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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
MSI icon
351
Motorola Solutions
MSI
$77.4B
$5.85M 0.04%
87,254
-3,300
-4% -$211K
PFG icon
352
Principal Financial Group
PFG
$24.3B
$5.84M 0.04%
112,475
+400
+0.4% +$20.7K
HOG icon
353
Harley-Davidson
HOG
$2.71B
$5.82M 0.04%
88,249
-900
-1% -$58.1K
KDP icon
354
Keurig Dr Pepper
KDP
$40.8B
$5.74M 0.04%
80,104
+100
+0.1% +$6.93K
SPLS
355
DELISTED
Staples Inc
SPLS
$5.68M 0.04%
313,531
-825,600
-72% -$11.5M
LVLT
356
DELISTED
Level 3 Communications Inc
LVLT
$5.67M 0.04%
+114,900
New +$5.31M
RCL icon
357
Royal Caribbean
RCL
$85.6B
$5.67M 0.04%
+68,800
New +$4.83M
BF.B icon
358
Brown-Forman Class B
BF.B
$13.1B
$5.66M 0.04%
201,334
-938
-0.5% -$27.1K
ADSK icon
359
Autodesk
ADSK
$52.6B
$5.63M 0.04%
93,732
+600
+0.6% +$34.7K
A icon
360
Agilent Technologies
A
$41.2B
$5.62M 0.04%
137,381
-53,699
-28% -$2.17M
EW icon
361
Edwards Lifesciences
EW
$51.7B
$5.62M 0.04%
264,624
+3,600
+1% +$72.3K
CF icon
362
CF Industries
CF
$17.3B
$5.6M 0.04%
102,665
+1,000
+1% +$52.7K
KSU
363
DELISTED
Kansas City Southern
KSU
$5.55M 0.04%
45,500
+300
+0.7% +$35.9K
CLX icon
364
Clorox
CLX
$12.7B
$5.55M 0.04%
53,270
+400
+0.8% +$40K
AAP icon
365
Advance Auto Parts
AAP
$3.49B
$5.54M 0.04%
34,750
+100
+0.3% +$14.7K
NI icon
366
NiSource
NI
$20.4B
$5.52M 0.04%
331,018
+2,036
+0.6% +$33.1K
SLG icon
367
SL Green Realty
SLG
$3.99B
$5.46M 0.04%
47,415
+516
+1% +$57.1K
HSIC icon
368
Henry Schein
HSIC
$9.82B
$5.46M 0.04%
102,255
-255
-0.2% -$12.7K
ESS icon
369
Essex Property Trust
ESS
$18.5B
$5.44M 0.04%
26,314
+300
+1% +$59.4K
RHT
370
DELISTED
Red Hat Inc
RHT
$5.35M 0.04%
77,416
-100
-0.1% -$6.05K
FAST icon
371
Fastenal
FAST
$59.5B
$5.34M 0.04%
449,376
+1,600
+0.4% +$17.9K
AME icon
372
Ametek
AME
$58.2B
$5.33M 0.04%
101,300
+500
+0.5% +$25.4K
NTAP icon
373
NetApp
NTAP
$37.2B
$5.32M 0.04%
128,355
-2,500
-2% -$104K
HBI
374
DELISTED
Hanesbrands
HBI
$5.31M 0.04%
190,324
+1,200
+0.6% +$32.9K
ENDP
375
DELISTED
Endo International plc
ENDP
$5.27M 0.03%
73,100
+300
+0.4% +$20.6K
13 14
15
16 17

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.