SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+5.11%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$15.1B
AUM Growth
+$15.1B
(+4.8%)
Cap. Flow
+$115M
Cap. Flow
% of AUM
0.76%
Top 10 Holdings %
Top 10 Hldgs %
25.21%
Holding
970
New
21
Increased
547
Reduced
296
Closed
19
Top Buys
| 1 |
Verizon
VZ
|
$284M |
| 2 |
US Bancorp
USB
|
$220M |
| 3 |
VR
Validus Hold Ltd
VR
|
$148M |
| 4 |
CVS Health
CVS
|
$147M |
| 5 |
GSK
GSK
|
$114M |
Top Sells
| 1 |
Goldman Sachs
GS
|
$210M |
| 2 |
Walmart
WMT
|
$202M |
| 3 |
Johnson & Johnson
JNJ
|
$121M |
| 4 |
AutoZone
AZO
|
$115M |
| 5 |
IBM
IBM
|
$111M |
Sector Composition
| 1 | Financials | 19.55% |
| 2 | Technology | 13.06% |
| 3 | Healthcare | 12.6% |
| 4 | Consumer Discretionary | 9% |
| 5 | Industrials | 8.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Walt Disney
DIS
$213B
| $60.5M | 0.4% | 642,625 -791,600 | -55% | -$74.6M |
|
52
PepsiCo
PEP
$204B
| $58.3M | 0.39% | 616,473 -1,200 | -0.2% | -$113K |
|
53
Lockheed Martin
LMT
$106B
| $55M | 0.36% | 285,727 -500 | -0.2% | -$96.3K |
|
54
HP
HPQ
$26.7B
| $53.9M | 0.36% | 1,343,013 +367,900 | +38% | +$14.8M |
|
55
Visa
V
$683B
| $52.8M | 0.35% | 201,220 -286,600 | -59% | -$75.1M |
|
56
Accenture
ACN
$162B
| $52.2M | 0.35% | 584,402 +86,600 | +17% | +$7.73M |
|
57
Bristol-Myers Squibb
BMY
$96B
| $50.3M | 0.33% | 852,253 +3,600 | +0.4% | +$213K |
|
58
Amgen
AMGN
$155B
| $49.9M | 0.33% | 313,362 -58,000 | -16% | -$9.24M |
|
59
Emerson Electric
EMR
$74.3B
| $49.9M | 0.33% | 807,627 +59,000 | +8% | +$3.64M |
|
60
Amazon
AMZN
$2.44T
| $48.5M | 0.32% | 156,350 -114,700 | -42% | -$35.6M |
|
|
DD
61
DELISTED
Du Pont De Nemours E I
DD
| $48.4M | 0.32% | 654,635 -17,100 | -3% | -$1.26M |
|
62
3M
MMM
$82.8B
| $46.8M | 0.31% | 284,764 -49,573 | -15% | -$8.15M |
|
63
First Solar
FSLR
$20.9B
| $44.6M | 0.29% | 999,006 +541,200 | +118% | +$24.1M |
|
64
Financial Select Sector SPDR Fund
XLF
$54.1B
| $44M | 0.29% | 1,780,000 | – | – |
|
65
UnitedHealth
UNH
$281B
| $43.9M | 0.29% | 434,703 -128,610 | -23% | -$13M |
|
66
LyondellBasell Industries
LYB
$18.1B
| $43.9M | 0.29% | 553,032 +253,400 | +85% | +$20.1M |
|
67
AbbVie
ABBV
$372B
| $42.9M | 0.28% | 656,263 +3,700 | +0.6% | +$242K |
|
68
Deere & Co
DE
$129B
| $40.4M | 0.27% | 456,862 +121,100 | +36% | +$10.7M |
|
69
NOV
NOV
$4.94B
| $40M | 0.26% | 610,810 +193,600 | +46% | +$12.7M |
|
70
McDonald's
MCD
$224B
| $37.6M | 0.25% | 400,889 -1,700 | -0.4% | -$159K |
|
71
Northrop Grumman
NOC
$84.5B
| $37M | 0.25% | 251,289 +62,800 | +33% | +$9.26M |
|
|
CELG
72
DELISTED
Celgene Corp
CELG
| $36.8M | 0.24% | 328,980 -982,000 | -75% | -$110M |
|
|
WBA
73
DELISTED
Walgreens Boots Alliance
WBA
| $36.5M | 0.24% | 479,517 -2,500 | -0.5% | -$190K |
|
74
Duke Energy
DUK
$95.3B
| $35.9M | 0.24% | 429,936 +1,400 | +0.3% | +$117K |
|
75
Boeing
BA
$177B
| $35.5M | 0.23% | 273,090 -1,700 | -0.6% | -$221K |
|