SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+3.9%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.7B
AUM Growth
+$242M
(+1.9%)
Cap. Flow
-$123M
Cap. Flow
% of AUM
-0.97%
Top 10 Holdings %
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23
Top Buys
| 1 |
AGNC Investment
AGNC
|
$82.5M |
| 2 |
Exelon
EXC
|
$74.4M |
| 3 |
TJX Companies
TJX
|
$29.4M |
| 4 |
Oracle
ORCL
|
$28M |
| 5 |
Robert Half
RHI
|
$27.6M |
Top Sells
| 1 |
Aflac
AFL
|
$140M |
| 2 |
XYZ
Block, Inc.
XYZ
|
$66M |
| 3 |
MON
Monsanto Co
MON
|
$61.8M |
| 4 |
Valero Energy
VLO
|
$40.7M |
| 5 |
TWX
Time Warner Inc
TWX
|
$39.4M |
Sector Composition
| 1 | Financials | 16.69% |
| 2 | Technology | 15.71% |
| 3 | Healthcare | 15.25% |
| 4 | Consumer Discretionary | 9.01% |
| 5 | Communication Services | 8.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
451
Reinsurance Group of America
RGA
$12.7B
| $3.18M | 0.03% |
23,800
+300
| +1% | +$40K |
|
452
Nasdaq
NDAQ
$54.1B
| $3.16M | 0.02% |
103,833
+900
| +0.9% | +$27.4K |
|
|
VIAB
453
DELISTED
Viacom Inc. Class B
VIAB
| $3.15M | 0.02% |
104,504
+600
| +0.6% | +$18.1K |
|
454
Chipotle Mexican Grill
CMG
$53.3B
| $3.12M | 0.02% |
362,000
| – | – |
|
455
Packaging Corp of America
PKG
$19.4B
| $3.12M | 0.02% |
27,900
+100
| +0.4% | +$11.2K |
|
456
Camden Property Trust
CPT
$11.8B
| $3.12M | 0.02% |
34,200
+400
| +1% | +$36.5K |
|
457
F5
FFIV
$18.3B
| $3.12M | 0.02% |
18,072
-100
| -0.6% | -$17.2K |
|
458
Wabtec
WAB
$32.5B
| $3.12M | 0.02% |
31,600
+400
| +1% | +$39.4K |
|
459
Hasbro
HAS
$11.1B
| $3.11M | 0.02% |
33,639
+400
| +1% | +$36.9K |
|
460
Leidos
LDOS
$22.8B
| $3.1M | 0.02% |
52,548
+700
| +1% | +$41.3K |
|
461
Albemarle
ALB
$9.58B
| $3.1M | 0.02% |
32,840
+300
| +0.9% | +$28.3K |
|
462
JB Hunt Transport Services
JBHT
$13.8B
| $3.08M | 0.02% |
25,376
+200
| +0.8% | +$24.3K |
|
463
Zions Bancorporation
ZION
$8.37B
| $3.08M | 0.02% |
58,406
+600
| +1% | +$31.6K |
|
|
VAR
464
DELISTED
Varian Medical Systems, Inc.
VAR
| $3.08M | 0.02% |
27,054
+200
| +0.7% | +$22.7K |
|
465
CF Industries
CF
$13.6B
| $3.07M | 0.02% |
69,125
+500
| +0.7% | +$22.2K |
|
|
DRE
466
DELISTED
Duke Realty Corp.
DRE
| $3.07M | 0.02% |
105,700
+600
| +0.6% | +$17.4K |
|
467
Franklin Resources
BEN
$12.9B
| $3.02M | 0.02% |
94,360
-1,500
| -2% | -$48.1K |
|
468
SEI Investments
SEIC
$10.8B
| $3.02M | 0.02% |
48,300
+700
| +1% | +$43.8K |
|
469
Trimble
TRMB
$19.2B
| $3.02M | 0.02% |
91,800
+1,300
| +1% | +$42.7K |
|
470
Qorvo
QRVO
$8.43B
| $3M | 0.02% |
37,424
+200
| +0.5% | +$16K |
|
471
Advance Auto Parts
AAP
$3.66B
| $2.98M | 0.02% |
21,968
+200
| +0.9% | +$27.1K |
|
472
Hormel Foods
HRL
$14.1B
| $2.97M | 0.02% |
79,920
+400
| +0.5% | +$14.9K |
|
473
UDR
UDR
$12.8B
| $2.97M | 0.02% |
79,204
+300
| +0.4% | +$11.3K |
|
|
CDK
474
DELISTED
CDK Global, Inc.
CDK
| $2.97M | 0.02% |
45,600
-500
| -1% | -$32.5K |
|
475
Cincinnati Financial
CINF
$23.9B
| $2.96M | 0.02% |
44,221
+300
| +0.7% | +$20.1K |
|