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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
LRCX icon
376
Lam Research
LRCX
$390B
$5.19M 0.03%
654,680
-10,000
-2% -$77.5K
L icon
377
Loews
L
$23.6B
$5.18M 0.03%
123,325
-1,700
-1% -$71.2K
BWA icon
378
BorgWarner
BWA
$13.9B
$5.15M 0.03%
106,420
– –
BCR
379
DELISTED
CR Bard Inc.
BCR
$5.15M 0.03%
30,885
+300
+1% +$48.5K
ARO
380
DELISTED
Aeropostale Inc
ARO
$5.14M 0.03%
2,216,300
-939,700
-30% -$2.67M
PNR icon
381
Pentair
PNR
$11B
$5.11M 0.03%
114,513
-2,978
-3% -$131K
O icon
382
Realty Income
O
$59.1B
$5.06M 0.03%
109,392
+413
+0.4% +$18.3K
CTRA
383
DELISTED
Coterra Energy
CTRA
$5.04M 0.03%
170,164
-900
-0.5% -$28.3K
SIG icon
384
Signet Jewelers
SIG
$3.76B
$5.03M 0.03%
38,200
+100
+0.3% +$12.1K
CHD icon
385
Church & Dwight Co
CHD
$24.5B
$5.02M 0.03%
127,380
+600
+0.5% +$22.2K
CFN
386
DELISTED
CAREFUSION CORPORATION
CFN
$4.99M 0.03%
84,013
+800
+1% +$46K
WYNN icon
387
Wynn Resorts
WYNN
$10.6B
$4.96M 0.03%
33,374
+100
+0.3% +$17.2K
KEY icon
388
KeyCorp
KEY
$24.4B
$4.96M 0.03%
356,874
-2,600
-0.7% -$34.6K
TIF
389
DELISTED
Tiffany & Co.
TIF
$4.95M 0.03%
46,322
+200
+0.4% +$20K
WEC icon
390
WEC Energy
WEC
$35.1B
$4.9M 0.03%
92,904
+500
+0.5% +$24.5K
TAP icon
391
Molson Coors Class B
TAP
$8.09B
$4.89M 0.03%
65,643
+400
+0.6% +$29.7K
DOV icon
392
Dover
DOV
$28.4B
$4.89M 0.03%
84,335
-248
-0.3% -$15.4K
ARW icon
393
Arrow Electronics
ARW
$10.4B
$4.87M 0.03%
84,037
-87,825
-51% -$4.88M
AMG icon
394
Affiliated Managers Group
AMG
$9.76B
$4.86M 0.03%
22,900
+100
+0.4% +$19.9K
MAC icon
395
Macerich
MAC
$6.92B
$4.84M 0.03%
57,988
+300
+0.5% +$22.1K
TSN icon
396
Tyson Foods
TSN
$20.4B
$4.84M 0.03%
120,664
+600
+0.5% +$24.3K
TXT icon
397
Textron
TXT
$15.4B
$4.79M 0.03%
113,681
-800
-0.7% -$32.1K
KLAC icon
398
KLA
KLAC
$259B
$4.76M 0.03%
677,370
-1,000
-0.1% -$7.38K
MNK
399
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$4.74M 0.03%
47,900
+1,500
+3% +$138K
EQT icon
400
EQT Corp
EQT
$32.3B
$4.72M 0.03%
114,574
+551
+0.5% +$26.1K
14 15
16
17 18

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.