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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
COTY icon
451
Coty
COTY
$2.48B
$3.71M 0.03%
247,674
+136,728
+123% +$2M
EA
452
DELISTED
Electronic Arts
EA
$3.67M 0.03%
126,382
+700
+0.6% +$18.8K
WU icon
453
Western Union
WU
$2.21B
$3.66M 0.03%
223,694
-800
-0.4% -$13K
KIM icon
454
Kimco Realty
KIM
$16.4B
$3.66M 0.03%
167,246
+700
+0.4% +$14.9K
OII icon
455
Oceaneering
OII
$4.77B
$3.66M 0.03%
50,900
+200
+0.4% +$14.3K
JWN
456
DELISTED
Nordstrom
JWN
$3.65M 0.03%
58,400
+200
+0.3% +$12K
LRCX icon
457
Lam Research
LRCX
$390B
$3.65M 0.03%
662,680
+2,000
+0.3% +$10.6K
CSC
458
DELISTED
Computer Sciences
CSC
$3.62M 0.03%
141,129
-950
-0.7% -$23.9K
FRT icon
459
Federal Realty Investment Trust
FRT
$10.3B
$3.61M 0.03%
31,500
+1,100
+4% +$120K
JEF icon
460
Jefferies Financial Group
JEF
$13.1B
$3.58M 0.03%
142,807
+447
+0.3% +$11K
HBI
461
DELISTED
Hanesbrands
HBI
$3.58M 0.03%
187,124
+1,600
+0.9% +$28.7K
MAC icon
462
Macerich
MAC
$6.92B
$3.58M 0.03%
57,388
+300
+0.5% +$17.8K
RKT
463
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$3.57M 0.03%
67,600
+200
+0.3% +$10.5K
VAR
464
DELISTED
Varian Medical Systems, Inc.
VAR
$3.55M 0.03%
48,181
-798
-2% -$57.5K
VMC icon
465
Vulcan Materials
VMC
$36.9B
$3.54M 0.03%
53,258
+400
+0.8% +$25.5K
XL
466
DELISTED
XL Group Ltd.
XL
$3.52M 0.03%
112,662
-2,300
-2% -$68.7K
WAB icon
467
Wabtec
WAB
$49.3B
$3.5M 0.03%
45,200
+100
+0.2% +$7.64K
NWSA icon
468
News Corp Class A
NWSA
$15.4B
$3.5M 0.03%
203,219
+800
+0.4% +$13.8K
NVO
469
Novo Nordisk
NVO
$209B
$3.49M 0.03%
153,000
– –
JAH
470
DELISTED
JARDEN CORPORATION
JAH
$3.49M 0.03%
87,450
+3,450
+4% +$140K
SWY
471
DELISTED
SAFEWAY INC
SWY
$3.47M 0.03%
105,019
-7,037
-6% -$218K
UHS icon
472
Universal Health Services
UHS
$10.5B
$3.46M 0.03%
42,200
+300
+0.7% +$24.1K
TW
473
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$3.44M 0.03%
30,200
– –
OGE icon
474
OGE Energy
OGE
$9.71B
$3.44M 0.03%
93,520
+600
+0.6% +$21K
CFN
475
DELISTED
CAREFUSION CORPORATION
CFN
$3.42M 0.03%
85,013
-900
-1% -$36.4K
17 18
19
20 21

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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 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.