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 | |
|---|---|---|---|---|---|---|
501
Jones Lang LaSalle
JLL
$14.8B
| $2.79M | 0.02% |
16,800
+200
| +1% | +$33.2K |
|
502
Perrigo
PRGO
$3.12B
| $2.78M | 0.02% |
38,122
-400
| -1% | -$29.2K |
|
503
Western Union
WU
$2.86B
| $2.77M | 0.02% |
136,426
+1,200
| +0.9% | +$24.4K |
|
504
Tractor Supply
TSCO
$32.1B
| $2.77M | 0.02% |
180,760
-3,500
| -2% | -$53.5K |
|
505
Kilroy Realty
KRC
$5.05B
| $2.75M | 0.02% |
36,400
+400
| +1% | +$30.3K |
|
|
ULTI
506
DELISTED
Ultimate Software Group Inc
ULTI
| $2.75M | 0.02% |
10,700
+100
| +0.9% | +$25.7K |
|
507
MarketAxess Holdings
MKTX
$7.01B
| $2.75M | 0.02% |
13,900
+200
| +1% | +$39.6K |
|
508
Federal Realty Investment Trust
FRT
$8.86B
| $2.75M | 0.02% |
21,716
+200
| +0.9% | +$25.3K |
|
509
American Financial Group
AFG
$11.6B
| $2.75M | 0.02% |
25,590
+500
| +2% | +$53.7K |
|
510
Lennox International
LII
$20.3B
| $2.74M | 0.02% |
13,700
| – | – |
|
511
NRG Energy
NRG
$28.6B
| $2.72M | 0.02% |
88,568
-300
| -0.3% | -$9.21K |
|
512
Regency Centers
REG
$13.4B
| $2.71M | 0.02% |
43,600
-100
| -0.2% | -$6.21K |
|
513
West Pharmaceutical
WST
$18B
| $2.69M | 0.02% |
27,100
+100
| +0.4% | +$9.93K |
|
514
Snap-on
SNA
$17.1B
| $2.69M | 0.02% |
16,735
| – | – |
|
515
Teradyne
TER
$19.1B
| $2.68M | 0.02% |
70,500
-700
| -1% | -$26.7K |
|
516
Interpublic Group of Companies
IPG
$9.94B
| $2.68M | 0.02% |
114,129
+900
| +0.8% | +$21.1K |
|
517
Pinnacle West Capital
PNW
$10.6B
| $2.67M | 0.02% |
33,187
+300
| +0.9% | +$24.2K |
|
|
WPX
518
DELISTED
WPX Energy, Inc.
WPX
| $2.65M | 0.02% |
147,200
+2,100
| +1% | +$37.9K |
|
519
Bath & Body Works
BBWI
$6.06B
| $2.65M | 0.02% |
88,871
-619
| -0.7% | -$18.5K |
|
520
Polaris
PII
$3.33B
| $2.64M | 0.02% |
21,600
+200
| +0.9% | +$24.4K |
|
521
SL Green Realty
SLG
$4.4B
| $2.64M | 0.02% |
27,073
-413
| -2% | -$40.2K |
|
522
Teledyne Technologies
TDY
$25.7B
| $2.63M | 0.02% |
13,200
+200
| +2% | +$39.8K |
|
523
AES
AES
$9.21B
| $2.63M | 0.02% |
195,805
+1,400
| +0.7% | +$18.8K |
|
524
NiSource
NI
$19B
| $2.63M | 0.02% |
99,902
+600
| +0.6% | +$15.8K |
|
|
EGN
525
DELISTED
Energen
EGN
| $2.61M | 0.02% |
35,900
+500
| +1% | +$36.4K |
|