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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
+2.53%
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
$13.3B
AUM Growth
+$227M
Cap. Flow
-$30.1M
Cap. Flow %
-0.23%
Top 10 Hldgs %
23.07%
Holding
967
New
19
Increased
585
Reduced
284
Closed
14

Top Buys

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$181M
2
PEP icon
PepsiCo
PEP
+$104M
3
BBWI icon
Bath & Body Works
BBWI
+$89.2M
4
AZO icon
AutoZone
AZO
+$66.8M
5
UNP icon
Union Pacific
UNP
+$66.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$239M
2
K
Kellanova
K
+$126M
3
JNJ icon
Johnson & Johnson
JNJ
+$112M
4
TJX icon
TJX Companies
TJX
+$57.5M
5
WFC icon
Wells Fargo
WFC
+$41.9M

Sector Composition

Rank Sector Weight
1 Financials 16.93%
2 Healthcare 13.1%
3 Technology 12.32%
4 Consumer Discretionary 9.95%
5 Consumer Staples 9.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NVS icon
226
Novartis
NVS
$297B
$9.85M 0.07%
129,233
+14,508
+13% +$1.06M
SYK icon
227
Stryker
SYK
$130B
$9.8M 0.07%
120,292
+300
+0.3% +$23.9K
PCAR icon
228
PACCAR
PCAR
$70.1B
$9.75M 0.07%
216,849
+900
+0.4% +$37.1K
DGX icon
229
Quest Diagnostics
DGX
$26.3B
$9.68M 0.07%
167,083
-200
-0.1% -$10.7K
REGN icon
230
Regeneron Pharmaceuticals
REGN
$80.8B
$9.64M 0.07%
32,100
+200
+0.6% +$61.6K
CME icon
231
CME Group
CME
$94.8B
$9.53M 0.07%
128,781
+600
+0.5% +$45.3K
NE
232
DELISTED
Noble Corporation
NE
$9.45M 0.07%
330,303
+801
+0.2% +$22.6K
CI icon
233
Cigna
CI
$74.6B
$9.35M 0.07%
111,680
-700
-0.6% -$57.6K
ICE icon
234
Intercontinental Exchange
ICE
$84.4B
$9.27M 0.07%
234,380
+500
+0.2% +$21.1K
HES
235
DELISTED
Hess
HES
$9.24M 0.07%
111,525
-4,100
-4% -$326K
EWY icon
236
iShares MSCI South Korea ETF
EWY
$24.1B
$9.22M 0.07%
150,000
– –
KR icon
237
Kroger
KR
$34.8B
$9.2M 0.07%
421,728
-1,400
-0.3% -$27.9K
BSMX
238
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$9.15M 0.07%
744,300
+610,000
+454% +$7.08M
FRX
239
DELISTED
FOREST LABORATORIES INC
FRX
$8.98M 0.07%
97,380
+1,000
+1% +$80.7K
SRE icon
240
Sempra
SRE
$54.8B
$8.98M 0.07%
185,588
+800
+0.4% +$37.2K
CB
241
DELISTED
CHUBB CORPORATION
CB
$8.95M 0.07%
100,248
-2,100
-2% -$184K
BEN icon
242
Franklin Resources
BEN
$17.2B
$8.93M 0.07%
164,832
+700
+0.4% +$37.7K
M icon
243
Macy's
M
$6.68B
$8.92M 0.07%
150,402
+600
+0.4% +$33.4K
VFC icon
244
VF Corp
VFC
$5.89B
$8.9M 0.07%
152,754
+956
+0.6% +$53.8K
TROW icon
245
T. Rowe Price
TROW
$24.3B
$8.81M 0.07%
106,993
+900
+0.8% +$72.9K
BDX icon
246
Becton Dickinson
BDX
$48.2B
$8.76M 0.07%
76,661
– –
STI
247
DELISTED
SunTrust Banks, Inc.
STI
$8.68M 0.07%
218,228
+600
+0.3% +$22.9K
SYY icon
248
Sysco
SYY
$40.3B
$8.63M 0.06%
238,759
+2,300
+1% +$82.6K
AMP icon
249
Ameriprise Financial
AMP
$48.8B
$8.58M 0.06%
77,948
-1,100
-1% -$120K
NFLX icon
250
Netflix
NFLX
$309B
$8.58M 0.06%
1,705,620
+21,000
+1% +$120K
8 9
10
11 12

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 Q1 2014 Portfolio in Review

As of Q1 2014, State of Michigan Retirement System held 967 positions worth $13.3B, up 1.7% from $13.1B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Trading was light in Q1 2014: portfolio turnover was 3.4%. State of Michigan Retirement System opened 19 new positions and exited 14, leaving the 967-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 17% a quarter earlier, followed by Healthcare and Technology.

  • State of Michigan Retirement System's largest Q1 2014 buy was Aeropostale Inc: 3,396,000 shares worth $17M.
  • State of Michigan Retirement System added most to Walmart Inc in Q1 2014, an estimated $181M increase.
  • State of Michigan Retirement System's biggest Q1 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $239M.
  • State of Michigan Retirement System fully exited Bunge Global in Q1 2014, selling an estimated $11.1M.
  • State of Michigan Retirement System's ten largest holdings make up 23% of its $13.3B portfolio in Q1 2014.
  • State of Michigan Retirement System opened 19 new positions and closed 14 in Q1 2014.
  • State of Michigan Retirement System's portfolio value rose 1.7% quarter-over-quarter to $13.3B.

Based on State of Michigan Retirement System's 13F filing for Q1 2014, filed 6 May 2014.