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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
MANT
751
DELISTED
Mantech International Corp
MANT
$1.42M 0.01%
49,200
+38,300
+351% +$1.08M
NATI
752
DELISTED
National Instruments Corp
NATI
$1.4M 0.01%
45,375
+1,600
+4% +$46.5K
CXT icon
753
Crane NXT
CXT
$3.07B
$1.4M 0.01%
65,445
+1,151
+2% +$24.5K
MVIS icon
754
Microvision
MVIS
$78.9M
$1.39M 0.01%
53,333
+12,333
+30% +$401K
CYT
755
DELISTED
CYTEC INDS INC
CYT
$1.39M 0.01%
34,100
-4,400
-11% -$171K
XLS
756
DELISTED
EXELIS INC COM STK
XLS
$1.38M 0.01%
93,927
+1,178
+1% +$16.5K
TE
757
DELISTED
TECO ENERGY INC
TE
$1.37M 0.01%
83,048
– –
CAB
758
DELISTED
Cabela's Inc
CAB
$1.37M 0.01%
21,700
+300
+1% +$20K
TDW icon
759
Tidewater
TDW
$4.12B
$1.36M 0.01%
714
+10
+1% +$18.6K
AN icon
760
AutoNation
AN
$6.92B
$1.36M 0.01%
26,121
+10,400
+66% +$502K
PDCO
761
DELISTED
Patterson Companies, Inc.
PDCO
$1.36M 0.01%
33,845
-100
-0.3% -$4.05K
TDS icon
762
Telephone and Data Systems
TDS
$3.75B
$1.36M 0.01%
45,936
-300
-0.6% -$8.25K
DNY
763
DELISTED
DONNELLEY R R & SONS CO
DNY
$1.34M 0.01%
84,700
+1,200
+1% +$19K
LPS
764
DELISTED
LENDER PROCESSING SERVICES INC
LPS
$1.32M 0.01%
39,702
+600
+2% +$19.5K
BYI
765
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$1.3M 0.01%
18,100
+300
+2% +$21.1K
CLC
766
DELISTED
Clarcor
CLC
$1.29M 0.01%
23,200
+300
+1% +$16.5K
TER icon
767
Teradyne
TER
$59.3B
$1.29M 0.01%
77,866
+400
+0.5% +$6.64K
R icon
768
Ryder
R
$10.1B
$1.27M 0.01%
21,291
+200
+0.9% +$12K
WKC icon
769
World Kinect Corp
WKC
$1.86B
$1.26M 0.01%
33,900
+500
+1% +$19.3K
CNL
770
DELISTED
CLECO CRP (HOLDING CO)
CNL
$1.26M 0.01%
28,200
+400
+1% +$18.7K
EAT icon
771
Brinker International
EAT
$9.66B
$1.25M 0.01%
30,877
-1,600
-5% -$65.4K
CHS
772
DELISTED
Chicos FAS, Inc.
CHS
$1.25M 0.01%
74,900
+300
+0.4% +$4.95K
TECH icon
773
Bio-Techne
TECH
$11.3B
$1.24M 0.01%
62,000
-1,600
-3% -$30.4K
SGI
774
Somnigroup International
SGI
$13.7B
$1.24M 0.01%
112,800
+1,600
+1% +$16.6K
AOL
775
DELISTED
AOL INC COMMON STOCK
AOL
$1.24M 0.01%
35,807
+200
+0.6% +$7.12K
29 30
31
32 33

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.