We are live on ! Find out more
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
VOD icon
501
Vodafone
VOD
$37.4B
$3.23M 0.02%
87,763
-70,080
-44% -$2.7M
Y
502
DELISTED
Alleghany Corp
Y
$3.22M 0.02%
7,900
+100
+1% +$38.8K
TDC icon
503
Teradata
TDC
$2.55B
$3.2M 0.02%
65,012
-1,400
-2% -$63.1K
LHX icon
504
L3Harris
LHX
$53.4B
$3.19M 0.02%
43,624
+200
+0.5% +$14.3K
CHRW icon
505
C.H. Robinson
CHRW
$17.5B
$3.17M 0.02%
60,597
-1,000
-2% -$54.5K
PAA icon
506
Plains All American Pipeline
PAA
$16.1B
$3.17M 0.02%
57,600
-130,000
-69% -$6.82M
IFF icon
507
International Flavors & Fragrances
IFF
$21.9B
$3.17M 0.02%
33,146
– –
BALL icon
508
Ball Corp
BALL
$16.8B
$3.15M 0.02%
114,800
-2,800
-2% -$74.3K
CBRE icon
509
CBRE Group
CBRE
$42.9B
$3.12M 0.02%
113,860
+700
+0.6% +$18.9K
JBHT icon
510
JB Hunt Transport Services
JBHT
$25.2B
$3.1M 0.02%
43,060
– –
ESS icon
511
Essex Property Trust
ESS
$18.5B
$3.1M 0.02%
18,200
+400
+2% +$64.5K
COO icon
512
Cooper Companies
COO
$14.5B
$3.09M 0.02%
90,000
-1,600
-2% -$51.3K
SLXP
513
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$3.09M 0.02%
29,800
+400
+1% +$41K
MDU icon
514
MDU Resources
MDU
$4.32B
$3.06M 0.02%
234,486
+2,104
+0.9% +$26.1K
UDR icon
515
UDR
UDR
$12.3B
$3.06M 0.02%
118,345
+1,000
+0.9% +$25K
HUB.B
516
DELISTED
HUBBELL INC CL-B
HUB.B
$3.05M 0.02%
25,414
+200
+0.8% +$23.5K
PCL
517
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$3.04M 0.02%
72,281
+400
+0.6% +$17.2K
AVT icon
518
Avnet
AVT
$7.92B
$3.03M 0.02%
65,140
+700
+1% +$30K
EXPE icon
519
Expedia Group
EXPE
$37.3B
$3.03M 0.02%
41,764
-100
-0.2% -$7.24K
ALK icon
520
Alaska Air
ALK
$5.58B
$3.02M 0.02%
64,640
-400
-0.6% -$16.6K
IT icon
521
Gartner
IT
$11.7B
$3.01M 0.02%
43,400
+200
+0.5% +$13.8K
AJG icon
522
Arthur J. Gallagher & Co
AJG
$63.6B
$3M 0.02%
63,000
+1,400
+2% +$65.3K
RMD icon
523
ResMed
RMD
$30.7B
$2.98M 0.02%
66,700
+200
+0.3% +$8.98K
LNT icon
524
Alliant Energy
LNT
$18B
$2.97M 0.02%
104,520
+600
+0.6% +$15.9K
EPC icon
525
Edgewell Personal Care
EPC
$1.31B
$2.97M 0.02%
39,720
+405
+1% +$29.6K
19 20
21
22 23

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.