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 | |
|---|---|---|---|---|---|---|
676
Core Laboratories
CLB
$592M
| $1.64M | 0.01% |
+16,600
| New | +$1.64M |
|
677
Murphy Oil
MUR
$3.56B
| $1.62M | 0.01% |
61,000
+8,031
| +15% | +$213K |
|
|
WGL
678
DELISTED
Wgl Holdings
WGL
| $1.62M | 0.01% |
19,240
-1,900
| -9% | -$160K |
|
|
FLIR
679
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.62M | 0.01% |
41,585
-3,200
| -7% | -$125K |
|
|
DNB
680
DELISTED
Dun & Bradstreet
DNB
| $1.62M | 0.01% |
13,900
-1,300
| -9% | -$151K |
|
681
Fair Isaac
FICO
$36.8B
| $1.62M | 0.01% |
11,500
-1,300
| -10% | -$183K |
|
|
UMPQ
682
DELISTED
Umpqua Holdings Corp
UMPQ
| $1.62M | 0.01% |
82,800
-8,100
| -9% | -$158K |
|
683
Woodward
WWD
$14.6B
| $1.61M | 0.01% |
20,800
-1,900
| -8% | -$147K |
|
684
Mattel
MAT
$6.06B
| $1.61M | 0.01% |
103,961
-8,600
| -8% | -$133K |
|
685
Hain Celestial
HAIN
$164M
| $1.61M | 0.01% |
39,000
-3,600
| -8% | -$148K |
|
686
Texas Capital Bancshares
TCBI
$3.96B
| $1.6M | 0.01% |
18,700
-1,700
| -8% | -$146K |
|
687
Teradata
TDC
$1.99B
| $1.6M | 0.01% |
47,400
-6,600
| -12% | -$223K |
|
688
Brink's
BCO
$4.78B
| $1.6M | 0.01% |
+19,000
| New | +$1.6M |
|
|
CSRA
689
DELISTED
CSRA Inc.
CSRA
| $1.6M | 0.01% |
49,557
+1,900
| +4% | +$61.3K |
|
690
Blackbaud
BLKB
$3.23B
| $1.59M | 0.01% |
18,100
-1,700
| -9% | -$149K |
|
|
VSM
691
DELISTED
Versum Materials, Inc.
VSM
| $1.59M | 0.01% |
40,901
-3,900
| -9% | -$151K |
|
692
Transocean
RIG
$2.9B
| $1.58M | 0.01% |
147,100
+19,252
| +15% | +$207K |
|
693
Casey's General Stores
CASY
$18.8B
| $1.58M | 0.01% |
14,400
-1,800
| -11% | -$197K |
|
694
Landstar System
LSTR
$4.58B
| $1.57M | 0.01% |
15,800
-1,500
| -9% | -$149K |
|
695
Maximus
MMS
$4.97B
| $1.57M | 0.01% |
24,400
-2,300
| -9% | -$148K |
|
696
Assurant
AIZ
$10.7B
| $1.56M | 0.01% |
16,357
-1,600
| -9% | -$153K |
|
697
Edgewell Personal Care
EPC
$1.09B
| $1.56M | 0.01% |
21,444
-2,200
| -9% | -$160K |
|
698
Masimo
MASI
$8B
| $1.56M | 0.01% |
18,000
-800
| -4% | -$69.2K |
|
|
BMS
699
DELISTED
Bemis
BMS
| $1.56M | 0.01% |
34,200
-3,700
| -10% | -$169K |
|
700
Emcor
EME
$28B
| $1.55M | 0.01% |
22,300
-2,100
| -9% | -$146K |
|