SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
-6.51%
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
-$1.46B
(-10%)
Cap. Flow
-$405M
Cap. Flow
% of AUM
-3.13%
Top 10 Holdings %
Top 10 Hldgs %
25.01%
Holding
989
New
34
Increased
178
Reduced
623
Closed
31
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$249M |
| 2 |
Union Pacific
UNP
|
$155M |
| 3 |
PG&E
PCG
|
$115M |
| 4 |
Gilead Sciences
GILD
|
$87.4M |
| 5 |
PayPal
PYPL
|
$78.8M |
Top Sells
| 1 |
Alphabet (Google) Class C
GOOG
|
$204M |
| 2 |
US Bancorp
USB
|
$181M |
| 3 |
Everest Group
EG
|
$145M |
| 4 |
AutoZone
AZO
|
$138M |
| 5 |
Verizon
VZ
|
$83.5M |
Sector Composition
| 1 | Financials | 19.02% |
| 2 | Healthcare | 14.57% |
| 3 | Technology | 12.48% |
| 4 | Industrials | 9.7% |
| 5 | Consumer Discretionary | 9.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
SIVB
526
DELISTED
SVB Financial Group
SIVB
| $2.7M | 0.02% |
23,400
+100
| +0.4% | +$11.6K |
|
527
Domino's
DPZ
$15.7B
| $2.69M | 0.02% |
24,900
-200
| -0.8% | -$21.6K |
|
528
Atmos Energy
ATO
$26.7B
| $2.68M | 0.02% |
46,100
+100
| +0.2% | +$5.82K |
|
529
Packaging Corp of America
PKG
$19.8B
| $2.68M | 0.02% |
44,500
-600
| -1% | -$36.1K |
|
530
Regency Centers
REG
$13.4B
| $2.67M | 0.02% |
42,900
-100
| -0.2% | -$6.21K |
|
|
GAS
531
DELISTED
AGL RESOURCES INC (HOLDING CO)
GAS
| $2.65M | 0.02% |
43,441
-3,100
| -7% | -$189K |
|
532
Comerica
CMA
$8.85B
| $2.64M | 0.02% |
64,276
-4,800
| -7% | -$197K |
|
|
VAR
533
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.63M | 0.02% |
40,655
-3,535
| -8% | -$229K |
|
534
Avnet
AVT
$4.49B
| $2.61M | 0.02% |
61,240
-600
| -1% | -$25.6K |
|
|
CVC
535
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $2.6M | 0.02% |
80,212
-5,300
| -6% | -$172K |
|
536
Carlisle Companies
CSL
$16.9B
| $2.6M | 0.02% |
29,720
| – | – |
|
537
Omega Healthcare
OHI
$12.7B
| $2.59M | 0.02% |
73,700
+400
| +0.5% | +$14.1K |
|
538
Mattel
MAT
$6.06B
| $2.58M | 0.02% |
122,289
-8,900
| -7% | -$187K |
|
539
TripAdvisor
TRIP
$2.05B
| $2.57M | 0.02% |
40,838
-2,600
| -6% | -$164K |
|
540
TechnipFMC
FTI
$16B
| $2.57M | 0.02% |
111,436
-8,871
| -7% | -$205K |
|
541
Pinnacle West Capital
PNW
$10.6B
| $2.57M | 0.02% |
40,023
-2,900
| -7% | -$186K |
|
542
Jack Henry & Associates
JKHY
$11.8B
| $2.57M | 0.02% |
36,850
-400
| -1% | -$27.8K |
|
543
Dentsply Sirona
XRAY
$2.92B
| $2.55M | 0.02% |
50,489
-3,700
| -7% | -$187K |
|
544
VeriSign
VRSN
$26.2B
| $2.55M | 0.02% |
36,153
-4,500
| -11% | -$318K |
|
545
Ralph Lauren
RL
$18.9B
| $2.54M | 0.02% |
21,533
-1,900
| -8% | -$224K |
|
546
RPM International
RPM
$16.2B
| $2.54M | 0.02% |
60,718
| – | – |
|
547
NVR
NVR
$23.5B
| $2.54M | 0.02% |
1,664
-100
| -6% | -$153K |
|
548
Cboe Global Markets
CBOE
$24.3B
| $2.53M | 0.02% |
37,700
-300
| -0.8% | -$20.1K |
|
549
Toll Brothers
TOL
$14.2B
| $2.52M | 0.02% |
73,700
+700
| +1% | +$24K |
|
550
East-West Bancorp
EWBC
$14.8B
| $2.52M | 0.02% |
65,600
-400
| -0.6% | -$15.4K |
|