SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+5.02%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.4B
AUM Growth
-$886M
(-6.7%)
Cap. Flow
-$1.46B
Cap. Flow
% of AUM
-11.8%
Top 10 Holdings %
Top 10 Hldgs %
23.49%
Holding
969
New
21
Increased
50
Reduced
850
Closed
25
Top Buys
| 1 |
AGNC Investment
AGNC
|
+$130M |
| 2 |
Ally Financial
ALLY
|
+$56.6M |
| 3 |
Microchip Technology
MCHP
|
+$31.9M |
| 4 |
CVS Health
CVS
|
+$27.3M |
| 5 |
Northrop Grumman
NOC
|
+$26.9M |
Top Sells
| 1 |
JPMorgan Chase
JPM
|
+$208M |
| 2 |
Apple
AAPL
|
+$186M |
| 3 |
Willis Towers Watson
WTW
|
+$152M |
| 4 |
Gilead Sciences
GILD
|
+$89.5M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$62.4M |
Sector Composition
| 1 | Financials | 19.42% |
| 2 | Technology | 14.14% |
| 3 | Healthcare | 14.08% |
| 4 | Communication Services | 10.64% |
| 5 | Industrials | 8.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
426
Alexandria Real Estate Equities
ARE
$14.3B
| $3.38M | 0.03% |
28,400
-1,500
| -5% | -$178K |
|
427
LKQ Corp
LKQ
$8.39B
| $3.37M | 0.03% |
93,752
-7,600
| -7% | -$274K |
|
428
Hasbro
HAS
$11B
| $3.37M | 0.03% |
34,539
-2,400
| -6% | -$234K |
|
429
Arthur J. Gallagher & Co
AJG
$76.7B
| $3.36M | 0.03% |
54,652
-4,300
| -7% | -$265K |
|
430
Cadence Design Systems
CDNS
$98.6B
| $3.36M | 0.03% |
85,000
-30,210
| -26% | -$1.19M |
|
|
CTXS
431
DELISTED
Citrix Systems Inc
CTXS
| $3.36M | 0.03% |
43,674
-6,000
| -12% | -$461K |
|
432
Atmos Energy
ATO
$26.3B
| $3.35M | 0.03% |
39,900
-3,500
| -8% | -$293K |
|
433
ResMed
RMD
$40.9B
| $3.33M | 0.03% |
43,200
-15,300
| -26% | -$1.18M |
|
|
XEC
434
DELISTED
CIMAREX ENERGY CO
XEC
| $3.28M | 0.03% |
28,880
-2,400
| -8% | -$273K |
|
435
Expeditors International
EXPD
$16.4B
| $3.28M | 0.03% |
54,799
-4,400
| -7% | -$263K |
|
436
Packaging Corp of America
PKG
$19.4B
| $3.28M | 0.03% |
28,600
-10,200
| -26% | -$1.17M |
|
437
Raymond James Financial
RJF
$33B
| $3.28M | 0.03% |
58,350
-4,800
| -8% | -$270K |
|
438
Bread Financial
BFH
$3.06B
| $3.26M | 0.03% |
18,423
-4,511
| -20% | -$797K |
|
439
Ingredion
INGR
$8.22B
| $3.26M | 0.03% |
27,000
-2,500
| -8% | -$302K |
|
440
Lennar Class A
LEN
$35.6B
| $3.26M | 0.03% |
64,775
-5,358
| -8% | -$269K |
|
441
East-West Bancorp
EWBC
$15.1B
| $3.25M | 0.03% |
54,300
-5,300
| -9% | -$317K |
|
442
C.H. Robinson
CHRW
$14.9B
| $3.24M | 0.03% |
42,629
-335,000
| -89% | -$25.5M |
|
443
Brown-Forman Class B
BF.B
$13B
| $3.23M | 0.03% |
92,866
+2,032
| +2% | +$70.6K |
|
444
Affiliated Managers Group
AMG
$6.59B
| $3.22M | 0.03% |
16,956
-1,600
| -9% | -$304K |
|
|
Y
445
DELISTED
Alleghany Corporation
Y
| $3.21M | 0.03% |
5,800
-600
| -9% | -$332K |
|
|
JNPR
446
DELISTED
Juniper Networks
JNPR
| $3.21M | 0.03% |
115,396
-10,200
| -8% | -$284K |
|
447
Camden Property Trust
CPT
$11.9B
| $3.17M | 0.03% |
34,700
-1,400
| -4% | -$128K |
|
448
Leidos
LDOS
$23B
| $3.17M | 0.03% |
53,448
-5,700
| -10% | -$338K |
|
|
ANSS
449
DELISTED
Ansys
ANSS
| $3.15M | 0.03% |
25,700
-2,400
| -9% | -$295K |
|
450
Bath & Body Works
BBWI
$5.82B
| $3.15M | 0.03% |
93,695
-4,206
| -4% | -$141K |
|