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
DWA
876
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$724K 0.01%
28,100
-4,200
-13% -$96.5K
GATX icon
877
GATX Corp
GATX
$6.27B
$714K 0.01%
16,790
-3,000
-15% -$135K
SVU
878
DELISTED
SUPERVALU Inc.
SVU
$713K 0.01%
15,014
-1,686
-10% -$80.5K
ARO
879
DELISTED
Aeropostale Inc
ARO
$713K 0.01%
2,545,500
-610,000
-19% -$334K
WT icon
880
WisdomTree
WT
$3.22B
$712K 0.01%
45,400
-6,700
-13% -$123K
KMPR icon
881
Kemper
KMPR
$1.68B
$710K 0.01%
19,050
-3,200
-14% -$123K
AVP
882
DELISTED
Avon Products, Inc.
AVP
$697K 0.01%
172,155
-26,000
-13% -$95.5K
IDCC icon
883
InterDigital
IDCC
$8.89B
$687K 0.01%
14,000
-2,300
-14% -$117K
TIME
884
DELISTED
Time Inc.
TIME
$681K 0.01%
43,437
-6,500
-13% -$112K
MLKN icon
885
MillerKnoll
MLKN
$1.67B
$678K 0.01%
23,630
-3,500
-13% -$108K
URBN icon
886
Urban Outfitters
URBN
$6.59B
$676K 0.01%
29,719
-4,600
-13% -$119K
ASNA
887
DELISTED
Ascena Retail Group, Inc.
ASNA
$672K 0.01%
3,410
-464
-12% -$109K
DNOW icon
888
DNOW Inc
DNOW
$2.99B
$671K 0.01%
42,427
-6,300
-13% -$108K
MCY icon
889
Mercury Insurance
MCY
$6.07B
$671K 0.01%
14,400
-2,200
-13% -$111K
ISIL
890
DELISTED
Intersil Corp
ISIL
$669K 0.01%
52,400
-7,700
-13% -$102K
GVA icon
891
Granite Construction
GVA
$5.62B
$667K 0.01%
15,545
-2,200
-12% -$82.5K
PLCM
892
DELISTED
POLYCOM INC
PLCM
$659K 0.01%
52,322
-8,500
-14% -$111K
NYT icon
893
New York Times
NYT
$10.2B
$658K 0.01%
49,000
-9,000
-16% -$120K
CVLT icon
894
Commault Systems
CVLT
$5.61B
$657K 0.01%
16,700
-2,600
-13% -$102K
VSH icon
895
Vishay Intertechnology
VSH
$5.43B
$645K ﹤0.01%
53,552
-8,100
-13% -$91.5K
RAMP icon
896
LiveRamp
RAMP
$2.3B
$644K ﹤0.01%
30,800
-4,700
-13% -$103K
MDP
897
DELISTED
Meredith Corporation
MDP
$644K ﹤0.01%
14,900
-2,200
-13% -$99K
KLXI
898
DELISTED
KLX Inc.
KLXI
$644K ﹤0.01%
24,787
-3,677
-13% -$108K
HSNI
899
DELISTED
HSN, Inc.
HSNI
$644K ﹤0.01%
12,700
-2,000
-14% -$109K
ALEX
900
DELISTED
Alexander & Baldwin
ALEX
$640K ﹤0.01%
18,120
-2,800
-13% -$103K
34 35
36
37 38

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.