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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
HAR
651
DELISTED
Harman International Industries
HAR
$1.83M 0.02%
27,714
+100
+0.4% +$6.25K
STR
652
DELISTED
QUESTAR CORP
STR
$1.83M 0.02%
81,571
+1,000
+1% +$23.1K
CYH icon
653
Community Health Systems
CYH
$423M
$1.83M 0.02%
53,482
+968
+2% +$34.3K
SIVB
654
DELISTED
SVB Financial Group
SIVB
$1.83M 0.02%
21,200
+500
+2% +$43.2K
BRE
655
DELISTED
BRE PROPERTIES INC CL A
BRE
$1.83M 0.02%
36,000
+500
+1% +$25.2K
SON icon
656
Sonoco
SON
$5.74B
$1.82M 0.02%
46,811
+200
+0.4% +$7.6K
MSM icon
657
MSC Industrial Direct
MSM
$6.86B
$1.82M 0.02%
22,400
+900
+4% +$71.7K
TIBX
658
DELISTED
TIBCO SOFTWARE INC
TIBX
$1.82M 0.02%
71,200
-500
-0.7% -$11.9K
FLIR
659
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.81M 0.02%
57,781
+200
+0.3% +$6.24K
CRH icon
660
CRH
CRH
$66.8B
$1.81M 0.02%
+75,000
New +$1.65M
WR
661
DELISTED
Westar Energy Inc
WR
$1.81M 0.02%
59,150
+800
+1% +$25.6K
JLL icon
662
Jones Lang LaSalle
JLL
$16.7B
$1.81M 0.02%
20,700
+400
+2% +$35.7K
NVR icon
663
NVR
NVR
$17B
$1.8M 0.02%
1,964
-240
-11% -$217K
CVLT icon
664
Commault Systems
CVLT
$5.61B
$1.8M 0.02%
20,500
+600
+3% +$50.3K
GPN icon
665
Global Payments
GPN
$22.8B
$1.8M 0.02%
70,400
-800
-1% -$19.4K
NNN icon
666
NNN REIT
NNN
$8.99B
$1.8M 0.02%
56,500
+2,000
+4% +$66.6K
ATO icon
667
Atmos Energy
ATO
$28.8B
$1.8M 0.02%
42,200
+500
+1% +$21.1K
AFG icon
668
American Financial Group
AFG
$12.1B
$1.79M 0.02%
33,190
-1,600
-5% -$83.6K
CDNS icon
669
Cadence Design Systems
CDNS
$93.4B
$1.79M 0.02%
132,310
+2,100
+2% +$30.1K
SPXC icon
670
SPX Corp
SPXC
$10.8B
$1.79M 0.02%
83,804
-1,588
-2% -$30.9K
MCRS
671
DELISTED
MICROS SYSTEMS INC
MCRS
$1.78M 0.02%
35,700
-500
-1% -$24.2K
BRO icon
672
Brown & Brown
BRO
$23.9B
$1.78M 0.02%
110,800
+2,200
+2% +$35.9K
DO
673
DELISTED
Diamond Offshore Drilling
DO
$1.76M 0.02%
28,320
+100
+0.4% +$6.69K
BR icon
674
Broadridge
BR
$19B
$1.76M 0.02%
55,522
-300
-0.5% -$8.92K
HSH
675
DELISTED
HILLSHIRE BRANDS CO
HSH
$1.76M 0.02%
57,305
+700
+1% +$23.1K
25 26
27
28 29

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.