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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
CDP icon
851
COPT Defense Properties
CDP
$4.21B
$1.1M 0.01%
41,200
+300
+0.7% +$7.68K
TECD
852
DELISTED
Tech Data Corp
TECD
$1.09M 0.01%
17,950
+300
+2% +$16.6K
CPWR
853
DELISTED
COMPUWARE CORP
CPWR
$1.08M 0.01%
106,911
+1,354
+1% +$13.7K
ACIW icon
854
ACI Worldwide
ACIW
$5.42B
$1.07M 0.01%
54,450
+300
+0.6% +$6.07K
HLX icon
855
Helix Energy Solutions
HLX
$1.41B
$1.06M 0.01%
46,300
+200
+0.4% +$4.45K
CAKE icon
856
Cheesecake Factory
CAKE
$5.33B
$1.06M 0.01%
22,299
-200
-0.9% -$9.33K
TIVO
857
DELISTED
Tivo Inc
TIVO
$1.06M 0.01%
46,350
-1,500
-3% -$34.4K
IMMR icon
858
Immersion
IMMR
$252M
$1.05M 0.01%
100,000
+67,000
+203% +$751K
ASNA
859
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.05M 0.01%
3,040
+25
+0.8% +$9.51K
RFMD
860
DELISTED
RF MICRO DEVICES INC
RFMD
$1.05M 0.01%
133,000
+800
+0.6% +$4.92K
MTX icon
861
Minerals Technologies
MTX
$2.34B
$1.04M 0.01%
16,180
+100
+0.6% +$5.65K
HRC
862
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.04M 0.01%
27,050
-400
-1% -$15.4K
CMC icon
863
Commercial Metals
CMC
$8.31B
$1.04M 0.01%
55,200
+400
+0.7% +$7.78K
BIG
864
DELISTED
Big Lots, Inc.
BIG
$1.04M 0.01%
27,500
+200
+0.7% +$6.17K
ACH
865
Accendra Health
ACH
$214M
$1.04M 0.01%
29,700
+100
+0.3% +$3.53K
CVG
866
DELISTED
Convergys
CVG
$1.04M 0.01%
47,400
-200
-0.4% -$4.15K
OLN icon
867
Olin
OLN
$2.12B
$1.03M 0.01%
37,390
+100
+0.3% +$2.69K
AAN.A
868
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.02M 0.01%
33,900
-1,800
-5% -$54.4K
SLGN icon
869
Silgan Holdings
SLGN
$4.41B
$1.02M 0.01%
41,262
+200
+0.5% +$4.75K
TXNM
870
TXNM Energy Inc
TXNM
$5.94B
$1.01M 0.01%
37,534
+200
+0.5% +$5.06K
NYT icon
871
New York Times
NYT
$10.2B
$1.01M 0.01%
59,200
+300
+0.5% +$4.63K
AFOP
872
DELISTED
Alliance Fiber Optic Prod Inc
AFOP
$1.01M 0.01%
70,000
-15,000
-18% -$209K
MENT
873
DELISTED
Mentor Graphics Corp
MENT
$1.01M 0.01%
45,860
+300
+0.7% +$6.52K
CADE
874
DELISTED
Cadence Bank
CADE
$988K 0.01%
39,600
+400
+1% +$9.74K
VLY icon
875
Valley National Bancorp
VLY
$8.04B
$982K 0.01%
94,314
+900
+1% +$9.02K
33 34
35
36 37

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.