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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
PCH
901
DELISTED
PotlatchDeltic
PCH
$748K 0.01%
18,841
+200
+1% +$8.21K
RFMD
902
DELISTED
RF MICRO DEVICES INC
RFMD
$739K 0.01%
131,100
+2,100
+2% +$11K
BGC
903
DELISTED
General Cable Corporation
BGC
$737K 0.01%
23,200
+300
+1% +$9.41K
NYT icon
904
New York Times
NYT
$10.2B
$735K 0.01%
58,500
+2,300
+4% +$27.2K
BOBE
905
DELISTED
Bob Evans Farms, Inc.
BOBE
$726K 0.01%
12,676
-200
-2% -$10.3K
ALEX
906
DELISTED
Alexander & Baldwin
ALEX
$725K 0.01%
20,120
+300
+2% +$12K
ADTN icon
907
Adtran
ADTN
$616M
$722K 0.01%
27,100
-200
-0.7% -$5.19K
FCN icon
908
FTI Consulting
FCN
$4.18B
$718K 0.01%
19,000
+500
+3% +$17.7K
IDCC icon
909
InterDigital
IDCC
$8.89B
$717K 0.01%
19,200
+300
+2% +$11.3K
MZTI
910
The Marzetti Company
MZTI
$3.11B
$706K 0.01%
9,020
+100
+1% +$7.99K
KBH icon
911
KB Home
KBH
$3.59B
$697K 0.01%
38,700
+1,000
+3% +$17.5K
GEF icon
912
Greif
GEF
$5.04B
$696K 0.01%
14,200
+200
+1% +$10.8K
CNVR
913
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$678K 0.01%
32,500
-500
-2% -$11.3K
JBLU icon
914
JetBlue
JBLU
$2.29B
$675K 0.01%
101,323
-2,500
-2% -$16.2K
ISIL
915
DELISTED
Intersil Corp
ISIL
$666K 0.01%
59,300
+1,000
+2% +$10K
WMS
916
DELISTED
WMS INDS INC
WMS
$664K 0.01%
25,600
+400
+2% +$10.3K
EQY
917
DELISTED
Equity One
EQY
$645K 0.01%
29,500
+1,000
+4% +$22.5K
UTIW
918
DELISTED
UTI WORLDWIDE INC
UTIW
$642K 0.01%
42,500
-5,400
-11% -$87.5K
MASI
919
DELISTED
Masimo
MASI
$637K 0.01%
23,900
+300
+1% +$7.4K
BCO icon
920
Brink's
BCO
$4.62B
$636K 0.01%
22,460
+400
+2% +$10.9K
WABC icon
921
Westamerica Bancorp
WABC
$1.37B
$618K 0.01%
12,430
– –
POST icon
922
Post Holdings
POST
$3.57B
$614K 0.01%
23,226
+306
+1% +$8.93K
ADVS
923
DELISTED
Advent Software Inc
ADVS
$610K 0.01%
19,200
+4,300
+29% +$128K
GHL
924
DELISTED
Greenhill & Co., Inc.
GHL
$609K 0.01%
12,200
+300
+3% +$14.8K
IDTI
925
DELISTED
Integrated Device Technology I
IDTI
$598K 0.01%
63,520
-3,600
-5% -$32K
35 36
37
38 39

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.