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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
+10.34%
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
$13.1B
AUM Growth
+$1.68B
Cap. Flow
+$510M
Cap. Flow %
3.89%
Top 10 Hldgs %
24.46%
Holding
970
New
17
Increased
485
Reduced
329
Closed
22

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$208M
2
EXC icon
Exelon
EXC
+$156M
3
BNY
Bank of New York Mellon
BNY
+$144M
4
IBM icon
IBM
IBM
+$75.6M
5
AZO icon
AutoZone
AZO
+$72.4M

Top Sells

Rank Stock Value
1
SCHW
Charles Schwab
SCHW
+$169M
2
TEVA icon
Teva Pharmaceuticals
TEVA
+$60.2M
3
AAPL icon
Apple
AAPL
+$54.6M
4
AIG icon
American International
AIG
+$49.9M
5
AEO icon
American Eagle Outfitters
AEO
+$27.4M

Sector Composition

Rank Sector Weight
1 Financials 16.68%
2 Healthcare 13.73%
3 Technology 12.21%
4 Consumer Discretionary 8.93%
5 Consumer Staples 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MNK
776
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.41M 0.01%
26,986
+100
+0.4% +$4.77K
HWC icon
777
Hancock Whitney
HWC
$6.24B
$1.41M 0.01%
38,400
+200
+0.5% +$6.75K
RGLD icon
778
Royal Gold
RGLD
$19.5B
$1.41M 0.01%
30,500
+200
+0.7% +$9.43K
CHS
779
DELISTED
Chicos FAS, Inc.
CHS
$1.4M 0.01%
74,300
-600
-0.8% -$10.6K
FAF icon
780
First American
FAF
$7.58B
$1.4M 0.01%
49,500
-300
-0.6% -$7.79K
PDCO
781
DELISTED
Patterson Companies, Inc.
PDCO
$1.39M 0.01%
33,845
– –
ROSE
782
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.38M 0.01%
28,700
+200
+0.7% +$10.8K
TDW icon
783
Tidewater
TDW
$4.12B
$1.38M 0.01%
720
+6
+0.8% +$11.4K
PAY
784
DELISTED
Verifone Systems Inc
PAY
$1.37M 0.01%
51,100
+200
+0.4% +$4.78K
RVBD
785
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$1.37M 0.01%
75,800
-700
-0.9% -$11.3K
DECK icon
786
Deckers Outdoor
DECK
$13.3B
$1.37M 0.01%
97,200
+600
+0.6% +$7.4K
SFG
787
DELISTED
STANCORP FINL GRP
SFG
$1.36M 0.01%
20,600
-100
-0.5% -$6.16K
NFX
788
DELISTED
Newfield Exploration
NFX
$1.36M 0.01%
55,336
+100
+0.2% +$2.81K
ACM icon
789
Aecom
ACM
$9.75B
$1.35M 0.01%
46,000
-1,000
-2% -$30.2K
STE icon
790
Steris
STE
$23.1B
$1.33M 0.01%
27,600
+100
+0.4% +$4.57K
ASB icon
791
Associated Banc-Corp
ASB
$5.91B
$1.32M 0.01%
76,089
-1,200
-2% -$20K
CNL
792
DELISTED
CLECO CRP (HOLDING CO)
CNL
$1.32M 0.01%
28,300
+100
+0.4% +$4.6K
WBS icon
793
Webster Financial
WBS
$12.8B
$1.32M 0.01%
42,250
+200
+0.5% +$5.68K
JBL icon
794
Jabil
JBL
$35.8B
$1.31M 0.01%
75,117
+100
+0.1% +$2.03K
JCP
795
DELISTED
J.C. Penney Company, Inc.
JCP
$1.3M 0.01%
142,640
+23,300
+20% +$194K
AN icon
796
AutoNation
AN
$6.92B
$1.3M 0.01%
26,221
+100
+0.4% +$4.95K
RAMP icon
797
LiveRamp
RAMP
$2.3B
$1.3M 0.01%
35,200
+700
+2% +$23.4K
WOOF
798
DELISTED
VCA Inc.
WOOF
$1.3M 0.01%
41,500
+200
+0.5% +$5.83K
CST
799
DELISTED
CST Brands, Inc.
CST
$1.3M 0.01%
35,384
+7,200
+26% +$236K
WWD icon
800
Woodward
WWD
$21.4B
$1.29M 0.01%
28,400
+200
+0.7% +$8.35K
30 31
32
33 34

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 Q4 2013 Portfolio in Review

As of Q4 2013, State of Michigan Retirement System held 970 positions worth $13.1B, up 15% from $11.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Michigan Retirement System deployed $510M of net new capital in Q4 2013, opening 17 new positions and adding to 485 existing holdings. Its largest new stake was Apollo Education Group Inc Class A: 2,034,989 shares worth $55.6M.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 17% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Charles Schwab, an estimated $169M trimmed.

  • State of Michigan Retirement System's largest Q4 2013 buy was Apollo Education Group Inc Class A: 2,034,989 shares worth $55.6M.
  • State of Michigan Retirement System added most to State Street SPDR S&P 500 ETF Trust in Q4 2013, an estimated $208M increase.
  • State of Michigan Retirement System's biggest Q4 2013 reduction was Charles Schwab, cutting an estimated $169M.
  • State of Michigan Retirement System fully exited VMware, Inc in Q4 2013, selling an estimated $18.2M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $13.1B portfolio in Q4 2013.
  • State of Michigan Retirement System opened 17 new positions and closed 22 in Q4 2013.
  • State of Michigan Retirement System's portfolio value rose 15% quarter-over-quarter to $13.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2013, filed 7 Feb 2014.