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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
WBA
76
DELISTED
Walgreens Boots Alliance
WBA
$28.4M 0.25%
528,617
+3,400
+0.6% +$171K
DUK icon
77
Duke Energy
DUK
$97.3B
$28.4M 0.25%
425,736
+500
+0.1% +$34.1K
MA icon
78
Mastercard
MA
$493B
$28.4M 0.25%
422,200
-2,000
-0.5% -$126K
APA icon
79
APA Corp
APA
$13.3B
$28M 0.25%
329,250
+5,100
+2% +$424K
COF icon
80
Capital One
COF
$134B
$27.7M 0.24%
403,056
+800
+0.2% +$53.8K
EPD icon
81
Enterprise Products Partners
EPD
$81.7B
$27.6M 0.24%
902,734
– –
TFCFA
82
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$27.1M 0.24%
+807,877
New +$25.4M
F icon
83
Ford
F
$55.7B
$27M 0.24%
1,602,538
+5,900
+0.4% +$99.7K
AEO icon
84
American Eagle Outfitters
AEO
$3.01B
$27M 0.24%
1,928,975
+1,848,300
+2,291% +$31M
LLY icon
85
Eli Lilly
LLY
$1.06T
$25.1M 0.22%
497,802
+15,400
+3% +$806K
GSK icon
86
GSK
GSK
$106B
$24.2M 0.21%
385,600
– –
HPQ icon
87
HP
HPQ
$27.5B
$23.9M 0.21%
2,504,427
-3,523
-0.1% -$38.9K
TXN icon
88
Texas Instruments
TXN
$261B
$23.8M 0.21%
591,914
-2,600
-0.4% -$101K
PSX icon
89
Phillips 66
PSX
$81.4B
$23.6M 0.21%
407,603
-3,000
-0.7% -$174K
LOW icon
90
Lowe's Companies
LOW
$125B
$23.6M 0.21%
494,795
-40,800
-8% -$1.85M
SBUX icon
91
Starbucks
SBUX
$120B
$23.5M 0.21%
611,364
+3,200
+0.5% +$115K
BIIB icon
92
Biogen
BIIB
$30.7B
$23.3M 0.2%
96,701
-147,700
-60% -$33.1M
PSO icon
93
Pearson
PSO
$9.9B
$23.2M 0.2%
1,143,000
– –
MDLZ icon
94
Mondelez International
MDLZ
$79.9B
$22.8M 0.2%
724,308
-500
-0.1% -$15.5K
MON
95
DELISTED
Monsanto Co
MON
$22.6M 0.2%
216,835
– –
VIAB
96
DELISTED
Viacom Inc. Class B
VIAB
$22.6M 0.2%
270,304
-4,700
-2% -$364K
PARA
97
DELISTED
Paramount Global Class B
PARA
$22.5M 0.2%
408,562
-3,000
-0.7% -$160K
ZVO
98
DELISTED
Zovio Inc. Common Stock
ZVO
$22.5M 0.2%
1,249,000
– –
LYB icon
99
LyondellBasell Industries
LYB
$19.2B
$22.5M 0.2%
307,332
+28,000
+10% +$1.95M
BKNG icon
100
Booking.com
BKNG
$161B
$22.4M 0.2%
553,025
+30,000
+6% +$1.12M
2 3
4
5 6

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.