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 | 8.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
MON
51
DELISTED
Monsanto Co
MON
| $55.8M | 0.45% |
465,363
-10,900
| -2% | -$1.31M |
|
52
Merck
MRK
$212B
| $55.6M | 0.45% |
910,763
-265,564
| -23% | -$16.2M |
|
53
RTX Corp
RTX
$211B
| $54.9M | 0.44% |
751,761
-30,985
| -4% | -$2.26M |
|
|
ARI
54
Apollo Commercial Real Estate
ARI
$1.53B
| $54M | 0.44% |
2,980,768
| – | – |
|
55
Accenture
ACN
$159B
| $53.6M | 0.43% |
396,886
+69,200
| +21% | +$9.35M |
|
56
Coca-Cola
KO
$292B
| $52.4M | 0.42% |
1,164,838
-98,900
| -8% | -$4.45M |
|
57
Stryker
SYK
$150B
| $52.2M | 0.42% |
367,596
+40,600
| +12% | +$5.77M |
|
|
ALXN
58
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $51.6M | 0.42% |
367,678
-6,100
| -2% | -$856K |
|
59
Cisco
CSCO
$264B
| $51M | 0.41% |
1,517,291
-126,000
| -8% | -$4.24M |
|
60
Booking.com
BKNG
$178B
| $50.6M | 0.41% |
27,625
-1,200
| -4% | -$2.2M |
|
61
DuPont de Nemours
DD
$32.6B
| $49M | 0.4% |
350,949
+167,861
| +92% | +$23.4M |
|
62
Bristol-Myers Squibb
BMY
$96B
| $48.7M | 0.39% |
764,317
-43,800
| -5% | -$2.79M |
|
63
PepsiCo
PEP
$200B
| $48.3M | 0.39% |
433,529
-35,900
| -8% | -$4M |
|
64
General Dynamics
GD
$86.8B
| $47.6M | 0.39% |
231,727
-8,700
| -4% | -$1.79M |
|
65
Oracle
ORCL
$654B
| $44.3M | 0.36% |
916,360
-644,600
| -41% | -$31.2M |
|
|
66
Northrop Grumman
NOC
$83.2B
| $43.4M | 0.35% |
150,917
+93,500
| +163% | +$26.9M |
|
|
TWX
67
DELISTED
Time Warner Inc
TWX
| $43.3M | 0.35% |
422,827
-111,700
| -21% | -$11.4M |
|
68
Abbott
ABT
$231B
| $42.1M | 0.34% |
788,543
-84,500
| -10% | -$4.51M |
|
69
Texas Instruments
TXN
$171B
| $41.4M | 0.34% |
461,718
-27,000
| -6% | -$2.42M |
|
70
Amgen
AMGN
$153B
| $41.3M | 0.33% |
221,394
-20,500
| -8% | -$3.82M |
|
71
Mastercard
MA
$528B
| $40M | 0.32% |
283,328
-151,300
| -35% | -$21.4M |
|
72
Illumina
ILMN
$15.7B
| $39.5M | 0.32% |
203,811
-60,344
| -23% | -$11.7M |
|
|
73
Microchip Technology
MCHP
$35.6B
| $38.7M | 0.31% |
861,144
+710,400
| +471% | +$31.9M |
|
74
Valero Energy
VLO
$48.7B
| $38.6M | 0.31% |
501,176
-13,000
| -3% | -$1M |
|
75
McDonald's
MCD
$224B
| $38.5M | 0.31% |
245,757
-22,100
| -8% | -$3.46M |
|