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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
POST icon
901
Post Holdings
POST
$3.57B
$892K 0.01%
32,546
– –
ASPX
902
DELISTED
AUSPEX PHARMACEUTICALS INC COM STK (DE)
ASPX
$892K 0.01%
+16,997
New +$499K
ISIL
903
DELISTED
Intersil Corp
ISIL
$891K 0.01%
61,600
+200
+0.3% +$2.65K
HMSY
904
DELISTED
HMS Holdings Corp.
HMSY
$884K 0.01%
41,800
+200
+0.5% +$4.19K
SMTC icon
905
Semtech
SMTC
$13B
$877K 0.01%
31,800
-200
-0.6% -$5.11K
PLCM
906
DELISTED
POLYCOM INC
PLCM
$876K 0.01%
64,922
-100
-0.2% -$1.27K
WUBA
907
DELISTED
58.com Inc
WUBA
$873K 0.01%
+21,010
New +$867K
DF
908
DELISTED
Dean Foods Company
DF
$865K 0.01%
44,650
+200
+0.4% +$3.18K
MZTI
909
The Marzetti Company
MZTI
$3.11B
$863K 0.01%
9,220
– –
KMPR icon
910
Kemper
KMPR
$1.68B
$861K 0.01%
23,850
+100
+0.4% +$3.53K
THOR
911
DELISTED
THORATEC CORPORATION
THOR
$850K 0.01%
26,200
-500
-2% -$14.5K
ALEX
912
DELISTED
Alexander & Baldwin
ALEX
$849K 0.01%
21,620
+100
+0.5% +$3.8K
OLN icon
913
Olin
OLN
$2.12B
$847K 0.01%
37,190
-100
-0.3% -$2.43K
MLKN icon
914
MillerKnoll
MLKN
$1.67B
$834K 0.01%
28,330
+100
+0.4% +$3.04K
NYT icon
915
New York Times
NYT
$10.2B
$822K 0.01%
62,200
+200
+0.3% +$2.57K
PCH
916
DELISTED
PotlatchDeltic
PCH
$810K 0.01%
19,341
+100
+0.5% +$4.21K
ATW
917
DELISTED
Atwood Oceanics
ATW
$809K 0.01%
28,500
+100
+0.4% +$3.56K
CRC
918
DELISTED
California Resources Corporation
CRC
$801K 0.01%
+14,530
New +$875K
AMD icon
919
Advanced Micro Devices
AMD
$789B
$798K 0.01%
298,900
+3,800
+1% +$10.4K
MSA icon
920
Mine Safety
MSA
$7.49B
$796K 0.01%
15,000
+100
+0.7% +$5.29K
ANN
921
DELISTED
ANN INC
ANN
$795K 0.01%
21,800
+100
+0.5% +$3.77K
TRMK icon
922
Trustmark
TRMK
$2.75B
$788K 0.01%
32,100
+100
+0.3% +$2.38K
ASNA
923
DELISTED
Ascena Retail Group, Inc.
ASNA
$788K 0.01%
3,135
+30
+1% +$7.44K
ITRI icon
924
Itron
ITRI
$4.54B
$787K 0.01%
18,600
– –
DWA
925
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$770K 0.01%
34,500
+400
+1% +$9.04K
35 36
37
38 39

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.