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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
DPZ icon
676
Domino's
DPZ
$11.6B
$1.76M 0.02%
25,900
– –
HCBK
677
DELISTED
HUDSON CITY BANCORP INC
HCBK
$1.75M 0.02%
193,322
+200
+0.1% +$1.89K
FLO icon
678
Flowers Foods
FLO
$1.57B
$1.75M 0.02%
81,550
+2,300
+3% +$51.5K
TEX icon
679
Terex
TEX
$7.74B
$1.74M 0.02%
51,900
+700
+1% +$21.2K
LEG icon
680
Leggett & Platt
LEG
$1.31B
$1.74M 0.02%
57,725
-300
-0.5% -$9.21K
LSI
681
DELISTED
LSI CORPORATION
LSI
$1.74M 0.02%
222,516
-700
-0.3% -$5.36K
VMI icon
682
Valmont Industries
VMI
$9.53B
$1.74M 0.02%
12,500
+1,700
+16% +$243K
AVY icon
683
Avery Dennison
AVY
$13.4B
$1.73M 0.02%
39,850
-600
-1% -$26.6K
ORI icon
684
Old Republic International
ORI
$10.4B
$1.73M 0.02%
112,627
+1,600
+1% +$23K
CFR icon
685
Cullen/Frost Bankers
CFR
$10.2B
$1.72M 0.02%
24,400
-3,200
-12% -$228K
GNTX icon
686
Gentex
GNTX
$5.07B
$1.72M 0.02%
134,400
+2,200
+2% +$26.1K
RVTY icon
687
Revvity
RVTY
$12.8B
$1.72M 0.02%
45,541
+100
+0.2% +$3.59K
STLD icon
688
Steel Dynamics
STLD
$37.6B
$1.72M 0.02%
102,900
+1,500
+1% +$23.8K
FNFG
689
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$1.71M 0.02%
164,990
+2,100
+1% +$21.8K
THC icon
690
Tenet Healthcare
THC
$21.1B
$1.7M 0.01%
41,340
-700
-2% -$29.3K
TGI
691
DELISTED
Triumph Group
TGI
$1.7M 0.01%
24,200
+500
+2% +$38.6K
HAIN icon
692
Hain Celestial
HAIN
$53.7M
$1.7M 0.01%
+44,000
New +$1.66M
SLH
693
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.7M 0.01%
32,100
+400
+1% +$21.9K
FTR
694
DELISTED
Frontier Communications Corp.
FTR
$1.7M 0.01%
27,111
+93
+0.3% +$6.05K
UTHR icon
695
United Therapeutics
UTHR
$23.1B
$1.69M 0.01%
21,400
+100
+0.5% +$7.31K
EXP icon
696
Eagle Materials
EXP
$6.57B
$1.68M 0.01%
23,100
+1,500
+7% +$102K
FMER
697
DELISTED
FIRSTMERIT CORP
FMER
$1.67M 0.01%
76,869
+600
+0.8% +$13K
ACC
698
DELISTED
American Campus Communities, Inc.
ACC
$1.67M 0.01%
48,800
+600
+1% +$22.4K
BMR
699
DELISTED
BIOMED REALTY TRUST INC
BMR
$1.66M 0.01%
89,500
+3,800
+4% +$74.6K
TRN icon
700
Trinity Industries
TRN
$2.38B
$1.66M 0.01%
101,666
+555
+0.5% +$8.2K
26 27
28
29 30

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.