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 | |
|---|---|---|---|---|---|---|
476
Zions Bancorporation
ZION
$8.42B
| $2.89M | 0.02% |
61,306
-5,300
| -8% | -$250K |
|
|
OA
477
DELISTED
Orbital ATK, Inc.
OA
| $2.89M | 0.02% |
21,700
-2,100
| -9% | -$280K |
|
478
JB Hunt Transport Services
JBHT
$13.8B
| $2.87M | 0.02% |
25,876
-2,300
| -8% | -$255K |
|
|
WCG
479
DELISTED
Wellcare Health Plans, Inc.
WCG
| $2.87M | 0.02% |
16,700
-1,600
| -9% | -$275K |
|
480
Pinnacle West Capital
PNW
$10.5B
| $2.87M | 0.02% |
33,887
-2,800
| -8% | -$237K |
|
481
Alaska Air
ALK
$7.34B
| $2.86M | 0.02% |
37,496
-3,100
| -8% | -$236K |
|
482
W.W. Grainger
GWW
$47.7B
| $2.86M | 0.02% |
15,907
-1,800
| -10% | -$324K |
|
483
Everest Group
EG
$14.2B
| $2.86M | 0.02% |
12,500
-1,000
| -7% | -$228K |
|
|
TIF
484
DELISTED
Tiffany & Co.
TIF
| $2.84M | 0.02% |
30,934
-4,300
| -12% | -$395K |
|
485
Old Dominion Freight Line
ODFL
$31.8B
| $2.83M | 0.02% |
77,100
-8,400
| -10% | -$308K |
|
486
Steris
STE
$24.5B
| $2.82M | 0.02% |
31,900
-3,100
| -9% | -$274K |
|
|
VAR
487
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.79M | 0.02% |
27,854
-2,400
| -8% | -$240K |
|
488
Regency Centers
REG
$13.3B
| $2.79M | 0.02% |
44,900
-3,200
| -7% | -$199K |
|
489
Teradyne
TER
$18.9B
| $2.77M | 0.02% |
74,400
-7,600
| -9% | -$283K |
|
490
VeriSign
VRSN
$26.4B
| $2.77M | 0.02% |
26,057
-3,000
| -10% | -$319K |
|
491
DaVita
DVA
$9.62B
| $2.76M | 0.02% |
46,458
-4,700
| -9% | -$279K |
|
492
Campbell Soup
CPB
$10.1B
| $2.76M | 0.02% |
58,859
-4,200
| -7% | -$197K |
|
493
Nasdaq
NDAQ
$54.5B
| $2.75M | 0.02% |
106,233
-6,000
| -5% | -$155K |
|
494
Qorvo
QRVO
$8.5B
| $2.73M | 0.02% |
38,624
-3,100
| -7% | -$219K |
|
495
Hanesbrands
HBI
$2.28B
| $2.73M | 0.02% |
110,592
-9,100
| -8% | -$224K |
|
496
Federal Realty Investment Trust
FRT
$8.78B
| $2.72M | 0.02% |
21,916
-1,800
| -8% | -$224K |
|
497
OGE Energy
OGE
$8.75B
| $2.71M | 0.02% |
75,120
-7,200
| -9% | -$259K |
|
498
Western Union
WU
$2.82B
| $2.7M | 0.02% |
140,826
-14,100
| -9% | -$271K |
|
499
West Pharmaceutical
WST
$18.2B
| $2.68M | 0.02% |
27,800
-2,500
| -8% | -$241K |
|
500
American Financial Group
AFG
$11.5B
| $2.67M | 0.02% |
25,790
-4,600
| -15% | -$476K |
|