
$2.26M 0.02%
43,664
+5,800
+15% +$310K
EXR icon
580
Extra Space Storage
EXR
$31.6B
$2.26M 0.02%
49,400
+1,700
+4% +$73.6K
CVD
581
DELISTED
COVANCE INC.
CVD
$2.25M 0.02%
26,050
+300
+1% +$24.7K
KBR icon
582
KBR
KBR
$4.8B
$2.25M 0.02%
68,942
+900
+1% +$28.5K
TKR icon
583
Timken Company
TKR
$9.03B
$2.25M 0.02%
51,968
+698
+1% +$29.9K
GT icon
584
Goodyear
GT
$1.85B
$2.25M 0.02%
100,040
+300
+0.3% +$5.74K
DHI icon
585
D.R. Horton
DHI
$42.3B
$2.25M 0.02%
115,564
+1,700
+1% +$33.7K
RPM icon
586
RPM International
RPM
$15B
$2.24M 0.02%
61,918
+1,000
+2% +$34.9K
VTLE
587
DELISTED
Vital Energy
VTLE
$2.23M 0.02%
3,750
– –
GAS
588
DELISTED
AGL Resources Inc
GAS
$2.22M 0.02%
48,241
+200
+0.4% +$9K
RGA icon
589
Reinsurance Group of America
RGA
$16.1B
$2.22M 0.02%
33,100
-300
-0.9% -$20.2K
HAS icon
590
Hasbro
HAS
$13.2B
$2.22M 0.02%
46,999
+200
+0.4% +$9.34K
DRC
591
DELISTED
DRESSER-RAND GROUP INC
DRC
$2.21M 0.02%
35,500
+500
+1% +$31.2K
JOY
592
DELISTED
Joy Global Inc
JOY
$2.21M 0.02%
43,274
+100
+0.2% +$5.1K
RHI icon
593
Robert Half
RHI
$4.37B
$2.2M 0.02%
56,460
-200
-0.4% -$7.37K
EV
594
DELISTED
Eaton Vance Corp.
EV
$2.19M 0.02%
56,500
+600
+1% +$23.9K
WRB icon
595
W.R. Berkley
WRB
$26.6B
$2.19M 0.02%
172,311
+1,350
+0.8% +$16.9K
SWKS icon
596
Skyworks Solutions
SWKS
$10.6B
$2.17M 0.02%
87,500
-500
-0.6% -$12.1K
INVX
597
Innovex International
INVX
$1.97B
$2.17M 0.02%
18,900
+2,100
+13% +$215K
SEE
598
DELISTED
Sealed Air
SEE
$2.17M 0.02%
79,684
+100
+0.1% +$2.83K
MOLX
599
DELISTED
MOLEX INC
MOLX
$2.15M 0.02%
55,836
-500
-0.9% -$16.1K
CTAS icon
600
Cintas
CTAS
$81.3B
$2.14M 0.02%
167,372
-2,000
-1% -$24.3K
22 23
24
25 26

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.