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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
PCG icon
251
PG&E
PCG
$38.5B
$7.41M 0.06%
181,141
+1,600
+0.9% +$69.5K
GEN icon
252
Gen Digital
GEN
$17.5B
$7.4M 0.06%
299,149
+16,200
+6% +$407K
MU icon
253
Micron Technology
MU
$991B
$7.38M 0.06%
422,420
+4,000
+1% +$58K
MHFI
254
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$7.34M 0.06%
111,957
+600
+0.5% +$36.4K
VTR icon
255
Ventas
VTR
$47.9B
$7.34M 0.06%
104,455
+175
+0.2% +$13K
AMP icon
256
Ameriprise Financial
AMP
$48.8B
$7.33M 0.06%
80,448
-1,400
-2% -$124K
WM icon
257
Waste Management
WM
$91B
$7.31M 0.06%
177,318
-1,000
-0.6% -$41.7K
EQR icon
258
Equity Residential
EQR
$25.1B
$7.3M 0.06%
136,267
+6,100
+5% +$336K
WELL icon
259
Welltower
WELL
$171B
$7.28M 0.06%
116,677
+1,200
+1% +$76.3K
EL icon
260
Estee Lauder
EL
$32B
$7.27M 0.06%
103,990
+6,300
+6% +$427K
VRTX icon
261
Vertex Pharmaceuticals
VRTX
$126B
$7.18M 0.06%
94,700
-7,200
-7% -$573K
FSLR icon
262
First Solar
FSLR
$26.9B
$7.17M 0.06%
178,206
+151,200
+560% +$6.39M
TCP
263
DELISTED
TC Pipelines LP
TCP
$7.16M 0.06%
147,000
– –
TT icon
264
Trane Technologies
TT
$106B
$7.15M 0.06%
137,865
-3,506
-2% -$172K
VFC icon
265
VF Corp
VFC
$5.89B
$7.11M 0.06%
151,798
+425
+0.3% +$19.6K
STI
266
DELISTED
SunTrust Banks, Inc.
STI
$7.11M 0.06%
219,228
+300
+0.1% +$10.1K
A icon
267
Agilent Technologies
A
$41.2B
$6.9M 0.06%
188,144
-7,410
-4% -$250K
BBBY
268
DELISTED
Bed Bath & Beyond Inc
BBBY
$6.86M 0.06%
88,607
-200
-0.2% -$15K
DG icon
269
Dollar General
DG
$27.9B
$6.84M 0.06%
121,142
-1,200
-1% -$65.9K
WBD icon
270
Warner Bros
WBD
$67.1B
$6.81M 0.06%
157,807
-11,155
-7% -$464K
WY icon
271
Weyerhaeuser
WY
$18.4B
$6.8M 0.06%
237,520
+4,100
+2% +$116K
PEG icon
272
Public Service Enterprise Group
PEG
$37.7B
$6.78M 0.06%
205,730
+200
+0.1% +$6.62K
SIX
273
DELISTED
Six Flags Entertainment Corp.
SIX
$6.7M 0.06%
198,300
+54,300
+38% +$1.92M
OMC icon
274
Omnicom Group
OMC
$23.4B
$6.64M 0.06%
104,606
-400
-0.4% -$25.5K
BXP icon
275
Boston Properties
BXP
$11.1B
$6.62M 0.06%
61,964
+300
+0.5% +$31.7K
9 10
11
12 13

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.