We are live on ! Find out more
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
HOLX
401
DELISTED
Hologic
HOLX
$3.76M 0.03%
97,280
-14,300
-13% -$556K
AAP icon
402
Advance Auto Parts
AAP
$3.49B
$3.76M 0.03%
25,000
-1,400
-5% -$243K
M icon
403
Macy's
M
$6.68B
$3.76M 0.03%
107,502
-12,200
-10% -$529K
MSI icon
404
Motorola Solutions
MSI
$77.4B
$3.76M 0.03%
54,927
+214
+0.4% +$14.9K
STX icon
405
Seagate
STX
$184B
$3.75M 0.03%
102,268
-7,200
-7% -$274K
KIM icon
406
Kimco Realty
KIM
$16.4B
$3.74M 0.03%
141,346
-7,800
-5% -$203K
KMX icon
407
CarMax
KMX
$8.26B
$3.74M 0.03%
69,269
-5,900
-8% -$337K
UHS icon
408
Universal Health Services
UHS
$10.5B
$3.73M 0.03%
31,200
-1,900
-6% -$232K
MAC icon
409
Macerich
MAC
$6.92B
$3.71M 0.03%
45,988
-2,800
-6% -$225K
LHX icon
410
L3Harris
LHX
$53.4B
$3.7M 0.03%
42,585
-2,200
-5% -$177K
KLAC icon
411
KLA
KLAC
$259B
$3.7M 0.03%
533,370
-36,000
-6% -$230K
L icon
412
Loews
L
$23.6B
$3.68M 0.03%
95,725
-8,100
-8% -$302K
MTD icon
413
Mettler-Toledo International
MTD
$28.6B
$3.66M 0.03%
10,800
-1,800
-14% -$577K
HRL icon
414
Hormel Foods
HRL
$13.8B
$3.65M 0.03%
92,364
-5,000
-5% -$178K
RSG icon
415
Republic Services
RSG
$65.7B
$3.6M 0.03%
81,940
-5,100
-6% -$223K
DHI icon
416
D.R. Horton
DHI
$42.3B
$3.6M 0.03%
112,264
-5,800
-5% -$181K
AEE icon
417
Ameren
AEE
$30.1B
$3.59M 0.03%
82,982
-4,600
-5% -$199K
LKQ icon
418
LKQ Corp
LKQ
$6.29B
$3.58M 0.03%
120,800
-17,900
-13% -$520K
GMCR
419
DELISTED
KEURIG GREEN MTN INC
GMCR
$3.57M 0.03%
39,700
-3,600
-8% -$224K
FL
420
DELISTED
Foot Locker
FL
$3.53M 0.03%
54,300
-9,200
-14% -$612K
TW
421
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$3.53M 0.03%
27,500
-4,100
-13% -$524K
CCEP icon
422
Coca-Cola Europacific Partners
CCEP
$47.9B
$3.52M 0.03%
71,442
-4,800
-6% -$242K
C.WS.A
423
DELISTED
Citigroup Inc
C.WS.A
$3.51M 0.03%
19,500,000
– –
SRCL
424
DELISTED
Stericycle Inc
SRCL
$3.5M 0.03%
29,057
-1,600
-5% -$204K
FBIN icon
425
Fortune Brands Innovations
FBIN
$6.06B
$3.5M 0.03%
73,827
-11,349
-13% -$514K
15 16
17
18 19

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.