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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
RS icon
651
Reliance Steel & Aluminium
RS
$21.6B
$1.64M 0.01%
28,300
-5,100
-15% -$296K
SON icon
652
Sonoco
SON
$5.74B
$1.63M 0.01%
39,911
-6,100
-13% -$254K
ARRS
653
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.63M 0.01%
53,300
-7,900
-13% -$232K
ODFL icon
654
Old Dominion Freight Line
ODFL
$44.9B
$1.62M 0.01%
82,200
-12,900
-14% -$268K
AMSG
655
DELISTED
Amsurg Corp
AMSG
$1.62M 0.01%
21,300
-180,700
-89% -$14.3M
GGG icon
656
Graco
GGG
$13.5B
$1.59M 0.01%
66,300
-12,600
-16% -$304K
OZK icon
657
Bank OZK
OZK
$5.61B
$1.59M 0.01%
32,200
-2,900
-8% -$146K
FLO icon
658
Flowers Foods
FLO
$1.57B
$1.59M 0.01%
73,850
-10,400
-12% -$253K
TTC icon
659
Toro Company
TTC
$9.49B
$1.59M 0.01%
43,400
+600
+1% +$22.5K
PTC icon
660
PTC
PTC
$16B
$1.57M 0.01%
45,239
-6,900
-13% -$242K
SVC
661
Service Properties Trust
SVC
$1.07B
$1.57M 0.01%
11,980
-1,876
-14% -$252K
CNI icon
662
Canadian National Railway
CNI
$76.6B
$1.56M 0.01%
28,000
– –
ESV
663
DELISTED
Ensco Rowan plc
ESV
$1.56M 0.01%
25,395
-1,125
-4% -$73.5K
WRI
664
DELISTED
Weingarten Realty Investors
WRI
$1.56M 0.01%
45,100
-6,700
-13% -$231K
DNKN
665
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.56M 0.01%
36,600
-6,800
-16% -$285K
AN icon
666
AutoNation
AN
$6.92B
$1.56M 0.01%
26,121
-2,100
-7% -$130K
SKX
667
DELISTED
Skechers
SKX
$1.55M 0.01%
51,400
-21,500
-29% -$719K
ENH
668
DELISTED
Endurance Specialty Holdings Ltd
ENH
$1.55M 0.01%
24,200
-3,400
-12% -$219K
FAF icon
669
First American
FAF
$7.58B
$1.54M 0.01%
43,000
-6,400
-13% -$245K
LSI
670
DELISTED
Life Storage, Inc.
LSI
$1.53M 0.01%
21,450
+300
+1% +$20.1K
CPRT icon
671
Copart
CPRT
$27.5B
$1.53M 0.01%
322,816
-28,000
-8% -$129K
IDTI
672
DELISTED
Integrated Device Technology I
IDTI
$1.53M 0.01%
58,020
-9,600
-14% -$246K
NEU icon
673
NewMarket
NEU
$8.18B
$1.52M 0.01%
4,000
-700
-15% -$272K
FNFG
674
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$1.52M 0.01%
140,290
-21,000
-13% -$224K
POST icon
675
Post Holdings
POST
$3.57B
$1.51M 0.01%
37,436
-917
-2% -$37.9K
25 26
27
28 29

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.