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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
AIV
701
Aimco
AIV
$383M
$1.66M 0.01%
445,814
+751
+0.2% +$2.92K
CPRT icon
702
Copart
CPRT
$27.5B
$1.66M 0.01%
416,416
+24,000
+6% +$97.7K
KMT icon
703
Kennametal
KMT
$2.52B
$1.65M 0.01%
36,260
– –
AIZ icon
704
Assurant
AIZ
$14.3B
$1.65M 0.01%
30,497
-800
-3% -$43.3K
MKTG
705
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
$1.65M 0.01%
+100,000
New +$1.48M
DNB
706
DELISTED
Dun & Bradstreet
DNB
$1.64M 0.01%
15,746
-500
-3% -$52K
BMS
707
DELISTED
Bemis
BMS
$1.63M 0.01%
41,895
+100
+0.2% +$4.05K
OHI icon
708
Omega Healthcare
OHI
$14.7B
$1.63M 0.01%
54,600
+1,200
+2% +$36.5K
URBN icon
709
Urban Outfitters
URBN
$6.59B
$1.63M 0.01%
44,319
-400
-0.9% -$16.4K
JBL icon
710
Jabil
JBL
$35.8B
$1.63M 0.01%
75,017
+100
+0.1% +$2.28K
PB icon
711
Prosperity Bancshares
PB
$8.89B
$1.61M 0.01%
26,100
+4,500
+21% +$267K
LII icon
712
Lennox International
LII
$15.2B
$1.61M 0.01%
21,400
+300
+1% +$21.2K
WWAV
713
DELISTED
The WhiteWave Foods Company
WWAV
$1.61M 0.01%
80,634
+16,999
+27% +$323K
GXP
714
DELISTED
Great Plains Energy Incorporated
GXP
$1.59M 0.01%
71,610
+900
+1% +$20.7K
WEX icon
715
WEX
WEX
$6.31B
$1.59M 0.01%
18,100
+200
+1% +$16.9K
PTC icon
716
PTC
PTC
$16B
$1.58M 0.01%
55,739
+700
+1% +$19K
CBSH icon
717
Commerce Bancshares
CBSH
$8.5B
$1.57M 0.01%
67,746
+943
+1% +$22.4K
TFX icon
718
Teleflex
TFX
$5.98B
$1.57M 0.01%
19,130
+200
+1% +$15.7K
WPX
719
DELISTED
WPX Energy, Inc.
WPX
$1.57M 0.01%
81,552
+200
+0.2% +$3.85K
HII icon
720
Huntington Ingalls Industries
HII
$12.8B
$1.57M 0.01%
23,234
+200
+0.9% +$12.8K
BID
721
DELISTED
Sotheby's
BID
$1.56M 0.01%
31,827
+400
+1% +$17.8K
PL
722
DELISTED
PROTECTIVE LIFE CORP
PL
$1.56M 0.01%
36,600
+500
+1% +$21.4K
ROSE
723
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.55M 0.01%
28,500
+400
+1% +$18.9K
HMA
724
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
$1.55M 0.01%
121,200
+1,900
+2% +$26.4K
UNFI icon
725
United Natural Foods
UNFI
$2.85B
$1.55M 0.01%
23,000
+300
+1% +$18.2K
27 28
29
30 31

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.