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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
UNT
851
DELISTED
UNIT Corporation
UNT
$948K 0.01%
20,400
+300
+1% +$13.8K
LTM
852
DELISTED
LIFE TIME FITNESS INC
LTM
$947K 0.01%
18,400
+200
+1% +$10.4K
DWA
853
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$945K 0.01%
33,200
+500
+2% +$13.7K
CDP icon
854
COPT Defense Properties
CDP
$4.21B
$940K 0.01%
40,700
+1,200
+3% +$29.9K
POLY
855
DELISTED
Plantronics, Inc.
POLY
$939K 0.01%
20,400
+500
+3% +$22.9K
NVRI icon
856
Enviri
NVRI
$620M
$937K 0.01%
37,620
+500
+1% +$12.4K
CMC icon
857
Commercial Metals
CMC
$8.31B
$924K 0.01%
54,500
+800
+1% +$12.5K
VLY icon
858
Valley National Bancorp
VLY
$8.04B
$924K 0.01%
92,914
+1,200
+1% +$12.1K
CRR
859
DELISTED
Carbo Ceramics Inc.
CRR
$912K 0.01%
9,200
+200
+2% +$17K
TIVO
860
DELISTED
Tivo Inc
TIVO
$908K 0.01%
47,350
-200
-0.4% -$4K
FICO icon
861
Fair Isaac
FICO
$22.5B
$907K 0.01%
16,400
– –
CVG
862
DELISTED
Convergys
CVG
$906K 0.01%
48,300
– –
VRE
863
DELISTED
Veris Residential
VRE
$900K 0.01%
41,000
+2,600
+7% +$59.2K
SUNE
864
DELISTED
SUNEDISON, INC COM
SUNE
$895K 0.01%
112,300
+5,600
+5% +$46.4K
HMSY
865
DELISTED
HMS Holdings Corp.
HMSY
$880K 0.01%
40,900
+500
+1% +$12.2K
TECD
866
DELISTED
Tech Data Corp
TECD
$876K 0.01%
17,550
+200
+1% +$10.1K
DBD
867
DELISTED
Diebold Nixdorf Incorporated
DBD
$873K 0.01%
29,730
+400
+1% +$12.5K
OLN icon
868
Olin
OLN
$2.12B
$863K 0.01%
37,390
+400
+1% +$9.46K
PLCM
869
DELISTED
POLYCOM INC
PLCM
$863K 0.01%
79,000
-400
-0.5% -$4.17K
MFIC icon
870
MidCap Financial Investment
MFIC
$804M
$854K 0.01%
34,915
+459
+1% +$11.1K
WOR icon
871
Worthington Enterprises
WOR
$2.86B
$846K 0.01%
39,866
– –
DF
872
DELISTED
Dean Foods Company
DF
$844K 0.01%
43,750
+800
+2% +$16.2K
TXNM
873
TXNM Energy Inc
TXNM
$5.94B
$840K 0.01%
37,134
+500
+1% +$11.4K
CST
874
DELISTED
CST Brands, Inc.
CST
$840K 0.01%
28,184
+400
+1% +$12.5K
MUSA icon
875
Murphy USA
MUSA
$9.61B
$837K 0.01%
+20,725
New +$829K
33 34
35
36 37

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.