SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
-6.51%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.9B
AUM Growth
-$1.46B
Cap. Flow
-$405M
Cap. Flow %
-3.13%
Top 10 Hldgs %
25.01%
Holding
989
New
34
Increased
178
Reduced
623
Closed
31

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$249M
2
UNP icon
Union Pacific
UNP
$155M
3
PCG icon
PG&E
PCG
$115M
4
GILD icon
Gilead Sciences
GILD
$87.4M
5
PYPL icon
PayPal
PYPL
$78.8M

Top Sells

1
GOOG icon
Alphabet (Google) Class C
GOOG
$204M
2
USB icon
US Bancorp
USB
$181M
3
EG icon
Everest Group
EG
$145M
4
AZO icon
AutoZone
AZO
$138M
5
VZ icon
Verizon
VZ
$83.5M

Sector Composition

1 Financials 19.02%
2 Healthcare 14.57%
3 Technology 12.48%
4 Industrials 9.7%
5 Consumer Discretionary 9.33%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
TGT icon
126
Target
TGT
$42.1B
$17.9M 0.14%
227,078
-20,600
-8% -$1.62M
COF icon
127
Capital One
COF
$145B
$17.8M 0.14%
245,851
-16,100
-6% -$1.17M
TJX icon
128
TJX Companies
TJX
$157B
$17.4M 0.13%
487,172
-843,600
-63% -$30.1M
MS icon
129
Morgan Stanley
MS
$240B
$17.3M 0.13%
550,355
-45,600
-8% -$1.44M
EMC
130
DELISTED
EMC CORPORATION
EMC
$16.8M 0.13%
695,354
-57,800
-8% -$1.4M
HPQ icon
131
HP
HPQ
$27B
$16.7M 0.13%
1,436,173
-1,439,447
-50% -$16.7M
PNC icon
132
PNC Financial Services
PNC
$81.7B
$16.5M 0.13%
185,492
-15,400
-8% -$1.37M
NEE icon
133
NextEra Energy, Inc.
NEE
$146B
$16.2M 0.13%
663,412
-25,600
-4% -$624K
WPC icon
134
W.P. Carey
WPC
$14.7B
$16.1M 0.12%
284,859
+20,420
+8% +$1.16M
NFLX icon
135
Netflix
NFLX
$534B
$15.9M 0.12%
153,962
-10,300
-6% -$1.06M
DD
136
DELISTED
Du Pont De Nemours E I
DD
$15.7M 0.12%
326,735
-171,371
-34% -$8.26M
AMSG
137
DELISTED
Amsurg Corp
AMSG
$15.7M 0.12%
+202,000
New +$15.7M
BK icon
138
Bank of New York Mellon
BK
$74.4B
$15.7M 0.12%
399,832
-35,100
-8% -$1.37M
GM icon
139
General Motors
GM
$55.4B
$15.6M 0.12%
518,500
-5,100
-1% -$153K
CRM icon
140
Salesforce
CRM
$232B
$15.5M 0.12%
223,784
-12,700
-5% -$882K
GSK icon
141
GSK
GSK
$79.8B
$15.5M 0.12%
323,200
-63,200
-16% -$3.04M
IJR icon
142
iShares Core S&P Small-Cap ETF
IJR
$85.7B
$15.3M 0.12%
288,000
-8,000
-3% -$426K
PSO icon
143
Pearson
PSO
$9.21B
$15.2M 0.12%
887,800
-214,400
-19% -$3.68M
ZVO
144
DELISTED
Zovio Inc. Common Stock
ZVO
$15.2M 0.12%
1,999,000
– –
CB icon
145
Chubb
CB
$112B
$15.2M 0.12%
146,973
-9,700
-6% -$1M
KHC icon
146
Kraft Heinz
KHC
$31.9B
$15.1M 0.12%
+214,602
New +$15.1M
D icon
147
Dominion Energy
D
$50.2B
$15.1M 0.12%
214,613
-15,600
-7% -$1.1M
CTSH icon
148
Cognizant
CTSH
$34.9B
$15M 0.12%
239,054
-13,100
-5% -$820K
ADBE icon
149
Adobe
ADBE
$146B
$14.7M 0.11%
179,065
-5,300
-3% -$436K
ADP icon
150
Automatic Data Processing
ADP
$122B
$14.7M 0.11%
182,993
-4,700
-3% -$378K
4 5
6
7 8