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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
L icon
351
Loews
L
$23.6B
$5.5M 0.04%
124,925
+600
+0.5% +$26.8K
FAST icon
352
Fastenal
FAST
$59.5B
$5.5M 0.04%
445,776
+2,000
+0.5% +$23.4K
CAM
353
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$5.47M 0.04%
88,507
-8,200
-8% -$497K
LNC icon
354
Lincoln National
LNC
$8.81B
$5.45M 0.04%
107,597
+900
+0.8% +$45.2K
GPC icon
355
Genuine Parts
GPC
$18.7B
$5.45M 0.04%
62,696
-100
-0.2% -$8.43K
ROP icon
356
Roper Technologies
ROP
$39.8B
$5.42M 0.04%
40,594
+200
+0.5% +$27.2K
PGR icon
357
Progressive
PGR
$125B
$5.41M 0.04%
223,545
-900
-0.4% -$21.9K
DTE icon
358
DTE Energy
DTE
$29.1B
$5.37M 0.04%
84,975
+470
+0.6% +$27.7K
EMN icon
359
Eastman Chemical
EMN
$8.42B
$5.36M 0.04%
62,210
-400
-0.6% -$32.8K
CHK
360
DELISTED
Chesapeake Energy Corporation
CHK
$5.29M 0.04%
1,092
+6
+0.6% +$29.2K
JNPR
361
DELISTED
Juniper Networks
JNPR
$5.27M 0.04%
204,500
-800
-0.4% -$20.9K
NLSN
362
DELISTED
Nielsen Holdings plc
NLSN
$5.18M 0.04%
116,000
+13,100
+13% +$586K
KEY icon
363
KeyCorp
KEY
$24.4B
$5.17M 0.04%
362,974
-1,600
-0.4% -$21.4K
SWK icon
364
Stanley Black & Decker
SWK
$15.7B
$5.16M 0.04%
63,536
+400
+0.6% +$32.1K
PFG icon
365
Principal Financial Group
PFG
$24.3B
$5.16M 0.04%
112,175
+900
+0.8% +$41.2K
AME icon
366
Ametek
AME
$58.2B
$5.15M 0.04%
100,000
+500
+0.5% +$25.9K
XRX icon
367
Xerox
XRX
$425M
$5.14M 0.04%
172,543
-5,996
-3% -$176K
KYN icon
368
Kayne Anderson Energy Infrastructure Fund
KYN
$2.4B
$5.11M 0.04%
139,316
+71,175
+104% +$2.65M
FLR icon
369
Fluor
FLR
$7.96B
$5.09M 0.04%
65,473
-900
-1% -$70.2K
MAR icon
370
Marriott International
MAR
$92.3B
$5.05M 0.04%
90,219
-1,100
-1% -$56.8K
FTI icon
371
TechnipFMC
FTI
$27.3B
$5.04M 0.04%
129,446
+134
+0.1% +$5.08K
OKE icon
372
Oneok
OKE
$54.5B
$5.03M 0.04%
84,830
-10,921
-11% -$639K
AMG icon
373
Affiliated Managers Group
AMG
$9.76B
$5.02M 0.04%
25,100
+300
+1% +$58.9K
NTAP icon
374
NetApp
NTAP
$37.2B
$4.99M 0.04%
135,255
-3,300
-2% -$133K
DVA icon
375
DaVita
DVA
$11.7B
$4.97M 0.04%
72,262
+500
+0.7% +$33.2K
13 14
15
16 17

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.