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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
CA
401
DELISTED
CA, Inc.
CA
$3.96M 0.03%
133,424
-1,100
-0.8% -$33K
EWI icon
402
iShares MSCI Italy ETF
EWI
$1.07B
$3.95M 0.03%
140,000
– –
PVH icon
403
PVH
PVH
$4.04B
$3.94M 0.03%
33,200
+300
+0.9% +$38.5K
NI icon
404
NiSource
NI
$20.4B
$3.93M 0.03%
323,637
+1,018
+0.3% +$12.1K
DINO icon
405
HF Sinclair
DINO
$14.5B
$3.92M 0.03%
93,090
-500
-0.5% -$21.7K
MAR icon
406
Marriott International
MAR
$92.3B
$3.89M 0.03%
92,519
-4,800
-5% -$199K
XEC
407
DELISTED
CIMAREX ENERGY CO
XEC
$3.88M 0.03%
40,300
+500
+1% +$40.5K
CHD icon
408
Church & Dwight Co
CHD
$24.5B
$3.88M 0.03%
129,180
+2,000
+2% +$61.6K
STZ icon
409
Constellation Brands
STZ
$23.2B
$3.87M 0.03%
67,423
+4,800
+8% +$261K
CHRW icon
410
C.H. Robinson
CHRW
$17.5B
$3.86M 0.03%
64,797
-400
-0.6% -$23.5K
PII icon
411
Polaris
PII
$4.07B
$3.85M 0.03%
29,800
+400
+1% +$44.9K
DGX icon
412
Quest Diagnostics
DGX
$26.3B
$3.82M 0.03%
61,783
-2,400
-4% -$144K
NOK icon
413
Nokia
NOK
$52.3B
$3.81M 0.03%
585,800
– –
SLG icon
414
SL Green Realty
SLG
$3.99B
$3.81M 0.03%
44,316
+826
+2% +$72K
ANR
415
DELISTED
Alpha Natural Resources Inc
ANR
$3.78M 0.03%
633,550
+1,400
+0.2% +$8.21K
LLTC
416
DELISTED
Linear Technology Corp
LLTC
$3.76M 0.03%
94,892
+200
+0.2% +$7.9K
AKAM icon
417
Akamai
AKAM
$15.9B
$3.75M 0.03%
72,447
+300
+0.4% +$14.1K
WEC icon
418
WEC Energy
WEC
$35.1B
$3.74M 0.03%
92,604
-300
-0.3% -$12.5K
ADSK icon
419
Autodesk
ADSK
$52.6B
$3.73M 0.03%
90,732
-600
-0.7% -$22.2K
ANSS
420
DELISTED
Ansys
ANSS
$3.73M 0.03%
43,100
+200
+0.5% +$16.7K
COL
421
DELISTED
Rockwell Collins
COL
$3.73M 0.03%
54,909
-200
-0.4% -$14.1K
KDP icon
422
Keurig Dr Pepper
KDP
$40.8B
$3.71M 0.03%
82,804
-100
-0.1% -$4.6K
BCR
423
DELISTED
CR Bard Inc.
BCR
$3.71M 0.03%
32,185
+1,800
+6% +$206K
EXPD icon
424
Expeditors International
EXPD
$23.2B
$3.7M 0.03%
83,995
+100
+0.1% +$4.15K
MHK icon
425
Mohawk Industries
MHK
$9.22B
$3.7M 0.03%
28,400
+400
+1% +$48.8K
15 16
17
18 19

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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.