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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
OKE icon
426
Oneok
OKE
$54.5B
$4.27M 0.03%
85,730
+500
+0.6% +$27.6K
NVDA icon
427
NVIDIA
NVDA
$5.42T
$4.26M 0.03%
8,508,320
+68,000
+0.8% +$33.1K
TPR icon
428
Tapestry
TPR
$32.8B
$4.26M 0.03%
113,511
+900
+0.8% +$31.7K
KIM icon
429
Kimco Realty
KIM
$16.4B
$4.26M 0.03%
169,446
+900
+0.5% +$22K
NWL icon
430
Newell Brands
NWL
$2.56B
$4.25M 0.03%
111,628
-600
-0.5% -$21.2K
SJM icon
431
J.M. Smucker
SJM
$12.8B
$4.23M 0.03%
41,908
+200
+0.5% +$20.3K
CTXS
432
DELISTED
Citrix Systems Inc
CTXS
$4.23M 0.03%
83,302
-1,382
-2% -$71.4K
URI icon
433
United Rentals
URI
$72.4B
$4.19M 0.03%
41,100
+1,800
+5% +$193K
RSG icon
434
Republic Services
RSG
$65.7B
$4.18M 0.03%
103,940
+400
+0.4% +$15.7K
CHK
435
DELISTED
Chesapeake Energy Corporation
CHK
$4.18M 0.03%
1,069
+4
+0.4% +$16.6K
UHS icon
436
Universal Health Services
UHS
$10.5B
$4.17M 0.03%
37,500
+100
+0.3% +$10.5K
CNP icon
437
CenterPoint Energy
CNP
$26.8B
$4.15M 0.03%
177,038
+800
+0.5% +$19.1K
MTD icon
438
Mettler-Toledo International
MTD
$28.6B
$4.11M 0.03%
13,600
-100
-0.7% -$27.5K
JAH
439
DELISTED
JARDEN CORPORATION
JAH
$4.08M 0.03%
85,100
+200
+0.2% +$8.7K
RKT
440
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$4.06M 0.03%
66,600
-1,300
-2% -$70.5K
CAM
441
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$4.06M 0.03%
81,307
-1,900
-2% -$105K
LKQ icon
442
LKQ Corp
LKQ
$6.29B
$4.05M 0.03%
144,200
+1,000
+0.7% +$27.9K
CCEP icon
443
Coca-Cola Europacific Partners
CCEP
$47.9B
$4.05M 0.03%
91,642
-1,000
-1% -$43.1K
EFX icon
444
Equifax
EFX
$21.4B
$4.02M 0.03%
49,702
-200
-0.4% -$15.5K
CA
445
DELISTED
CA, Inc.
CA
$4.02M 0.03%
131,924
-584,700
-82% -$17.1M
WAB icon
446
Wabtec
WAB
$49.3B
$3.98M 0.03%
45,800
+100
+0.2% +$8.42K
SWN
447
DELISTED
Southwestern Energy Company
SWN
$3.97M 0.03%
145,491
+700
+0.5% +$22.5K
FFIV icon
448
F5
FFIV
$22.7B
$3.96M 0.03%
30,384
– –
MHK icon
449
Mohawk Industries
MHK
$9.22B
$3.96M 0.03%
25,500
+100
+0.4% +$14.4K
MKC icon
450
McCormick & Company Non-Voting
MKC
$14.2B
$3.95M 0.03%
106,304
-200
-0.2% -$7.16K
16 17
18
19 20

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.