SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+6.32%
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
+$331M
(+2.6%)
Cap. Flow
-$342M
Cap. Flow
% of AUM
-2.64%
Top 10 Holdings %
Top 10 Hldgs %
25.74%
Holding
977
New
19
Increased
588
Reduced
263
Closed
32
Top Buys
| 1 |
Procter & Gamble
PG
|
$102M |
| 2 |
Walt Disney
DIS
|
$65M |
| 3 |
Sherwin-Williams
SHW
|
$59M |
| 4 |
Zoetis
ZTS
|
$35.3M |
| 5 |
CELG
Celgene Corp
CELG
|
$35.1M |
Top Sells
| 1 |
Constellation Brands
STZ
|
$55.3M |
| 2 |
Thermo Fisher Scientific
TMO
|
$51.3M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
$48.6M |
| 4 |
Bristol-Myers Squibb
BMY
|
$48.5M |
| 5 |
CVS Health
CVS
|
$48.4M |
Sector Composition
| 1 | Financials | 20.57% |
| 2 | Technology | 14.14% |
| 3 | Healthcare | 12.63% |
| 4 | Communication Services | 11.18% |
| 5 | Industrials | 8.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
501
IDEX
IEX
$12.4B
| $2.9M | 0.02% |
31,000
+300
| +1% | +$28.1K |
|
502
Mattel
MAT
$6.06B
| $2.88M | 0.02% |
112,461
+600
| +0.5% | +$15.4K |
|
503
NVR
NVR
$23.5B
| $2.87M | 0.02% |
1,364
-100
| -7% | -$211K |
|
504
Iron Mountain
IRM
$27.2B
| $2.87M | 0.02% |
80,546
+400
| +0.5% | +$14.3K |
|
505
MarketAxess Holdings
MKTX
$7.01B
| $2.87M | 0.02% |
15,300
+200
| +1% | +$37.5K |
|
506
Chemours
CC
$2.34B
| $2.86M | 0.02% |
+74,400
| New | +$2.86M |
|
507
Camden Property Trust
CPT
$11.9B
| $2.86M | 0.02% |
35,600
+400
| +1% | +$32.2K |
|
508
Kilroy Realty
KRC
$5.05B
| $2.86M | 0.02% |
39,700
+2,600
| +7% | +$187K |
|
509
Qorvo
QRVO
$8.61B
| $2.85M | 0.02% |
41,524
-200
| -0.5% | -$13.7K |
|
510
OGE Energy
OGE
$8.89B
| $2.84M | 0.02% |
81,120
+700
| +0.9% | +$24.5K |
|
511
American Financial Group
AFG
$11.6B
| $2.83M | 0.02% |
29,690
+300
| +1% | +$28.6K |
|
512
ManpowerGroup
MAN
$1.91B
| $2.82M | 0.02% |
27,530
+500
| +2% | +$51.3K |
|
513
JetBlue
JBLU
$1.85B
| $2.82M | 0.02% |
136,923
+6,500
| +5% | +$134K |
|
514
Coty
COTY
$3.81B
| $2.8M | 0.02% |
154,589
+800
| +0.5% | +$14.5K |
|
515
Zions Bancorporation
ZION
$8.34B
| $2.79M | 0.02% |
66,506
-100
| -0.2% | -$4.2K |
|
|
VAR
516
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.79M | 0.02% |
30,654
-4,189
| -12% | -$382K |
|
517
Carlisle Companies
CSL
$16.9B
| $2.79M | 0.02% |
26,220
-10,800
| -29% | -$1.15M |
|
518
W.R. Berkley
WRB
$27.3B
| $2.78M | 0.02% |
132,823
+1,012
| +0.8% | +$21.2K |
|
519
Globe Life
GL
$11.3B
| $2.77M | 0.02% |
36,010
-100
| -0.3% | -$7.7K |
|
|
FLG
520
Flagstar Financial, Inc.
FLG
$5.39B
| $2.77M | 0.02% |
66,157
+767
| +1% | +$32.1K |
|
521
Sealed Air
SEE
$4.82B
| $2.77M | 0.02% |
63,548
+300
| +0.5% | +$13.1K |
|
522
Jefferies Financial Group
JEF
$13.1B
| $2.77M | 0.02% |
118,802
+447
| +0.4% | +$10.4K |
|
523
Toro Company
TTC
$7.99B
| $2.75M | 0.02% |
44,000
| – | – |
|
524
BorgWarner
BWA
$9.53B
| $2.75M | 0.02% |
74,631
-59,980
| -45% | -$2.21M |
|
525
SEI Investments
SEIC
$10.8B
| $2.74M | 0.02% |
54,300
+200
| +0.4% | +$10.1K |
|