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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
SLM icon
776
SLM Corp
SLM
$5.15B
$1.1M 0.01%
168,425
-25,500
-13% -$173K
AEO icon
777
American Eagle Outfitters
AEO
$3.01B
$1.1M 0.01%
70,775
-10,900
-13% -$171K
VSTO
778
DELISTED
Vista Outdoor Inc.
VSTO
$1.09M 0.01%
24,600
-4,200
-15% -$184K
JACK icon
779
Jack in the Box
JACK
$335M
$1.09M 0.01%
14,200
-2,600
-15% -$197K
RYN icon
780
Rayonier
RYN
$6.55B
$1.09M 0.01%
53,909
-9,259
-15% -$195K
WOLF icon
781
Wolfspeed
WOLF
$1.71B
$1.08M 0.01%
40,700
-6,700
-14% -$173K
AVNT icon
782
Avient
AVNT
$4.19B
$1.08M 0.01%
34,100
-6,300
-16% -$211K
HRC
783
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.08M 0.01%
22,450
-3,300
-13% -$169K
WKC icon
784
World Kinect Corp
WKC
$1.86B
$1.08M 0.01%
28,000
-4,800
-15% -$196K
BOH icon
785
Bank of Hawaii
BOH
$3.13B
$1.07M 0.01%
17,090
-2,800
-14% -$184K
FHI icon
786
Federated Hermes
FHI
$4.72B
$1.07M 0.01%
37,500
-5,900
-14% -$178K
DLX icon
787
Deluxe
DLX
$1.15B
$1.06M 0.01%
19,462
-3,300
-14% -$191K
GPOR
788
DELISTED
Gulfport Energy Corp.
GPOR
$1.05M 0.01%
42,800
-6,400
-13% -$180K
R icon
789
Ryder
R
$10.1B
$1.04M 0.01%
18,291
-1,000
-5% -$66.1K
CIEN icon
790
Ciena
CIEN
$58.4B
$1.04M 0.01%
50,100
-6,200
-11% -$142K
OGS icon
791
ONE Gas
OGS
$5.04B
$1.04M 0.01%
20,657
-3,100
-13% -$150K
RRX icon
792
Regal Rexnord
RRX
$11.9B
$1.04M 0.01%
17,700
-2,700
-13% -$165K
THC icon
793
Tenet Healthcare
THC
$21.1B
$1.03M 0.01%
34,140
-1,800
-5% -$59K
SNX icon
794
TD Synnex
SNX
$20.2B
$1.02M 0.01%
+22,800
New +$1.05M
LPX icon
795
Louisiana-Pacific
LPX
$5.49B
$1.02M 0.01%
56,499
-8,500
-13% -$147K
THO icon
796
Thor Industries
THO
$4.14B
$1.02M 0.01%
18,100
-2,700
-13% -$150K
CBT icon
797
Cabot Corp
CBT
$4.52B
$1.01M 0.01%
24,780
-3,900
-14% -$154K
GME icon
798
GameStop
GME
$8.6B
$1.01M 0.01%
144,408
-9,600
-6% -$92.7K
CCP
799
DELISTED
Care Capital Properties, Inc.
CCP
$1.01M 0.01%
33,100
+600
+2% +$19.1K
LSTR icon
800
Landstar System
LSTR
$6.21B
$1M 0.01%
17,100
-2,800
-14% -$173K
30 31
32
33 34

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.