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 | |
|---|---|---|---|---|---|---|
|
DCT
601
DELISTED
DCT Industrial Trust Inc.
DCT
| $2.03M | 0.02% |
35,000
-2,900
| -8% | -$168K |
|
602
Highwoods Properties
HIW
$3.44B
| $2.02M | 0.02% |
38,800
-3,300
| -8% | -$172K |
|
|
CONE
603
DELISTED
CyrusOne Inc Common Stock
CONE
| $2.02M | 0.02% |
34,300
+2,100
| +7% | +$124K |
|
604
Macy's
M
$4.64B
| $2.02M | 0.02% |
92,430
-7,600
| -8% | -$166K |
|
|
EGN
605
DELISTED
Energen
EGN
| $2M | 0.02% |
36,600
-3,400
| -9% | -$186K |
|
606
Knight Transportation
KNX
$7B
| $1.99M | 0.02% |
+48,000
| New | +$1.99M |
|
|
CTLT
607
DELISTED
CATALENT, INC.
CTLT
| $1.97M | 0.02% |
49,400
-2,100
| -4% | -$83.8K |
|
|
GAP
608
The Gap, Inc.
GAP
$8.83B
| $1.97M | 0.02% |
66,646
-5,700
| -8% | -$168K |
|
609
Commerce Bancshares
CBSH
$8.08B
| $1.94M | 0.02% |
49,703
-3,546
| -7% | -$139K |
|
610
Eagle Materials
EXP
$7.86B
| $1.94M | 0.02% |
18,200
-1,800
| -9% | -$192K |
|
611
Charles River Laboratories
CRL
$8.07B
| $1.93M | 0.02% |
17,900
-1,700
| -9% | -$184K |
|
612
Robert Half
RHI
$3.77B
| $1.93M | 0.02% |
38,260
-3,500
| -8% | -$176K |
|
613
Jabil
JBL
$22.5B
| $1.92M | 0.02% |
67,400
-7,700
| -10% | -$220K |
|
614
Leggett & Platt
LEG
$1.35B
| $1.92M | 0.02% |
40,177
-3,300
| -8% | -$158K |
|
615
United Therapeutics
UTHR
$18.1B
| $1.91M | 0.02% |
16,300
-2,300
| -12% | -$270K |
|
616
MDU Resources
MDU
$3.31B
| $1.91M | 0.02% |
193,197
-18,409
| -9% | -$182K |
|
|
WP
617
DELISTED
Worldpay, Inc.
WP
| $1.9M | 0.02% |
26,950
| – | – |
|
|
PBCT
618
DELISTED
People's United Financial Inc
PBCT
| $1.9M | 0.02% |
104,475
-7,600
| -7% | -$138K |
|
|
ARRS
619
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $1.89M | 0.02% |
66,400
-11,000
| -14% | -$313K |
|
620
Sonoco
SON
$4.56B
| $1.89M | 0.02% |
37,411
-3,600
| -9% | -$182K |
|
|
CY
621
DELISTED
Cypress Semiconductor
CY
| $1.88M | 0.02% |
125,000
-10,800
| -8% | -$162K |
|
622
Brunswick
BC
$4.35B
| $1.87M | 0.02% |
33,400
-3,400
| -9% | -$190K |
|
623
SLM Corp
SLM
$6.49B
| $1.86M | 0.02% |
162,325
-15,400
| -9% | -$177K |
|
|
BRCD
624
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $1.86M | 0.02% |
155,600
-13,400
| -8% | -$160K |
|
625
Pinnacle Financial Partners
PNFP
$7.55B
| $1.86M | 0.02% |
27,700
-2,000
| -7% | -$134K |
|