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 | |
|---|---|---|---|---|---|---|
501
Arrow Electronics
ARW
$6.49B
| $2.67M | 0.02% |
33,162
-3,500
| -10% | -$281K |
|
502
Factset
FDS
$14.2B
| $2.67M | 0.02% |
14,800
-1,500
| -9% | -$270K |
|
|
XLFS
503
DELISTED
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO
XLFS
| $2.66M | 0.02% |
49,600
| – | – |
|
|
WR
504
DELISTED
Westar Energy Inc
WR
| $2.65M | 0.02% |
53,450
-5,100
| -9% | -$253K |
|
|
SBNY
505
DELISTED
Signature Bank
SBNY
| $2.65M | 0.02% |
20,700
-1,400
| -6% | -$179K |
|
506
A.O. Smith
AOS
$10.4B
| $2.64M | 0.02% |
44,400
-16,300
| -27% | -$969K |
|
507
Avery Dennison
AVY
$13.1B
| $2.64M | 0.02% |
26,826
-2,300
| -8% | -$226K |
|
508
Kilroy Realty
KRC
$5.05B
| $2.63M | 0.02% |
37,000
-3,500
| -9% | -$249K |
|
509
Hormel Foods
HRL
$14B
| $2.63M | 0.02% |
81,820
-6,800
| -8% | -$219K |
|
510
Globe Life
GL
$11.4B
| $2.63M | 0.02% |
32,810
-2,900
| -8% | -$232K |
|
511
IPG Photonics
IPGP
$3.5B
| $2.63M | 0.02% |
14,200
-1,300
| -8% | -$241K |
|
512
Graco
GGG
$14.2B
| $2.61M | 0.02% |
63,300
-5,400
| -8% | -$223K |
|
513
MarketAxess Holdings
MKTX
$6.99B
| $2.6M | 0.02% |
14,100
-1,400
| -9% | -$258K |
|
514
Snap-on
SNA
$17.1B
| $2.6M | 0.02% |
17,435
-1,600
| -8% | -$238K |
|
515
Copart
CPRT
$47.1B
| $2.59M | 0.02% |
301,616
-36,400
| -11% | -$313K |
|
516
Lamb Weston
LW
$8.02B
| $2.58M | 0.02% |
55,000
-2,200
| -4% | -$103K |
|
517
RPM International
RPM
$16.4B
| $2.58M | 0.02% |
50,218
-4,800
| -9% | -$246K |
|
518
Lennox International
LII
$20.4B
| $2.56M | 0.02% |
14,300
-1,500
| -9% | -$268K |
|
519
Goodyear
GT
$2.45B
| $2.54M | 0.02% |
76,416
-6,300
| -8% | -$209K |
|
520
Akamai
AKAM
$11.3B
| $2.54M | 0.02% |
52,023
-4,800
| -8% | -$234K |
|
521
NiSource
NI
$18.9B
| $2.53M | 0.02% |
98,902
-7,400
| -7% | -$189K |
|
522
Kimco Realty
KIM
$15.3B
| $2.53M | 0.02% |
129,138
-10,800
| -8% | -$211K |
|
523
Toro Company
TTC
$7.96B
| $2.52M | 0.02% |
40,600
-3,700
| -8% | -$230K |
|
|
SNI
524
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $2.5M | 0.02% |
29,123
-2,400
| -8% | -$206K |
|
525
Harley-Davidson
HOG
$3.77B
| $2.5M | 0.02% |
51,777
-5,700
| -10% | -$275K |
|