We are live on ! Find out more
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
XLNX
401
DELISTED
Xilinx Inc
XLNX
$4.72M 0.03%
108,975
-1,100
-1% -$47.6K
BBY icon
402
Best Buy
BBY
$17.3B
$4.67M 0.03%
119,920
+1,000
+0.8% +$35.2K
UAA icon
403
Under Armour
UAA
$2.6B
$4.67M 0.03%
137,400
+1,000
+0.7% +$33.7K
EMN icon
404
Eastman Chemical
EMN
$8.42B
$4.64M 0.03%
61,210
+100
+0.2% +$7.91K
ALTR
405
DELISTED
Altera Corp
ALTR
$4.64M 0.03%
125,572
-1,100
-0.9% -$38.9K
GAP
406
The Gap Inc
GAP
$7.37B
$4.63M 0.03%
109,970
-2,300
-2% -$90.2K
COL
407
DELISTED
Rockwell Collins
COL
$4.63M 0.03%
54,809
-600
-1% -$49.2K
AKAM icon
408
Akamai
AKAM
$15.9B
$4.62M 0.03%
73,347
+300
+0.4% +$18.1K
RL icon
409
Ralph Lauren
RL
$23.6B
$4.62M 0.03%
24,933
+100
+0.4% +$17.3K
AEE icon
410
Ameren
AEE
$30.1B
$4.61M 0.03%
99,982
+500
+0.5% +$21.3K
JWN
411
DELISTED
Nordstrom
JWN
$4.61M 0.03%
58,000
-400
-0.7% -$29.4K
NOK icon
412
Nokia
NOK
$52.3B
$4.6M 0.03%
585,800
– –
HKTV
413
DELISTED
HONG KONG TELEVISION NETWORK LTD
HKTV
$4.6M 0.03%
469,000
– –
SRCL
414
DELISTED
Stericycle Inc
SRCL
$4.58M 0.03%
34,957
+200
+0.6% +$25.2K
CHRW icon
415
C.H. Robinson
CHRW
$17.5B
$4.52M 0.03%
60,297
– –
FTI icon
416
TechnipFMC
FTI
$27.3B
$4.51M 0.03%
129,446
– –
LLTC
417
DELISTED
Linear Technology Corp
LLTC
$4.48M 0.03%
98,292
+500
+0.5% +$21.8K
PLL
418
DELISTED
PALL CORP
PLL
$4.45M 0.03%
43,923
+100
+0.2% +$9.22K
LLL
419
DELISTED
L3 Technologies, Inc.
LLL
$4.43M 0.03%
35,076
-300
-0.8% -$35.9K
PII icon
420
Polaris
PII
$4.07B
$4.4M 0.03%
29,100
+300
+1% +$45K
TNL icon
421
Travel + Leisure Co
TNL
$4.7B
$4.35M 0.03%
112,409
-1,329
-1% -$48.1K
PVH icon
422
PVH
PVH
$4.04B
$4.34M 0.03%
33,900
+100
+0.3% +$12K
FRT icon
423
Federal Realty Investment Trust
FRT
$10.3B
$4.32M 0.03%
32,400
+300
+0.9% +$39K
MAT icon
424
Mattel
MAT
$4.23B
$4.32M 0.03%
139,589
+1,100
+0.8% +$33.8K
HSP
425
DELISTED
HOSPIRA INC
HSP
$4.27M 0.03%
69,735
+600
+0.9% +$33.9K
15 16
17
18 19

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.