SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
-6.51%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.9B
AUM Growth
-$1.46B
(-10%)
Cap. Flow
-$405M
Cap. Flow
% of AUM
-3.13%
Top 10 Holdings %
Top 10 Hldgs %
25.01%
Holding
989
New
34
Increased
178
Reduced
623
Closed
31
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$249M |
| 2 |
Union Pacific
UNP
|
$155M |
| 3 |
PG&E
PCG
|
$115M |
| 4 |
Gilead Sciences
GILD
|
$87.4M |
| 5 |
PayPal
PYPL
|
$78.8M |
Top Sells
| 1 |
Alphabet (Google) Class C
GOOG
|
$204M |
| 2 |
US Bancorp
USB
|
$181M |
| 3 |
Everest Group
EG
|
$145M |
| 4 |
AutoZone
AZO
|
$138M |
| 5 |
Verizon
VZ
|
$83.5M |
Sector Composition
| 1 | Financials | 19.02% |
| 2 | Healthcare | 14.57% |
| 3 | Technology | 12.48% |
| 4 | Industrials | 9.7% |
| 5 | Consumer Discretionary | 9.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
Vornado Realty Trust
VNO
$7.93B
| $5.79M | 0.04% |
79,200
-4,824
| -6% | -$353K |
|
302
Omnicom Group
OMC
$15.4B
| $5.78M | 0.04% |
87,706
-7,000
| -7% | -$461K |
|
303
International Paper
IP
$25.7B
| $5.71M | 0.04% |
159,415
-13,728
| -8% | -$491K |
|
304
Roper Technologies
ROP
$55.8B
| $5.7M | 0.04% |
36,394
-2,600
| -7% | -$407K |
|
305
Amphenol
APH
$135B
| $5.69M | 0.04% |
446,496
-32,800
| -7% | -$418K |
|
306
Dollar Tree
DLTR
$20.6B
| $5.62M | 0.04% |
84,374
+4,452
| +6% | +$297K |
|
307
Equinix
EQIX
$75.7B
| $5.61M | 0.04% |
20,500
-1,600
| -7% | -$437K |
|
308
Paychex
PAYX
$48.7B
| $5.53M | 0.04% |
116,151
-10,600
| -8% | -$505K |
|
309
Edwards Lifesciences
EW
$47.5B
| $5.52M | 0.04% |
232,824
-17,400
| -7% | -$412K |
|
|
GGP
310
DELISTED
GGP Inc.
GGP
| $5.51M | 0.04% |
212,100
-31,900
| -13% | -$828K |
|
311
Royal Caribbean
RCL
$95.7B
| $5.51M | 0.04% |
61,800
-2,200
| -3% | -$196K |
|
312
Fifth Third Bancorp
FITB
$30.2B
| $5.49M | 0.04% |
290,212
-23,900
| -8% | -$452K |
|
|
ALTR
313
DELISTED
ALTERA CORP
ALTR
| $5.47M | 0.04% |
109,172
-7,600
| -7% | -$381K |
|
|
BSMX
314
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $5.46M | 0.04% |
744,300
| – | – |
|
315
Keurig Dr Pepper
KDP
$38.9B
| $5.45M | 0.04% |
68,904
-5,500
| -7% | -$435K |
|
316
Clorox
CLX
$15.5B
| $5.38M | 0.04% |
46,570
-4,300
| -8% | -$497K |
|
317
Stanley Black & Decker
SWK
$12.1B
| $5.36M | 0.04% |
55,236
-4,400
| -7% | -$427K |
|
318
Essex Property Trust
ESS
$17.3B
| $5.3M | 0.04% |
23,714
-1,600
| -6% | -$357K |
|
|
ATVI
319
DELISTED
Activision Blizzard Inc.
ATVI
| $5.27M | 0.04% |
+170,600
| New | +$5.27M |
|
320
NOV
NOV
$4.95B
| $5.22M | 0.04% |
138,610
-377,800
| -73% | -$14.2M |
|
321
DTE Energy
DTE
$28.4B
| $5.21M | 0.04% |
76,162
-5,523
| -7% | -$378K |
|
|
ENDP
322
DELISTED
Endo International plc
ENDP
| $5.2M | 0.04% |
75,000
-3,600
| -5% | -$249K |
|
323
Devon Energy
DVN
$22.1B
| $5.17M | 0.04% |
139,411
-10,500
| -7% | -$389K |
|
|
MJN
324
DELISTED
Mead Johnson Nutrition Company
MJN
| $5.16M | 0.04% |
73,309
-5,200
| -7% | -$366K |
|
|
BBBY
325
DELISTED
Bed Bath & Beyond Inc
BBBY
| $5.13M | 0.04% |
89,992
-5,200
| -5% | -$296K |
|