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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
DCM
951
DELISTED
NTT DOCOMO, Inc.
DCM
$323K ﹤0.01%
20,500
– –
LNW
952
DELISTED
Light & Wonder
LNW
$312K ﹤0.01%
22,700
– –
TR icon
953
Tootsie Roll Industries
TR
$2.98B
$293K ﹤0.01%
13,947
– –
BG icon
954
Bunge Global
BG
$20.8B
– –
-135,700
Closed -$11.1M
FIVE icon
955
Five Below
FIVE
$13.5B
– –
-27,000
Closed -$1.17M
MATX icon
956
Matsons
MATX
$6.18B
– –
-20,020
Closed -$523K
MFIC icon
957
MidCap Financial Investment
MFIC
$804M
– –
-35,082
Closed -$892K
SIX
958
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-225,300
Closed -$8.3M
SODA
959
DELISTED
SodaStream International Ltd
SODA
– –
-20,000
Closed -$993K
APL
960
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
– –
-110,000
Closed -$3.86M
JOSB
961
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
– –
-8,000
Closed -$438K
VCI
962
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
– –
-18,000
Closed -$616K
LIFE
963
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
– –
-70,175
Closed -$5.32M
HTSI
964
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
– –
-23,120
Closed -$1.14M
HMA
965
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
– –
-123,800
Closed -$1.62M
LPS
966
DELISTED
LENDER PROCESSING SERVICES INC
LPS
– –
-40,002
Closed -$1.5M
CHL
967
DELISTED
China Mobile Limited
CHL
– –
-20,200
Closed -$1.06M
35 36 37 38
39

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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
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.