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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
INGR icon
601
Ingredion
INGR
$6.58B
$2.39M 0.02%
35,100
-800
-2% -$52.5K
DNR
602
DELISTED
Denbury Resources, Inc.
DNR
$2.38M 0.02%
145,292
-3,800
-3% -$61.8K
CSL icon
603
Carlisle Companies
CSL
$15.4B
$2.38M 0.02%
30,020
+200
+0.7% +$15.5K
GAS
604
DELISTED
AGL Resources Inc
GAS
$2.38M 0.02%
48,541
+200
+0.4% +$9.43K
JOY
605
DELISTED
Joy Global Inc
JOY
$2.37M 0.02%
40,874
-2,300
-5% -$128K
MSCI icon
606
MSCI
MSCI
$40.9B
$2.36M 0.02%
54,900
-500
-0.9% -$21.8K
RHI icon
607
Robert Half
RHI
$4.37B
$2.35M 0.02%
56,060
-300
-0.5% -$12.3K
HII icon
608
Huntington Ingalls Industries
HII
$12.8B
$2.35M 0.02%
22,934
-200
-0.9% -$19.4K
ZION icon
609
Zions Bancorporation
ZION
$10.3B
$2.34M 0.02%
75,438
+400
+0.5% +$12.2K
GWR
610
DELISTED
Genesee & Wyoming Inc.
GWR
$2.34M 0.02%
24,000
+200
+0.8% +$18.9K
WWAV
611
DELISTED
The WhiteWave Foods Company
WWAV
$2.33M 0.02%
81,734
+500
+0.6% +$13.2K
OSK icon
612
Oshkosh
OSK
$9.59B
$2.33M 0.02%
39,600
-800
-2% -$43.9K
FTR
613
DELISTED
Frontier Communications Corp.
FTR
$2.33M 0.02%
27,198
+107
+0.4% +$7.83K
MVIS icon
614
Microvision
MVIS
$78.9M
$2.32M 0.02%
80,000
– –
TEX icon
615
Terex
TEX
$7.74B
$2.31M 0.02%
52,100
-100
-0.2% -$4.2K
CBOE icon
616
Cboe Global Markets
CBOE
$29.9B
$2.3M 0.02%
40,700
-100
-0.2% -$5.36K
SPN
617
DELISTED
Superior Energy Services, Inc.
SPN
$2.3M 0.02%
7,470
– –
BRE
618
DELISTED
BRE PROPERTIES INC CL A
BRE
$2.29M 0.02%
36,400
+300
+0.8% +$18K
FOSL icon
619
Fossil Group
FOSL
$318M
$2.28M 0.02%
19,580
-400
-2% -$46.6K
OI icon
620
O-I Glass
OI
$1.08B
$2.27M 0.02%
67,218
+100
+0.1% +$3.33K
KRC icon
621
Kilroy Realty
KRC
$4.42B
$2.27M 0.02%
38,700
+300
+0.8% +$16.6K
FDO
622
DELISTED
FAMILY DOLLAR STORES
FDO
$2.27M 0.02%
39,047
-300
-0.8% -$18.9K
AGCO icon
623
AGCO
AGCO
$7.2B
$2.26M 0.02%
41,000
-1,400
-3% -$74.9K
NVR icon
624
NVR
NVR
$17B
$2.25M 0.02%
1,964
– –
SM icon
625
SM Energy
SM
$6.87B
$2.25M 0.02%
31,600
+200
+0.6% +$15.6K
23 24
25
26 27

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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
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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.