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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
+5.73%
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
$13.1B
AUM Growth
+$123M
Cap. Flow
-$445M
Cap. Flow %
-3.41%
Top 10 Hldgs %
23.98%
Holding
979
New
21
Increased
65
Reduced
843
Closed
24

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$210M
2
AXP icon
American Express
AXP
+$103M
3
WFC icon
Wells Fargo
WFC
+$89.8M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$72.9M
5
VIAB
Viacom Inc. Class B
VIAB
+$46.6M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$267M
2
UNP icon
Union Pacific
UNP
+$117M
3
PCG icon
PG&E
PCG
+$79.7M
4
PYPL icon
PayPal
PYPL
+$76.1M
5
AAPL icon
Apple
AAPL
+$59.9M

Sector Composition

Rank Sector Weight
1 Financials 19.34%
2 Healthcare 14.87%
3 Technology 12.45%
4 Consumer Discretionary 9.65%
5 Communication Services 9.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BBWI icon
226
Bath & Body Works
BBWI
$4.1B
$8.34M 0.06%
107,718
-6,803
-6% -$527K
ETN icon
227
Eaton
ETN
$174B
$8.24M 0.06%
158,296
-60,500
-28% -$3.28M
WELL icon
228
Welltower
WELL
$171B
$8.24M 0.06%
121,077
-6,000
-5% -$392K
ALL icon
229
Allstate
ALL
$67.5B
$8.22M 0.06%
132,473
-12,300
-8% -$765K
DE icon
230
Deere & Co
DE
$168B
$8.13M 0.06%
106,662
-6,400
-6% -$495K
APA icon
231
APA Corp
APA
$13.2B
$7.97M 0.06%
179,245
-7,200
-4% -$335K
DFS
232
DELISTED
Discover Financial Services
DFS
$7.84M 0.06%
146,235
-11,100
-7% -$616K
PPL
233
PPL Corp
PPL
$26.7B
$7.84M 0.06%
229,750
-12,100
-5% -$408K
ADM icon
234
Archer Daniels Midland
ADM
$36.9B
$7.7M 0.06%
209,925
– –
PLD icon
235
Prologis
PLD
$133B
$7.7M 0.06%
179,313
-10,000
-5% -$422K
MNST icon
236
Monster Beverage
MNST
$88.5B
$7.65M 0.06%
308,028
-20,400
-6% -$493K
VTRS icon
237
Viatris
VTRS
$18.9B
$7.64M 0.06%
141,293
-7,800
-5% -$375K
SRE icon
238
Sempra
SRE
$54.8B
$7.59M 0.06%
161,388
-8,400
-5% -$415K
WM icon
239
Waste Management
WM
$91B
$7.58M 0.06%
142,018
-10,000
-7% -$531K
ZTS icon
240
Zoetis
ZTS
$30B
$7.51M 0.06%
156,656
-10,100
-6% -$456K
STI
241
DELISTED
SunTrust Banks, Inc.
STI
$7.47M 0.06%
174,328
-12,600
-7% -$531K
ROST icon
242
Ross Stores
ROST
$81.9B
$7.45M 0.06%
138,484
-10,900
-7% -$557K
EWY icon
243
iShares MSCI South Korea ETF
EWY
$24.1B
$7.45M 0.06%
150,000
– –
GLW icon
244
Corning
GLW
$143B
$7.4M 0.06%
404,621
-38,700
-9% -$702K
FISV
245
Fiserv Inc
FISV
$27.9B
$7.39M 0.06%
161,552
-7,800
-5% -$366K
ANF icon
246
Abercrombie & Fitch
ANF
$5B
$7.37M 0.06%
273,062
+190,200
+230% +$4.42M
SYY icon
247
Sysco
SYY
$40.3B
$7.36M 0.06%
179,559
-21,000
-10% -$861K
EFOI icon
248
Energy Focus
EFOI
$20.3M
$7.36M 0.06%
15,286
+572
+4% +$292K
AMAT icon
249
Applied Materials
AMAT
$428B
$7.34M 0.06%
393,085
-41,100
-9% -$714K
HPQ icon
250
HP
HPQ
$27.5B
$7.32M 0.06%
617,813
-818,360
-57% -$10.5M
8 9
10
11 12

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 2015 Portfolio in Review

As of Q4 2015, State of Michigan Retirement System held 979 positions worth $13.1B, up 0.95% from $12.9B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Michigan Retirement System withdrew a net $445M in Q4 2015, closing 24 positions and reducing 843 holdings. Its most notable exit was Chubb, an estimated $15.2M position sold in full.

By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 19% a quarter earlier, followed by Healthcare and Technology.

Against the trend, State of Michigan Retirement System opened a new position in Alphabet (Google) Class A worth $221M.

  • State of Michigan Retirement System's largest Q4 2015 buy was Alphabet (Google) Class A: 5,686,360 shares worth $221M.
  • State of Michigan Retirement System added most to American Express in Q4 2015, an estimated $103M increase.
  • State of Michigan Retirement System's biggest Q4 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $267M.
  • State of Michigan Retirement System fully exited Chubb in Q4 2015, selling an estimated $15.2M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $13.1B portfolio in Q4 2015.
  • State of Michigan Retirement System opened 21 new positions and closed 24 in Q4 2015.
  • State of Michigan Retirement System's portfolio value rose 0.95% quarter-over-quarter to $13.1B.

Based on State of Michigan Retirement System's 13F filing for Q4 2015, filed 1 Feb 2016.