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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
WGL
876
DELISTED
Wgl Holdings
WGL
$979K 0.01%
24,440
+200
+0.8% +$7.72K
AEO icon
877
American Eagle Outfitters
AEO
$3.01B
$978K 0.01%
79,875
+400
+0.5% +$5.51K
POST icon
878
Post Holdings
POST
$3.57B
$976K 0.01%
27,046
+3,668
+16% +$132K
SLAB icon
879
Silicon Laboratories
SLAB
$7.23B
$967K 0.01%
18,500
-100
-0.5% -$4.83K
THOR
880
DELISTED
THORATEC CORPORATION
THOR
$956K 0.01%
26,700
– –
WOR icon
881
Worthington Enterprises
WOR
$2.86B
$952K 0.01%
40,352
+162
+0.4% +$4.04K
VSH icon
882
Vishay Intertechnology
VSH
$5.43B
$950K 0.01%
63,852
+400
+0.6% +$5.62K
HSNI
883
DELISTED
HSN, Inc.
HSNI
$944K 0.01%
15,800
+200
+1% +$11.6K
KMPR icon
884
Kemper
KMPR
$1.68B
$942K 0.01%
24,050
+100
+0.4% +$3.84K
ODP
885
DELISTED
ODP
ODP
$942K 0.01%
22,810
+470
+2% +$22.6K
NSR
886
DELISTED
Neustar Inc
NSR
$935K 0.01%
28,760
-600
-2% -$23.2K
JBLU icon
887
JetBlue
JBLU
$2.29B
$931K 0.01%
107,123
+5,300
+5% +$46.5K
IRF
888
DELISTED
INTL RECTIFIER CORP
IRF
$919K 0.01%
33,550
+300
+0.9% +$7.96K
ROL icon
889
Rollins
ROL
$18.2B
$914K 0.01%
102,013
+675
+0.7% +$5.89K
FICO icon
890
Fair Isaac
FICO
$22.5B
$907K 0.01%
16,400
+200
+1% +$11.1K
MZTI
891
The Marzetti Company
MZTI
$3.11B
$907K 0.01%
9,120
+100
+1% +$8.98K
POLY
892
DELISTED
Plantronics, Inc.
POLY
$898K 0.01%
20,200
-300
-1% -$13.2K
DWA
893
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$897K 0.01%
33,800
+500
+2% +$15.8K
ANN
894
DELISTED
ANN INC
ANN
$896K 0.01%
21,600
+100
+0.5% +$3.57K
MLKN icon
895
MillerKnoll
MLKN
$1.67B
$894K 0.01%
27,830
+200
+0.7% +$5.75K
NVRI icon
896
Enviri
NVRI
$620M
$891K 0.01%
38,020
+300
+0.8% +$7.36K
PLCM
897
DELISTED
POLYCOM INC
PLCM
$884K 0.01%
64,411
-2,500
-4% -$31.4K
CSOD
898
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$883K 0.01%
+18,454
New +$1.03M
OGS icon
899
ONE Gas
OGS
$5.04B
$879K 0.01%
+24,457
New +$842K
CATY icon
900
Cathay General Bancorp
CATY
$4.24B
$877K 0.01%
34,800
+400
+1% +$10K
34 35
36
37 38

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.