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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
CNK icon
726
Cinemark Holdings
CNK
$4.32B
$1.54M 0.01%
48,400
+1,600
+3% +$48.1K
WRI
727
DELISTED
Weingarten Realty Investors
WRI
$1.53M 0.01%
52,300
+700
+1% +$21.3K
HME
728
DELISTED
HOME PROPERTIES, INC
HME
$1.53M 0.01%
26,500
+2,500
+10% +$153K
NEU icon
729
NewMarket
NEU
$8.18B
$1.53M 0.01%
5,300
+400
+8% +$111K
ITT icon
730
ITT
ITT
$19.1B
$1.51M 0.01%
42,100
+700
+2% +$23.3K
NFX
731
DELISTED
Newfield Exploration
NFX
$1.51M 0.01%
55,236
+200
+0.4% +$5.01K
CLH icon
732
Clean Harbors
CLH
$16.3B
$1.51M 0.01%
25,700
+900
+4% +$50.2K
NDAQ icon
733
Nasdaq
NDAQ
$52.9B
$1.51M 0.01%
140,985
-2,400
-2% -$25.7K
SNV
734
DELISTED
Synovus
SNV
$1.5M 0.01%
65,119
+12,971
+25% +$295K
PBI icon
735
Pitney Bowes
PBI
$2.39B
$1.49M 0.01%
82,059
+200
+0.2% +$3.28K
NSR
736
DELISTED
Neustar Inc
NSR
$1.48M 0.01%
29,960
-300
-1% -$15.6K
ATML
737
DELISTED
ATMEL CORP
ATML
$1.48M 0.01%
199,230
+2,000
+1% +$15.2K
HIW icon
738
Highwoods Properties
HIW
$3.47B
$1.48M 0.01%
41,900
+4,100
+11% +$146K
LM
739
DELISTED
Legg Mason, Inc.
LM
$1.48M 0.01%
44,176
-1,100
-2% -$36.8K
ATW
740
DELISTED
Atwood Oceanics
ATW
$1.48M 0.01%
26,800
+500
+2% +$28.2K
RGLD icon
741
Royal Gold
RGLD
$19.5B
$1.47M 0.01%
30,300
+400
+1% +$20.7K
ACM icon
742
Aecom
ACM
$9.75B
$1.47M 0.01%
47,000
-400
-0.8% -$12.5K
CYN
743
DELISTED
CITY NATIONAL CORPORATION
CYN
$1.47M 0.01%
22,059
+100
+0.5% +$6.76K
CVC
744
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$1.47M 0.01%
87,006
-900
-1% -$16.5K
OA
745
DELISTED
Orbital ATK, Inc.
OA
$1.45M 0.01%
14,900
+100
+0.7% +$9.48K
CRS icon
746
Carpenter Technology
CRS
$28.4B
$1.43M 0.01%
24,600
+4,200
+21% +$224K
LAMR icon
747
Lamar Advertising Co
LAMR
$16.3B
$1.43M 0.01%
30,400
+4,800
+19% +$212K
RRX icon
748
Regal Rexnord
RRX
$11.9B
$1.43M 0.01%
21,000
+300
+1% +$19.9K
VIAV icon
749
Viavi Solutions
VIAV
$9.66B
$1.42M 0.01%
169,810
+879
+0.5% +$7.23K
WCG
750
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.42M 0.01%
20,300
+300
+2% +$19.2K
28 29
30
31 32

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.