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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
CVD
551
DELISTED
COVANCE INC.
CVD
$2.77M 0.02%
26,650
+400
+2% +$39.6K
NFG icon
552
National Fuel Gas
NFG
$7.65B
$2.77M 0.02%
39,480
+300
+0.8% +$22K
EGN
553
DELISTED
Energen
EGN
$2.76M 0.02%
34,200
+200
+0.6% +$15K
VRSN icon
554
VeriSign
VRSN
$26.6B
$2.76M 0.02%
51,253
-1,100
-2% -$62.3K
WSM icon
555
Williams-Sonoma
WSM
$29.6B
$2.75M 0.02%
82,600
-800
-1% -$23.3K
LECO icon
556
Lincoln Electric
LECO
$15.4B
$2.74M 0.02%
38,100
-100
-0.3% -$7.17K
XYL icon
557
Xylem
XYL
$28.1B
$2.74M 0.02%
75,344
+300
+0.4% +$10.9K
RYN icon
558
Rayonier
RYN
$6.55B
$2.73M 0.02%
87,828
+590
+0.7% +$17.7K
DRI icon
559
Darden Restaurants
DRI
$24.4B
$2.72M 0.02%
59,968
+560
+0.9% +$25K
ANDV
560
DELISTED
Andeavor
ANDV
$2.72M 0.02%
53,767
-200
-0.4% -$10.4K
KEX icon
561
Kirby Corp
KEX
$6.93B
$2.71M 0.02%
26,800
+200
+0.8% +$20.1K
HRL icon
562
Hormel Foods
HRL
$13.8B
$2.71M 0.02%
109,964
+600
+0.5% +$13.8K
ETFC
563
DELISTED
E*Trade Financial Corporation
ETFC
$2.71M 0.02%
117,650
+900
+0.8% +$19.7K
CPT icon
564
Camden Property Trust
CPT
$11.3B
$2.71M 0.02%
40,200
+300
+0.8% +$19.2K
TOL icon
565
Toll Brothers
TOL
$14.5B
$2.7M 0.02%
75,300
+900
+1% +$33.1K
SNA icon
566
Snap-on
SNA
$21.5B
$2.69M 0.02%
23,751
+100
+0.4% +$10.8K
AYI icon
567
Acuity Brands
AYI
$10.8B
$2.69M 0.02%
20,300
+200
+1% +$26.4K
PHM icon
568
Pultegroup
PHM
$25.3B
$2.69M 0.02%
140,081
-100
-0.1% -$1.98K
MWV
569
DELISTED
MEADWESTVACO CORP
MWV
$2.68M 0.02%
71,206
-1,100
-2% -$40K
DDD icon
570
3D Systems Corp
DDD
$613M
$2.67M 0.02%
45,200
-14,500
-24% -$1.08M
DCI icon
571
Donaldson
DCI
$11.4B
$2.67M 0.02%
62,920
-100
-0.2% -$4.21K
VAL
572
DELISTED
Valspar
VAL
$2.67M 0.02%
37,000
-700
-2% -$50.7K
XRAY icon
573
Dentsply Sirona
XRAY
$2.43B
$2.67M 0.02%
57,889
-100
-0.2% -$4.63K
RGA icon
574
Reinsurance Group of America
RGA
$16.1B
$2.65M 0.02%
33,300
+300
+0.9% +$22.8K
HAS icon
575
Hasbro
HAS
$13.2B
$2.65M 0.02%
47,599
+700
+1% +$37.3K
21 22
23
24 25

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.