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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
SPXC icon
751
SPX Corp
SPXC
$10.8B
$1.68M 0.01%
77,450
-2,780
-3% -$62.1K
ESL
752
DELISTED
Esterline Technologies
ESL
$1.67M 0.01%
15,200
– –
ATML
753
DELISTED
ATMEL CORP
ATML
$1.67M 0.01%
198,630
+100
+0.1% +$766
SLH
754
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.66M 0.01%
32,500
-100
-0.3% -$5.24K
AVNT icon
755
Avient
AVNT
$4.19B
$1.64M 0.01%
43,300
-500
-1% -$18.3K
DDD icon
756
3D Systems Corp
DDD
$613M
$1.64M 0.01%
49,800
-14,200
-22% -$512K
TGI
757
DELISTED
Triumph Group
TGI
$1.63M 0.01%
24,200
-200
-0.8% -$13.1K
TECH icon
758
Bio-Techne
TECH
$11.3B
$1.63M 0.01%
70,400
– –
CST
759
DELISTED
CST Brands, Inc.
CST
$1.61M 0.01%
36,984
+1,600
+5% +$64.3K
WKC icon
760
World Kinect Corp
WKC
$1.86B
$1.61M 0.01%
34,300
– –
BDC icon
761
Belden
BDC
$5.19B
$1.61M 0.01%
20,400
-100
-0.5% -$7.08K
RRX icon
762
Regal Rexnord
RRX
$11.9B
$1.6M 0.01%
21,300
-100
-0.5% -$7.03K
DNY
763
DELISTED
DONNELLEY R R & SONS CO
DNY
$1.6M 0.01%
95,100
+300
+0.3% +$5.04K
CLC
764
DELISTED
Clarcor
CLC
$1.59M 0.01%
23,900
– –
SGI
765
Somnigroup International
SGI
$13.7B
$1.59M 0.01%
116,000
+400
+0.3% +$5.46K
CYT
766
DELISTED
CYTEC INDS INC
CYT
$1.58M 0.01%
34,300
+200
+0.6% +$9.31K
PB icon
767
Prosperity Bancshares
PB
$8.89B
$1.58M 0.01%
28,600
+100
+0.4% +$5.67K
IDA icon
768
Idacorp
IDA
$8.2B
$1.58M 0.01%
23,880
– –
CNL
769
DELISTED
CLECO CRP (HOLDING CO)
CNL
$1.56M 0.01%
28,700
+100
+0.3% +$5.28K
SWI
770
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.56M 0.01%
31,300
+200
+0.6% +$9.53K
XLS
771
DELISTED
EXELIS INC COM STK
XLS
$1.56M 0.01%
88,900
-500
-0.6% -$8.63K
LPNT
772
DELISTED
LifePoint Health, Inc.
LPNT
$1.55M 0.01%
21,500
+100
+0.5% +$6.93K
LSTR icon
773
Landstar System
LSTR
$6.21B
$1.54M 0.01%
21,300
+100
+0.5% +$7.43K
GEVO icon
774
Gevo
GEVO
$382M
$1.54M 0.01%
804
– –
NBR icon
775
Nabors Industries
NBR
$1.21B
$1.54M 0.01%
2,373
-5,500
-70% -$4.35M
29 30
31
32 33

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.