SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+10.34%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$13.1B
AUM Growth
+$1.68B
Cap. Flow
+$525M
Cap. Flow %
4.01%
Top 10 Hldgs %
24.46%
Holding
970
New
17
Increased
485
Reduced
329
Closed
22

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$217M
2
BK icon
Bank of New York Mellon
BK
$155M
3
EXC icon
Exelon
EXC
$151M
4
IBM icon
IBM
IBM
$78.6M
5
AZO icon
AutoZone
AZO
$77.1M

Top Sells

1
SCHW icon
Charles Schwab
SCHW
$184M
2
TEVA icon
Teva Pharmaceuticals
TEVA
$61.2M
3
AAPL icon
Apple
AAPL
$57.9M
4
AIG icon
American International
AIG
$51.1M
5
JNJ icon
Johnson & Johnson
JNJ
$27.2M

Sector Composition

1 Financials 16.68%
2 Healthcare 13.73%
3 Technology 12.26%
4 Consumer Discretionary 8.93%
5 Consumer Staples 8.87%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BAX icon
151
Baxter International
BAX
$12.1B
$15.3M 0.12%
406,196
-184
-0% -$6.95K
D icon
152
Dominion Energy
D
$50.2B
$15.3M 0.12%
236,013
+500
+0.2% +$32.3K
MCK icon
153
McKesson
MCK
$86B
$15.1M 0.12%
93,353
-75,000
-45% -$12.1M
NEE icon
154
NextEra Energy, Inc.
NEE
$146B
$15M 0.11%
700,212
+9,200
+1% +$197K
WPC icon
155
W.P. Carey
WPC
$14.7B
$14.9M 0.11%
248,103
– –
SO icon
156
Southern Company
SO
$101B
$14.7M 0.11%
358,490
+3,000
+0.8% +$123K
KMP
157
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$14.7M 0.11%
182,200
+18,700
+11% +$1.51M
ETN icon
158
Eaton
ETN
$136B
$14.7M 0.11%
192,896
+100
+0.1% +$7.61K
LUMN icon
159
Lumen
LUMN
$5.1B
$14.5M 0.11%
456,451
+12,000
+3% +$382K
JCI icon
160
Johnson Controls International
JCI
$70.1B
$14.3M 0.11%
265,912
+191
+0.1% +$10.3K
LO
161
DELISTED
LORILLARD INC COM STK
LO
$14.2M 0.11%
279,876
-2,300
-0.8% -$117K
CAG icon
162
Conagra Brands
CAG
$9.07B
$14.1M 0.11%
536,558
+315,981
+143% +$8.29M
NGG icon
163
National Grid
NGG
$68.4B
$13.9M 0.11%
217,689
– –
NOV icon
164
NOV
NOV
$4.96B
$13.8M 0.11%
192,977
+111
+0.1% +$7.96K
DTV
165
DELISTED
DIRECTV COM STK (DE)
DTV
$13.7M 0.1%
198,708
-9,000
-4% -$622K
YUM icon
166
Yum! Brands
YUM
$39.9B
$13.7M 0.1%
251,896
-557
-0.2% -$30.3K
AGN
167
DELISTED
ALLERGAN INC
AGN
$13.4M 0.1%
120,806
+100
+0.1% +$11.1K
STT icon
168
State Street
STT
$32.4B
$13.1M 0.1%
178,445
-3,000
-2% -$220K
NCMI icon
169
National CineMedia
NCMI
$403M
$13M 0.1%
65,200
– –
EWD icon
170
iShares MSCI Sweden ETF
EWD
$319M
$12.9M 0.1%
360,000
– –
GIS icon
171
General Mills
GIS
$26.5B
$12.9M 0.1%
257,818
-448,415
-63% -$22.4M
AMT icon
172
American Tower
AMT
$91.4B
$12.8M 0.1%
160,430
-200
-0.1% -$16K
COV
173
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$12.7M 0.1%
186,990
-100
-0.1% -$6.81K
RSG icon
174
Republic Services
RSG
$73B
$12.7M 0.1%
382,840
-600
-0.2% -$19.9K
AFL icon
175
Aflac
AFL
$58.1B
$12.7M 0.1%
379,018
+600
+0.2% +$20K
5 6
7
8 9