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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
CY
926
DELISTED
Cypress Semiconductor
CY
$598K 0.01%
64,000
+2,000
+3% +$23.3K
JNS
927
DELISTED
Janus Capital Group Inc
JNS
$593K 0.01%
69,700
-17,700
-20% -$159K
IBOC icon
928
International Bancshares
IBOC
$4.57B
$575K 0.01%
26,600
+1,600
+6% +$37.4K
BBG
929
DELISTED
Bill Barrett Corp
BBG
$570K 0.01%
22,700
+500
+2% +$11.2K
UVV icon
930
Universal Corp
UVV
$1.27B
$553K ﹤0.01%
10,850
+100
+0.9% +$5.53K
MDC
931
DELISTED
M.D.C. Holdings, Inc.
MDC
$546K ﹤0.01%
25,277
+278
+1% +$6.12K
ODP
932
DELISTED
ODP
ODP
$540K ﹤0.01%
11,170
-1,990
-15% -$85.8K
MATX icon
933
Matsons
MATX
$6.18B
$523K ﹤0.01%
19,920
+300
+2% +$8.31K
GVA icon
934
Granite Construction
GVA
$5.62B
$512K ﹤0.01%
16,745
+400
+2% +$12.1K
VCI
935
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
$508K ﹤0.01%
17,600
-300
-2% -$8.45K
WERN icon
936
Werner Enterprises
WERN
$2.25B
$499K ﹤0.01%
21,375
+800
+4% +$19.1K
MATW icon
937
Matthews International
MATW
$739M
$487K ﹤0.01%
12,800
+100
+0.8% +$3.86K
AF
938
DELISTED
Astoria Financial Corporation
AF
$485K ﹤0.01%
38,950
+1,200
+3% +$14.8K
IMI
939
DELISTED
Intermolecular, Inc.
IMI
$441K ﹤0.01%
80,000
-5,000
-6% -$31.4K
ISCA
940
DELISTED
International Speedway Corp
ISCA
$418K ﹤0.01%
12,950
+1,200
+10% +$39.5K
IPI icon
941
Intrepid Potash
IPI
$469M
$406K ﹤0.01%
2,590
+120
+5% +$18.4K
ACI
942
DELISTED
ARCH COAL, INC.
ACI
$406K ﹤0.01%
9,890
+120
+1% +$5.21K
MODN
943
DELISTED
MODEL N, INC.
MODN
$371K ﹤0.01%
+37,462
New +$673K
LNW
944
DELISTED
Light & Wonder
LNW
$365K ﹤0.01%
22,600
-1,600
-7% -$22.6K
SCHL icon
945
Scholastic
SCHL
$792M
$344K ﹤0.01%
12,000
-200
-2% -$6.08K
ARO
946
DELISTED
Aeropostale Inc
ARO
$343K ﹤0.01%
36,525
+400
+1% +$4.75K
DCM
947
DELISTED
NTT DOCOMO, Inc.
DCM
$333K ﹤0.01%
20,500
– –
AMBA icon
948
Ambarella
AMBA
$3.81B
$312K ﹤0.01%
+16,000
New +$272K
SODA
949
DELISTED
SodaStream International Ltd
SODA
$312K ﹤0.01%
5,000
-3,500
-41% -$222K
RGS icon
950
Regis Corp
RGS
$70.2M
$298K ﹤0.01%
1,015
-290
-22% -$96.1K
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.