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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
IDXX icon
551
Idexx Laboratories
IDXX
$46.2B
$2.44M 0.02%
49,000
-800
-2% -$38.5K
CPT icon
552
Camden Property Trust
CPT
$11.3B
$2.44M 0.02%
39,700
+700
+2% +$47.1K
CNQR
553
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$2.42M 0.02%
21,900
+800
+4% +$77.9K
ENDP
554
DELISTED
Endo International plc
ENDP
$2.42M 0.02%
53,200
+1,600
+3% +$64.4K
ANDV
555
DELISTED
Andeavor
ANDV
$2.42M 0.02%
54,967
-200
-0.4% -$9.96K
SM icon
556
SM Energy
SM
$6.87B
$2.41M 0.02%
31,200
+700
+2% +$48.4K
DCI icon
557
Donaldson
DCI
$11.4B
$2.4M 0.02%
63,020
+800
+1% +$29.6K
LEN icon
558
Lennar Class A
LEN
$21.2B
$2.39M 0.02%
70,965
+420
+0.6% +$13.6K
PWR icon
559
Quanta Services
PWR
$101B
$2.39M 0.02%
86,922
+400
+0.5% +$10.8K
INGR icon
560
Ingredion
INGR
$6.58B
$2.39M 0.02%
36,100
+500
+1% +$32.6K
RJF icon
561
Raymond James Financial
RJF
$34B
$2.39M 0.02%
85,988
+7,950
+10% +$230K
ALB icon
562
Albemarle
ALB
$15.5B
$2.39M 0.02%
37,920
-2,500
-6% -$157K
VAL
563
DELISTED
Valspar
VAL
$2.38M 0.02%
37,600
– –
FOSL icon
564
Fossil Group
FOSL
$318M
$2.38M 0.02%
20,480
-1,000
-5% -$114K
LPT
565
DELISTED
Liberty Property Trust
LPT
$2.37M 0.02%
66,600
+11,300
+20% +$414K
MD icon
566
Pediatrix Medical
MD
$2.2B
$2.37M 0.02%
47,200
+1,200
+3% +$58.6K
QQQ icon
567
Invesco QQQ Trust
QQQ
$481B
$2.37M 0.02%
+30,000
New +$2.29M
GME icon
568
GameStop
GME
$8.6B
$2.36M 0.02%
190,008
-3,200
-2% -$38.3K
SNA icon
569
Snap-on
SNA
$21.5B
$2.35M 0.02%
23,651
– –
FL
570
DELISTED
Foot Locker
FL
$2.35M 0.02%
69,200
+100
+0.1% +$3.47K
PHM icon
571
Pultegroup
PHM
$25.3B
$2.35M 0.02%
142,181
+3,700
+3% +$63.1K
DRE
572
DELISTED
Duke Realty Corp.
DRE
$2.34M 0.02%
151,400
+3,400
+2% +$53.5K
WSM icon
573
Williams-Sonoma
WSM
$29.6B
$2.33M 0.02%
83,000
+3,800
+5% +$110K
HRL icon
574
Hormel Foods
HRL
$13.8B
$2.31M 0.02%
109,564
-200
-0.2% -$4.2K
TOL icon
575
Toll Brothers
TOL
$14.5B
$2.3M 0.02%
70,800
+1,500
+2% +$48.5K
21 22
23
24 25

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.