SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
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 | |
|---|---|---|---|---|---|---|
76
3M
MMM
$81B
| $38M | 0.31% |
216,567
-18,299
| -8% | -$3.21M |
|
77
LyondellBasell Industries
LYB
$17.4B
| $37.1M | 0.3% |
374,104
+265,600
| +245% | +$26.3M |
|
78
Walmart
WMT
$793B
| $34.7M | 0.28% |
1,332,402
-1,229,700
| -48% | -$32M |
|
79
NVIDIA
NVDA
$4.15T
| $32.6M | 0.26% |
7,283,680
-540,000
| -7% | -$2.41M |
|
|
ABMD
80
DELISTED
Abiomed Inc
ABMD
| $32.2M | 0.26% |
190,800
+49,000
| +35% | +$8.26M |
|
81
Medtronic
MDT
$118B
| $32M | 0.26% |
411,038
-38,800
| -9% | -$3.02M |
|
|
82
Berkshire Hathaway Class A
BRK.A
$1.08T
| $31.9M | 0.26% |
116
| – | – |
|
83
Applied Materials
AMAT
$124B
| $31.2M | 0.25% |
598,409
+245,200
| +69% | +$12.8M |
|
84
Broadcom
AVGO
$1.42T
| $29.9M | 0.24% |
1,233,780
-85,000
| -6% | -$2.06M |
|
85
HP
HPQ
$26.8B
| $29.9M | 0.24% |
1,496,225
+943,000
| +170% | +$18.8M |
|
|
CA
86
DELISTED
CA, Inc.
CA
| $29.7M | 0.24% |
890,080
+65,700
| +8% | +$2.19M |
|
87
Quest Diagnostics
DGX
$20.1B
| $29.4M | 0.24% |
314,263
+269,300
| +599% | +$25.2M |
|
88
Schlumberger
SLB
$52.2B
| $29.4M | 0.24% |
421,672
-35,000
| -8% | -$2.44M |
|
89
ManpowerGroup
MAN
$1.89B
| $29.1M | 0.24% |
247,030
+219,400
| +794% | +$25.8M |
|
90
Union Pacific
UNP
$132B
| $28.2M | 0.23% |
242,912
-22,500
| -8% | -$2.61M |
|
91
CBRE Group
CBRE
$47.3B
| $28.1M | 0.23% |
741,732
+642,900
| +650% | +$24.4M |
|
92
United Parcel Service
UPS
$72.3B
| $27.8M | 0.23% |
231,686
-331,700
| -59% | -$39.8M |
|
93
Axos Financial
AX
$5.08B
| $27.4M | 0.22% |
961,487
-100,000
| -9% | -$2.85M |
|
94
Aptiv
APTV
$17.3B
| $27.3M | 0.22% |
277,622
+189,600
| +215% | +$18.7M |
|
95
Lockheed Martin
LMT
$105B
| $26.3M | 0.21% |
84,618
-79,300
| -48% | -$24.6M |
|
96
Goldman Sachs
GS
$221B
| $25.9M | 0.21% |
109,150
-11,200
| -9% | -$2.66M |
|
97
Eli Lilly
LLY
$661B
| $25.2M | 0.2% |
294,038
-25,100
| -8% | -$2.15M |
|
98
British American Tobacco
BTI
$120B
| $24.6M | 0.2% |
+393,715
| New | +$24.6M |
|
|
EFC
99
Ellington Financial
EFC
$1.37B
| $24.4M | 0.2% |
1,544,778
| – | – |
|
100
Travel + Leisure Co
TNL
$4.06B
| $24.1M | 0.2% |
506,874
+430,818
| +566% | +$20.5M |
|