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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
ARW icon
376
Arrow Electronics
ARW
$10.4B
$4.05M 0.03%
74,837
-6,100
-8% -$348K
AYI icon
377
Acuity Brands
AYI
$10.8B
$4.04M 0.03%
17,300
-2,500
-13% -$543K
FAST icon
378
Fastenal
FAST
$59.5B
$4.04M 0.03%
396,176
-21,200
-5% -$209K
NWL icon
379
Newell Brands
NWL
$2.56B
$4.03M 0.03%
91,328
-5,400
-6% -$236K
TFCF
380
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4.02M 0.03%
147,500
+1,200
+0.8% +$35.3K
WRK
381
DELISTED
WestRock Company
WRK
$4.01M 0.03%
97,651
-7,104
-7% -$323K
ALK icon
382
Alaska Air
ALK
$5.58B
$4.01M 0.03%
49,840
-8,200
-14% -$649K
GWW icon
383
W.W. Grainger
GWW
$60.2B
$4.01M 0.03%
19,775
-2,100
-10% -$432K
FRT icon
384
Federal Realty Investment Trust
FRT
$10.3B
$4M 0.03%
27,400
-4,000
-13% -$578K
HOT
385
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$4M 0.03%
57,717
-3,800
-6% -$271K
XL
386
DELISTED
XL Group Ltd.
XL
$3.99M 0.03%
101,862
-7,400
-7% -$281K
HES
387
DELISTED
Hess
HES
$3.99M 0.03%
82,225
-5,000
-6% -$284K
CTXS
388
DELISTED
Citrix Systems Inc
CTXS
$3.98M 0.03%
66,098
-6,781
-9% -$416K
DVA icon
389
DaVita
DVA
$11.7B
$3.98M 0.03%
57,062
-4,500
-7% -$330K
HBI
390
DELISTED
Hanesbrands
HBI
$3.94M 0.03%
134,024
-11,300
-8% -$339K
HST icon
391
Host Hotels & Resorts
HST
$16B
$3.94M 0.03%
257,096
-14,300
-5% -$238K
TXT icon
392
Textron
TXT
$15.4B
$3.93M 0.03%
93,581
-6,200
-6% -$256K
WHR icon
393
Whirlpool
WHR
$2.82B
$3.93M 0.03%
26,745
-1,600
-6% -$248K
QQQ icon
394
Invesco QQQ Trust
QQQ
$484B
$3.92M 0.03%
+35,000
New +$3.9M
WFM
395
DELISTED
Whole Foods Market Inc
WFM
$3.91M 0.03%
116,714
-12,600
-10% -$401K
UDR icon
396
UDR
UDR
$12.3B
$3.89M 0.03%
103,545
-15,500
-13% -$556K
SLG icon
397
SL Green Realty
SLG
$3.99B
$3.85M 0.03%
35,226
-1,963
-5% -$220K
EWI icon
398
iShares MSCI Italy ETF
EWI
$1.07B
$3.85M 0.03%
140,000
– –
CHD icon
399
Church & Dwight Co
CHD
$24.5B
$3.8M 0.03%
89,600
-29,580
-25% -$1.27M
KEY icon
400
KeyCorp
KEY
$24.4B
$3.77M 0.03%
285,674
-18,100
-6% -$237K
14 15
16
17 18

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.