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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
OLN icon
851
Olin
OLN
$2.12B
$1.08M 0.01%
37,290
-100
-0.3% -$2.48K
HLX icon
852
Helix Energy Solutions
HLX
$1.41B
$1.07M 0.01%
46,100
+300
+0.7% +$7K
UNT
853
DELISTED
UNIT Corporation
UNT
$1.06M 0.01%
20,500
+100
+0.5% +$4.98K
CNW
854
DELISTED
CON-WAY INC.
CNW
$1.06M 0.01%
26,650
+300
+1% +$12.6K
NVRI icon
855
Enviri
NVRI
$620M
$1.06M 0.01%
37,720
+100
+0.3% +$2.69K
CHL
856
DELISTED
China Mobile Limited
CHL
$1.06M 0.01%
20,200
– –
AAN.A
857
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.05M 0.01%
35,700
+300
+0.8% +$8.82K
WOR icon
858
Worthington Enterprises
WOR
$2.86B
$1.04M 0.01%
40,190
+324
+0.8% +$8.04K
LXK
859
DELISTED
Lexmark Intl Inc
LXK
$1.03M 0.01%
29,100
-100
-0.3% -$3.52K
FICO icon
860
Fair Isaac
FICO
$22.5B
$1.02M 0.01%
16,200
-200
-1% -$11.5K
CVG
861
DELISTED
Convergys
CVG
$1M 0.01%
47,600
-700
-1% -$13.9K
CADE
862
DELISTED
Cadence Bank
CADE
$996K 0.01%
39,200
+200
+0.5% +$4.56K
SODA
863
DELISTED
SodaStream International Ltd
SODA
$993K 0.01%
20,000
+15,000
+300% +$853K
DBD
864
DELISTED
Diebold Nixdorf Incorporated
DBD
$988K 0.01%
29,930
+200
+0.7% +$6.24K
SLGN icon
865
Silgan Holdings
SLGN
$4.41B
$986K 0.01%
41,062
+200
+0.5% +$4.66K
KMPR icon
866
Kemper
KMPR
$1.68B
$979K 0.01%
23,950
-400
-2% -$15.2K
THOR
867
DELISTED
THORATEC CORPORATION
THOR
$977K 0.01%
26,700
-100
-0.4% -$3.92K
HSNI
868
DELISTED
HSN, Inc.
HSNI
$972K 0.01%
15,600
– –
WGL
869
DELISTED
Wgl Holdings
WGL
$971K 0.01%
24,240
+100
+0.4% +$4.16K
CDP icon
870
COPT Defense Properties
CDP
$4.21B
$969K 0.01%
40,900
+200
+0.5% +$4.66K
MTX icon
871
Minerals Technologies
MTX
$2.34B
$966K 0.01%
16,080
-100
-0.6% -$5.64K
POLY
872
DELISTED
Plantronics, Inc.
POLY
$952K 0.01%
20,500
+100
+0.5% +$4.51K
CVSA
873
Covista Inc
CVSA
$4.8B
$948K 0.01%
26,700
+300
+1% +$10.4K
VLY icon
874
Valley National Bancorp
VLY
$8.04B
$945K 0.01%
93,414
+500
+0.5% +$5.02K
TIVO
875
DELISTED
Tivo Inc
TIVO
$942K 0.01%
47,850
+500
+1% +$9.15K
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 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.