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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
EV
676
DELISTED
Eaton Vance Corp.
EV
$1.51M 0.01%
46,500
-7,000
-13% -$245K
GRMN
677
Garmin
GRMN
$60B
$1.5M 0.01%
40,346
-2,400
-6% -$87.3K
ZD icon
678
Ziff Davis
ZD
$1.98B
$1.5M 0.01%
+20,930
New +$1.42M
BRO icon
679
Brown & Brown
BRO
$23.9B
$1.49M 0.01%
92,600
-13,600
-13% -$218K
CRL icon
680
Charles River Laboratories
CRL
$12.8B
$1.48M 0.01%
18,400
-3,000
-14% -$216K
GRC icon
681
Gorman-Rupp
GRC
$2.21B
$1.47M 0.01%
55,000
-25,000
-31% -$694K
SLH
682
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.46M 0.01%
26,600
-3,900
-13% -$212K
SWI
683
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.46M 0.01%
24,700
-5,600
-18% -$310K
OII icon
684
Oceaneering
OII
$4.77B
$1.45M 0.01%
38,700
-5,900
-13% -$252K
MMS icon
685
Maximus
MMS
$3.1B
$1.45M 0.01%
25,800
-4,200
-14% -$253K
TRN icon
686
Trinity Industries
TRN
$2.38B
$1.45M 0.01%
83,887
-13,751
-14% -$255K
RIG icon
687
Transocean
RIG
$5.82B
$1.45M 0.01%
116,900
-6,400
-5% -$92.3K
LM
688
DELISTED
Legg Mason, Inc.
LM
$1.45M 0.01%
36,876
-2,500
-6% -$107K
ZBRA icon
689
Zebra Technologies
ZBRA
$17.8B
$1.44M 0.01%
20,600
-3,100
-13% -$232K
NFG icon
690
National Fuel Gas
NFG
$7.65B
$1.43M 0.01%
33,480
-5,000
-13% -$237K
PRXL
691
DELISTED
Parexel International Corp
PRXL
$1.43M 0.01%
21,000
-4,100
-16% -$267K
ATML
692
DELISTED
ATMEL CORP
ATML
$1.43M 0.01%
166,130
-24,200
-13% -$203K
LDOS icon
693
Leidos
LDOS
$17.3B
$1.43M 0.01%
25,325
-3,700
-13% -$195K
RRC icon
694
Range Resources
RRC
$8.95B
$1.43M 0.01%
57,923
-3,200
-5% -$95K
NAVI icon
695
Navient
NAVI
$853M
$1.42M 0.01%
123,925
-11,500
-8% -$141K
LYV icon
696
Live Nation Entertainment
LYV
$42.1B
$1.42M 0.01%
57,600
-8,800
-13% -$225K
MDU icon
697
MDU Resources
MDU
$4.32B
$1.41M 0.01%
202,927
-30,770
-13% -$213K
CSRA
698
DELISTED
CSRA Inc.
CSRA
$1.41M 0.01%
+47,073
New +$1.35M
CBSH icon
699
Commerce Bancshares
CBSH
$8.5B
$1.41M 0.01%
54,029
-8,901
-14% -$240K
GNW icon
700
Genworth Financial
GNW
$3.71B
$1.41M 0.01%
377,362
+17,018
+5% +$78.7K
26 27
28
29 30

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.