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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
+5.11%
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
$15.1B
AUM Growth
+$699M
Cap. Flow
+$129M
Cap. Flow %
0.86%
Top 10 Hldgs %
25.21%
Holding
970
New
21
Increased
542
Reduced
301
Closed
19

Top Buys

Rank Stock Value
1
VZ icon
Verizon
VZ
+$297M
2
USB icon
US Bancorp
USB
+$211M
3
VR
Validus Hold Ltd
VR
+$143M
4
CVS icon
CVS Health
CVS
+$134M
5
GSK icon
GSK
GSK
+$119M

Top Sells

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$204M
2
WMT icon
Walmart Inc
WMT
+$191M
3
JNJ icon
Johnson & Johnson
JNJ
+$122M
4
IBM icon
IBM
IBM
+$115M
5
AZO icon
AutoZone
AZO
+$104M

Sector Composition

Rank Sector Weight
1 Financials 19.55%
2 Technology 13.02%
3 Healthcare 12.6%
4 Consumer Discretionary 9%
5 Industrials 8.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MJN
276
DELISTED
Mead Johnson Nutrition Company
MJN
$8.37M 0.06%
83,209
+300
+0.4% +$29.9K
DOC icon
277
Healthpeak Properties
DOC
$14.8B
$8.33M 0.06%
207,683
+1,098
+0.5% +$43.6K
EWY icon
278
iShares MSCI South Korea ETF
EWY
$24.1B
$8.29M 0.05%
150,000
– –
ROST icon
279
Ross Stores
ROST
$81.9B
$8.14M 0.05%
172,784
+800
+0.5% +$33.8K
BXP icon
280
Boston Properties
BXP
$11.1B
$8.12M 0.05%
63,064
+300
+0.5% +$38K
CERN
281
DELISTED
Cerner Corp
CERN
$8.1M 0.05%
125,220
+800
+0.6% +$49.8K
ORLY icon
282
O'Reilly Automotive
ORLY
$76.3B
$8.04M 0.05%
626,505
-12,000
-2% -$141K
BBBY
283
DELISTED
Bed Bath & Beyond Inc
BBBY
$8.01M 0.05%
105,092
-72,715
-41% -$5.08M
ED icon
284
Consolidated Edison
ED
$39.9B
$7.96M 0.05%
120,652
+600
+0.5% +$37.6K
OMC icon
285
Omnicom Group
OMC
$23.4B
$7.92M 0.05%
102,206
-800
-0.8% -$58.4K
ZBH icon
286
Zimmer Biomet
ZBH
$18.4B
$7.92M 0.05%
71,897
+618
+0.9% +$65.1K
PH icon
287
Parker-Hannifin
PH
$135B
$7.9M 0.05%
61,243
+200
+0.3% +$24.5K
ISRG icon
288
Intuitive Surgical
ISRG
$134B
$7.87M 0.05%
133,956
+900
+0.7% +$50.1K
MRO
289
DELISTED
Marathon Oil Corporation
MRO
$7.86M 0.05%
277,976
+1,500
+0.5% +$47.7K
KSS icon
290
Kohl's
KSS
$2.19B
$7.83M 0.05%
128,206
-160,700
-56% -$9.29M
WY icon
291
Weyerhaeuser
WY
$18.4B
$7.75M 0.05%
216,020
-600
-0.3% -$20.6K
HES
292
DELISTED
Hess
HES
$7.73M 0.05%
104,725
-2,500
-2% -$198K
COR icon
293
Cencora
COR
$61.2B
$7.72M 0.05%
85,580
-1,800
-2% -$154K
BSMX
294
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$7.71M 0.05%
744,300
– –
AA icon
295
Alcoa
AA
$13.2B
$7.67M 0.05%
202,088
+1,415
+0.7% +$54.9K
GLNG icon
296
Golar LNG
GLNG
$5.13B
$7.66M 0.05%
210,000
-63,000
-23% -$2.99M
TYC
297
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$7.56M 0.05%
164,628
-8,977
-5% -$400K
BFH icon
298
Bread Financial
BFH
$4.38B
$7.52M 0.05%
32,953
+4,385
+15% +$960K
XEL icon
299
Xcel Energy
XEL
$48.8B
$7.48M 0.05%
208,266
+1,100
+0.5% +$36.9K
WFM
300
DELISTED
Whole Foods Market Inc
WFM
$7.47M 0.05%
148,214
+100
+0.1% +$4.41K
10 11
12
13 14

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 Q4 2014 Portfolio in Review

As of Q4 2014, State of Michigan Retirement System held 970 positions worth $15.1B, up 4.8% from $14.4B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Trading was light in Q4 2014: portfolio turnover was 4.1%. State of Michigan Retirement System opened 21 new positions and exited 19, leaving the 970-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q4 2014 buy was Validus Hold Ltd: 3,550,000 shares worth $148M.
  • State of Michigan Retirement System added most to Verizon in Q4 2014, an estimated $297M increase.
  • State of Michigan Retirement System's biggest Q4 2014 reduction was Goldman Sachs, cutting an estimated $204M.
  • State of Michigan Retirement System fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $18.1M.
  • State of Michigan Retirement System's ten largest holdings make up 25% of its $15.1B portfolio in Q4 2014.
  • State of Michigan Retirement System opened 21 new positions and closed 19 in Q4 2014.
  • State of Michigan Retirement System's portfolio value rose 4.8% quarter-over-quarter to $15.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2014, filed 3 Feb 2015.