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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
DNB
726
DELISTED
Dun & Bradstreet
DNB
$1.28M 0.01%
12,346
-700
-5% -$76K
EGN
727
DELISTED
Energen
EGN
$1.28M 0.01%
31,200
-4,600
-13% -$252K
PAY
728
DELISTED
Verifone Systems Inc
PAY
$1.27M 0.01%
45,400
-6,600
-13% -$191K
PPS
729
DELISTED
Post Properties
PPS
$1.27M 0.01%
+21,400
New +$1.27M
NRG icon
730
NRG Energy
NRG
$24.8B
$1.26M 0.01%
107,436
-12,000
-10% -$152K
LPNT
731
DELISTED
LifePoint Health, Inc.
LPNT
$1.26M 0.01%
17,200
-3,000
-15% -$213K
CNL
732
DELISTED
CLECO CRP (HOLDING CO)
CNL
$1.25M 0.01%
23,900
-3,600
-13% -$187K
PB icon
733
Prosperity Bancshares
PB
$8.89B
$1.24M 0.01%
26,000
-3,500
-12% -$180K
WGL
734
DELISTED
Wgl Holdings
WGL
$1.24M 0.01%
19,740
-2,900
-13% -$177K
MUR icon
735
Murphy Oil
MUR
$4.78B
$1.24M 0.01%
55,301
-3,500
-6% -$94.4K
TDY icon
736
Teledyne Technologies
TDY
$32B
$1.24M 0.01%
14,000
-2,100
-13% -$186K
CYH icon
737
Community Health Systems
CYH
$423M
$1.24M 0.01%
56,500
-8,591
-13% -$222K
CXW icon
738
CoreCivic
CXW
$3.19B
$1.23M 0.01%
46,312
-7,000
-13% -$192K
SKT icon
739
Tanger
SKT
$4.52B
$1.23M 0.01%
37,500
-6,200
-14% -$210K
FMER
740
DELISTED
FIRSTMERIT CORP
FMER
$1.22M 0.01%
65,569
-10,000
-13% -$190K
DNY
741
DELISTED
DONNELLEY R R & SONS CO
DNY
$1.21M 0.01%
82,500
-12,500
-13% -$184K
GWR
742
DELISTED
Genesee & Wyoming Inc.
GWR
$1.21M 0.01%
22,500
-1,600
-7% -$101K
CBRL icon
743
Cracker Barrel
CBRL
$1.29B
$1.21M 0.01%
9,500
-1,600
-14% -$216K
NTCT icon
744
NETSCOUT
NTCT
$2.79B
$1.2M 0.01%
39,200
-6,200
-14% -$213K
TDC icon
745
Teradata
TDC
$2.55B
$1.2M 0.01%
45,512
-5,600
-11% -$158K
EXP icon
746
Eagle Materials
EXP
$6.57B
$1.2M 0.01%
19,800
-3,200
-14% -$213K
VYX icon
747
NCR Voyix
VYX
$1.14B
$1.2M 0.01%
79,772
-38,631
-33% -$615K
BWLD
748
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.2M 0.01%
7,500
-6,700
-47% -$1.12M
WSO icon
749
Watsco Inc
WSO
$13.6B
$1.2M 0.01%
10,200
-1,600
-14% -$197K
AKRX
750
DELISTED
Akorn Inc
AKRX
$1.18M 0.01%
31,700
-4,700
-13% -$147K
28 29
30
31 32

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.