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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
EWI icon
376
iShares MSCI Italy ETF
EWI
$1.07B
$4.96M 0.04%
140,000
– –
XEC
377
DELISTED
CIMAREX ENERGY CO
XEC
$4.88M 0.04%
41,000
+300
+0.7% +$32.2K
ETR icon
378
Entergy
ETR
$50B
$4.87M 0.04%
145,774
+800
+0.6% +$25.3K
TSN icon
379
Tyson Foods
TSN
$20.4B
$4.83M 0.04%
109,764
-700
-0.6% -$26.5K
HSIC icon
380
Henry Schein
HSIC
$9.82B
$4.8M 0.04%
102,510
– –
NEM icon
381
Newmont
NEM
$119B
$4.76M 0.04%
203,199
+800
+0.4% +$19K
TRMB icon
382
Trimble
TRMB
$13.9B
$4.75M 0.04%
122,300
+1,600
+1% +$57.6K
WHR icon
383
Whirlpool
WHR
$2.82B
$4.73M 0.04%
31,645
-300
-0.9% -$43.4K
IBB icon
384
iShares Biotechnology ETF
IBB
$9.77B
$4.73M 0.04%
+60,000
New +$5M
HP icon
385
Helmerich & Payne
HP
$3.71B
$4.72M 0.04%
43,880
+300
+0.7% +$27.9K
KLAC icon
386
KLA
KLAC
$259B
$4.7M 0.04%
680,370
+3,000
+0.4% +$19.4K
ALTR
387
DELISTED
Altera Corp
ALTR
$4.7M 0.04%
129,572
-1,000
-0.8% -$34.3K
BCR
388
DELISTED
CR Bard Inc.
BCR
$4.69M 0.04%
31,685
– –
LLTC
389
DELISTED
Linear Technology Corp
LLTC
$4.69M 0.04%
96,292
+1,100
+1% +$50.7K
GGP
390
DELISTED
GGP Inc.
GGP
$4.68M 0.04%
212,800
-5,800
-3% -$123K
CLX icon
391
Clorox
CLX
$12.7B
$4.67M 0.04%
53,070
+600
+1% +$52.7K
CCEP icon
392
Coca-Cola Europacific Partners
CCEP
$47.9B
$4.63M 0.03%
97,042
-1,100
-1% -$50.1K
KSU
393
DELISTED
Kansas City Southern
KSU
$4.59M 0.03%
45,000
+200
+0.4% +$20.6K
ADSK icon
394
Autodesk
ADSK
$52.6B
$4.56M 0.03%
92,732
+1,000
+1% +$51.8K
SIAL
395
DELISTED
SIGMA - ALDRICH CORP
SIAL
$4.56M 0.03%
48,795
+100
+0.2% +$9.34K
NI icon
396
NiSource
NI
$20.4B
$4.55M 0.03%
326,182
+2,036
+0.6% +$27.5K
TXT icon
397
Textron
TXT
$15.4B
$4.53M 0.03%
115,281
+1,000
+0.9% +$37.4K
SLG icon
398
SL Green Realty
SLG
$3.99B
$4.5M 0.03%
46,176
+310
+0.7% +$28.8K
CHD icon
399
Church & Dwight Co
CHD
$24.5B
$4.46M 0.03%
129,180
-800
-0.6% -$26.5K
DINO icon
400
HF Sinclair
DINO
$14.5B
$4.46M 0.03%
93,690
+700
+0.8% +$33.1K
14 15
16
17 18

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.