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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
LTM
901
DELISTED
LIFE TIME FITNESS INC
LTM
$875K 0.01%
18,200
-200
-1% -$9.13K
VRE
902
DELISTED
Veris Residential
VRE
$867K 0.01%
41,700
+500
+1% +$10.5K
ALEX
903
DELISTED
Alexander & Baldwin
ALEX
$856K 0.01%
20,120
+100
+0.5% +$4.1K
MSA icon
904
Mine Safety
MSA
$7.49B
$849K 0.01%
14,900
+100
+0.7% +$5.24K
MUSA icon
905
Murphy USA
MUSA
$9.61B
$849K 0.01%
20,925
+100
+0.5% +$4.04K
CNVR
906
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$839K 0.01%
29,800
+400
+1% +$9.59K
SMTC icon
907
Semtech
SMTC
$13B
$818K 0.01%
32,300
+200
+0.6% +$4.87K
MDP
908
DELISTED
Meredith Corporation
MDP
$813K 0.01%
17,500
+100
+0.6% +$4.59K
FCS
909
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$809K 0.01%
58,700
-800
-1% -$10.7K
TRMK icon
910
Trustmark
TRMK
$2.75B
$804K 0.01%
31,700
+200
+0.6% +$4.97K
HMSY
911
DELISTED
HMS Holdings Corp.
HMSY
$785K 0.01%
41,200
-100
-0.2% -$2.17K
IDTI
912
DELISTED
Integrated Device Technology I
IDTI
$785K 0.01%
64,220
-300
-0.5% -$3.4K
ISIL
913
DELISTED
Intersil Corp
ISIL
$776K 0.01%
60,100
+300
+0.5% +$3.58K
GES
914
DELISTED
Guess Inc
GES
$773K 0.01%
28,000
+200
+0.7% +$5.8K
HNI icon
915
HNI Corp
HNI
$3.59B
$773K 0.01%
21,140
– –
JNS
916
DELISTED
Janus Capital Group Inc
JNS
$773K 0.01%
71,100
+1,200
+2% +$13.6K
MCY icon
917
Mercury Insurance
MCY
$6.07B
$771K 0.01%
17,100
+100
+0.6% +$4.57K
GEF icon
918
Greif
GEF
$5.04B
$756K 0.01%
14,400
+100
+0.7% +$5.14K
PCH
919
DELISTED
PotlatchDeltic
PCH
$737K 0.01%
19,041
+100
+0.5% +$3.97K
SAIC icon
920
Saic
SAIC
$5.35B
$732K 0.01%
19,585
+100
+0.5% +$3.66K
KBH icon
921
KB Home
KBH
$3.59B
$712K 0.01%
41,900
+3,100
+8% +$56.9K
CY
922
DELISTED
Cypress Semiconductor
CY
$686K 0.01%
66,800
+1,700
+3% +$17.2K
DF
923
DELISTED
Dean Foods Company
DF
$683K 0.01%
44,150
– –
GVA icon
924
Granite Construction
GVA
$5.62B
$681K 0.01%
17,045
+100
+0.6% +$3.59K
IBOC icon
925
International Bancshares
IBOC
$4.57B
$675K 0.01%
26,900
+200
+0.7% +$4.84K
35 36
37
38 39

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.