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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
DCI icon
626
Donaldson
DCI
$11.4B
$2.35M 0.02%
60,720
-2,400
-4% -$95.4K
SUNE
627
DELISTED
SUNEDISON, INC COM
SUNE
$2.34M 0.02%
119,900
+1,300
+1% +$24.7K
VYX icon
628
NCR Voyix
VYX
$1.14B
$2.33M 0.02%
130,628
+652
+0.5% +$11.5K
DKS icon
629
Dick's Sporting Goods
DKS
$18.7B
$2.32M 0.02%
46,700
-500
-1% -$23.4K
NDAQ icon
630
Nasdaq
NDAQ
$52.9B
$2.32M 0.02%
144,885
-300
-0.2% -$4.41K
TSS
631
DELISTED
Total System Services, Inc.
TSS
$2.31M 0.02%
68,133
+400
+0.6% +$12.9K
SIRO
632
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$2.31M 0.02%
26,400
+100
+0.4% +$8.26K
EV
633
DELISTED
Eaton Vance Corp.
EV
$2.3M 0.02%
56,300
– –
TCO
634
DELISTED
Taubman Centers Inc.
TCO
$2.3M 0.02%
30,100
+100
+0.3% +$7.64K
RFMD
635
DELISTED
RF MICRO DEVICES INC
RFMD
$2.3M 0.02%
138,400
+1,900
+1% +$25.4K
RS icon
636
Reliance Steel & Aluminium
RS
$21.6B
$2.28M 0.02%
37,200
+200
+0.5% +$12.7K
GGG icon
637
Graco
GGG
$13.5B
$2.27M 0.02%
84,900
-600
-0.7% -$15.4K
BC icon
638
Brunswick
BC
$5.28B
$2.27M 0.02%
44,200
+100
+0.2% +$4.68K
TFX icon
639
Teleflex
TFX
$5.98B
$2.27M 0.02%
19,730
+100
+0.5% +$11.3K
STLD icon
640
Steel Dynamics
STLD
$37.6B
$2.26M 0.01%
114,400
+500
+0.4% +$10.8K
SCI icon
641
Service Corp International
SCI
$11.6B
$2.24M 0.01%
98,800
-1,400
-1% -$30.7K
WTRG icon
642
Essential Utilities
WTRG
$11.4B
$2.24M 0.01%
84,016
– –
ALB icon
643
Albemarle
ALB
$15.5B
$2.24M 0.01%
37,220
+100
+0.3% +$5.89K
AIV
644
Aimco
AIV
$383M
$2.24M 0.01%
451,820
+2,253
+0.5% +$10.7K
ACM icon
645
Aecom
ACM
$9.75B
$2.22M 0.01%
73,200
+26,000
+55% +$811K
EGN
646
DELISTED
Energen
EGN
$2.22M 0.01%
34,800
+100
+0.3% +$6.33K
GMLP
647
DELISTED
Golar LNG Partners LP
GMLP
$2.21M 0.01%
+71,000
New +$2.33M
SVC
648
Service Properties Trust
SVC
$1.07B
$2.21M 0.01%
14,360
+40
+0.3% +$5.9K
LM
649
DELISTED
Legg Mason, Inc.
LM
$2.21M 0.01%
41,376
-400
-1% -$21.1K
CRI icon
650
Carter's
CRI
$1.47B
$2.2M 0.01%
25,200
– –
24 25
26
27 28

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.