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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
SEIC icon
626
SEI Investments
SEIC
$12.6B
$2.25M 0.02%
67,000
-100
-0.1% -$3.4K
JKHY icon
627
Jack Henry & Associates
JKHY
$11.1B
$2.24M 0.02%
40,250
+200
+0.5% +$11.5K
ATO icon
628
Atmos Energy
ATO
$28.8B
$2.23M 0.02%
47,200
+4,600
+11% +$212K
REG icon
629
Regency Centers
REG
$14.1B
$2.22M 0.02%
43,500
+300
+0.7% +$14.7K
CNQR
630
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$2.22M 0.02%
22,400
+400
+2% +$45.2K
EV
631
DELISTED
Eaton Vance Corp.
EV
$2.21M 0.02%
57,800
+1,000
+2% +$38.5K
PNRA
632
DELISTED
Panera Bread Co
PNRA
$2.19M 0.02%
12,400
-100
-0.8% -$17.7K
SUNE
633
DELISTED
SUNEDISON, INC COM
SUNE
$2.18M 0.02%
115,700
+900
+0.8% +$15K
GNTX icon
634
Gentex
GNTX
$5.07B
$2.16M 0.02%
137,200
+1,600
+1% +$25.5K
TKR icon
635
Timken Company
TKR
$9.03B
$2.16M 0.02%
51,270
-698
-1% -$28.7K
KATE
636
DELISTED
Kate Spade & Company
KATE
$2.15M 0.02%
+58,100
New +$1.92M
QEP
637
DELISTED
QEP RESOURCES, INC.
QEP
$2.15M 0.02%
73,150
+300
+0.4% +$9.01K
PTEN icon
638
Patterson-UTI
PTEN
$3.76B
$2.15M 0.02%
67,900
-246,800
-78% -$6.86M
HAIN icon
639
Hain Celestial
HAIN
$53.7M
$2.15M 0.02%
47,000
+2,400
+5% +$109K
PBI icon
640
Pitney Bowes
PBI
$2.39B
$2.15M 0.02%
82,659
+500
+0.6% +$12.3K
HSH
641
DELISTED
HILLSHIRE BRANDS CO
HSH
$2.15M 0.02%
57,605
– –
GGG icon
642
Graco
GGG
$13.5B
$2.15M 0.02%
86,100
– –
INVX
643
Innovex International
INVX
$1.97B
$2.14M 0.02%
19,100
– –
HCC
644
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$2.14M 0.02%
47,000
+100
+0.2% +$4.42K
OA
645
DELISTED
Orbital ATK, Inc.
OA
$2.13M 0.02%
15,000
+100
+0.7% +$13.4K
WR
646
DELISTED
Westar Energy Inc
WR
$2.13M 0.02%
60,650
+1,100
+2% +$37K
CDNS icon
647
Cadence Design Systems
CDNS
$93.4B
$2.12M 0.02%
136,110
+1,400
+1% +$20.8K
TCO
648
DELISTED
Taubman Centers Inc.
TCO
$2.1M 0.02%
29,700
-100
-0.3% -$6.79K
LM
649
DELISTED
Legg Mason, Inc.
LM
$2.1M 0.02%
42,776
-400
-0.9% -$17.8K
DRC
650
DELISTED
DRESSER-RAND GROUP INC
DRC
$2.1M 0.02%
35,900
+200
+0.6% +$11.4K
24 25
26
27 28

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.