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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
CMP icon
801
Compass Minerals
CMP
$1.15B
$1.39M 0.01%
16,000
+100
+0.6% +$8.58K
IDTI
802
DELISTED
Integrated Device Technology I
IDTI
$1.39M 0.01%
70,720
+100
+0.1% +$1.72K
RDC
803
DELISTED
Rowan Companies Plc
RDC
$1.38M 0.01%
59,300
+200
+0.3% +$4.62K
CXT icon
804
Crane NXT
CXT
$3.07B
$1.38M 0.01%
67,749
– –
SXT icon
805
Sensient Technologies
SXT
$5.53B
$1.38M 0.01%
22,870
– –
QEP
806
DELISTED
QEP RESOURCES, INC.
QEP
$1.38M 0.01%
68,250
+300
+0.4% +$7K
TQNT
807
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$1.38M 0.01%
+50,000
New +$1.11M
PRI icon
808
Primerica
PRI
$9.89B
$1.37M 0.01%
25,300
-500
-2% -$25.5K
WWD icon
809
Woodward
WWD
$21.4B
$1.37M 0.01%
27,800
+100
+0.4% +$4.96K
IRF
810
DELISTED
INTL RECTIFIER CORP
IRF
$1.36M 0.01%
34,050
+100
+0.3% +$3.97K
CNW
811
DELISTED
CON-WAY INC.
CNW
$1.35M 0.01%
27,550
+300
+1% +$13.9K
CLGX
812
DELISTED
Corelogic, Inc.
CLGX
$1.35M 0.01%
42,700
-500
-1% -$15.3K
KMT icon
813
Kennametal
KMT
$2.52B
$1.35M 0.01%
37,660
+300
+0.8% +$11.4K
ASB icon
814
Associated Banc-Corp
ASB
$5.91B
$1.35M 0.01%
72,289
-1,200
-2% -$21.9K
CBT icon
815
Cabot Corp
CBT
$4.52B
$1.34M 0.01%
30,480
-200
-0.7% -$9.03K
SMG icon
816
ScottsMiracle-Gro
SMG
$3.66B
$1.32M 0.01%
21,175
– –
WNR
817
DELISTED
Western Refining Inc
WNR
$1.31M 0.01%
+34,700
New +$1.44M
DNOW icon
818
DNOW Inc
DNOW
$2.99B
$1.31M 0.01%
50,927
+100
+0.2% +$2.73K
DST
819
DELISTED
DST Systems Inc.
DST
$1.31M 0.01%
27,800
-1,200
-4% -$56.2K
CVSA
820
Covista Inc
CVSA
$4.8B
$1.3M 0.01%
27,400
+200
+0.7% +$9.4K
AHL
821
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.3M 0.01%
29,600
-1,500
-5% -$65.1K
WGL
822
DELISTED
Wgl Holdings
WGL
$1.29M 0.01%
23,640
-1,000
-4% -$48.5K
LDOS icon
823
Leidos
LDOS
$17.3B
$1.29M 0.01%
29,625
+100
+0.3% +$3.91K
TIME
824
DELISTED
Time Inc.
TIME
$1.28M 0.01%
51,837
+200
+0.4% +$4.52K
WPG
825
DELISTED
Washington Prime Group Inc.
WPG
$1.27M 0.01%
8,202
+22
+0.3% +$3.4K
31 32
33
34 35

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.