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 | |
|---|---|---|---|---|---|---|
|
VE
151
DELISTED
VEOLIA ENVIRONNEMENT
VE
| $17.3M | 0.11% |
982,376
-62,000
| -6% | -$1.09M |
|
|
APC
152
DELISTED
Anadarko Petroleum
APC
| $17.2M | 0.11% |
208,587
+1,200
| +0.6% | +$99K |
|
153
Prudential Financial
PRU
$37.6B
| $17.1M | 0.11% |
188,680
+100
| +0.1% | +$9.05K |
|
|
TWTR
154
DELISTED
Twitter, Inc.
TWTR
| $17M | 0.11% |
+475,000
| New | +$17M |
|
|
C.WS.A
155
DELISTED
Citigroup Inc
C.WS.A
| $17M | 0.11% |
19,500,000
| – | – |
|
156
Delta Air Lines
DAL
$40.5B
| $17M | 0.11% |
344,700
-900
| -0.3% | -$44.3K |
|
157
Cleveland-Cliffs
CLF
$4.98B
| $16.6M | 0.11% |
2,321,905
+402,200
| +21% | +$2.87M |
|
158
Automatic Data Processing
ADP
$122B
| $16.6M | 0.11% |
198,593
+1,400
| +0.7% | +$117K |
|
159
Baxter International
BAX
$12.2B
| $16.4M | 0.11% |
223,239
+1,200
| +0.5% | +$87.9K |
|
160
Phillips 66
PSX
$52.8B
| $16.3M | 0.11% |
228,003
-1,100
| -0.5% | -$78.9K |
|
161
American Tower
AMT
$93.8B
| $16.1M | 0.11% |
163,330
+900
| +0.6% | +$89K |
|
162
W.P. Carey
WPC
$14.5B
| $16.1M | 0.11% |
230,000
| – | – |
|
163
Illinois Tool Works
ITW
$76.4B
| $16.1M | 0.11% |
170,196
-52,199
| -23% | -$4.94M |
|
|
BAC.WS.B
164
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
| $16M | 0.11% |
22,500,000
+691,100
| +3% | +$493K |
|
|
PX
165
DELISTED
Praxair Inc
PX
| $15.5M | 0.1% |
120,005
+300
| +0.3% | +$38.9K |
|
166
Micron Technology
MU
$133B
| $15.5M | 0.1% |
442,220
+3,200
| +0.7% | +$112K |
|
167
Freeport-McMoran
FCX
$65.7B
| $15.2M | 0.1% |
652,043
+2,100
| +0.3% | +$49.1K |
|
|
ALXN
168
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $15.1M | 0.1% |
81,674
+600
| +0.7% | +$111K |
|
|
INVN
169
DELISTED
Invensense Inc
INVN
| $14.9M | 0.1% |
915,000
+265,000
| +41% | +$4.31M |
|
170
CSX Corp
CSX
$59.8B
| $14.9M | 0.1% |
410,035
+300
| +0.1% | +$10.9K |
|
171
Salesforce
CRM
$242B
| $14.3M | 0.09% |
241,684
+5,700
| +2% | +$338K |
|
172
Charles Schwab
SCHW
$175B
| $14.3M | 0.09% |
473,317
-796,900
| -63% | -$24.1M |
|
173
Adobe
ADBE
$147B
| $14.2M | 0.09% |
195,165
+1,500
| +0.8% | +$109K |
|
|
PCP
174
DELISTED
PRECISION CASTPARTS CORP
PCP
| $14.2M | 0.09% |
58,759
-100
| -0.2% | -$24.1K |
|
175
Norfolk Southern
NSC
$62.5B
| $14M | 0.09% |
127,505
+600
| +0.5% | +$65.8K |
|