SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+6.32%
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
+$12.9B
(+2.6%)
Cap. Flow
-$294M
Cap. Flow
% of AUM
-2.27%
Top 10 Holdings %
Top 10 Hldgs %
25.74%
Holding
977
New
19
Increased
592
Reduced
259
Closed
32
Top Buys
| 1 |
Procter & Gamble
PG
|
$102M |
| 2 |
Walt Disney
DIS
|
$65M |
| 3 |
Sherwin-Williams
SHW
|
$59M |
| 4 |
Comcast
CMCSA
|
$43.3M |
| 5 |
Zoetis
ZTS
|
$35.3M |
Top Sells
| 1 |
Constellation Brands
STZ
|
$55.3M |
| 2 |
Thermo Fisher Scientific
TMO
|
$51.3M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
$48.6M |
| 4 |
Bristol-Myers Squibb
BMY
|
$48.5M |
| 5 |
CVS Health
CVS
|
$48.4M |
Sector Composition
| 1 | Financials | 20.57% |
| 2 | Technology | 14.14% |
| 3 | Healthcare | 12.63% |
| 4 | Communication Services | 11.18% |
| 5 | Industrials | 8.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
151
Capital One
COF
$145B
| $13.7M | 0.11% | 157,848 -18,400 | -10% | -$1.59M |
|
152
Northrop Grumman
NOC
$84.5B
| $13.6M | 0.11% | 57,317 -300 | -0.5% | -$71.4K |
|
153
Illinois Tool Works
ITW
$77.1B
| $13.6M | 0.11% | 102,497 -800 | -0.8% | -$106K |
|
154
Stryker
SYK
$150B
| $13.4M | 0.1% | 101,696 +100 | +0.1% | +$13.2K |
|
|
YHOO
155
DELISTED
Yahoo Inc
YHOO
| $13.4M | 0.1% | 288,335 +1,300 | +0.5% | +$60.3K |
|
156
Golar LNG
GLNG
$4.48B
| $13.3M | 0.1% | 477,700 | – | – |
|
157
Enterprise Products Partners
EPD
$69.6B
| $13.3M | 0.1% | 483,000 | – | – |
|
158
CME Group
CME
$96B
| $13.3M | 0.1% | 111,577 +600 | +0.5% | +$71.3K |
|
|
ESRX
159
DELISTED
Express Scripts Holding Company
ESRX
| $13.1M | 0.1% | 198,992 -23,700 | -11% | -$1.56M |
|
160
Johnson Controls International
JCI
$69.9B
| $13M | 0.1% | 308,387 +2,100 | +0.7% | +$88.5K |
|
161
Hewlett Packard
HPE
$29.6B
| $13M | 0.1% | 546,797 +2,000 | +0.4% | +$47.4K |
|
162
Outfront Media
OUT
$3.12B
| $12.9M | 0.1% | 485,742 | – | – |
|
163
Marsh & McLennan
MMC
$101B
| $12.5M | 0.1% | 169,201 +600 | +0.4% | +$44.3K |
|
164
Cigna
CI
$80.3B
| $12.4M | 0.1% | 84,428 +500 | +0.6% | +$73.2K |
|
|
RPT
165
Rithm Property Trust Inc.
RPT
$117M
| $12.1M | 0.09% | 930,000 +325,000 | +54% | +$4.24M |
|
166
Cognizant
CTSH
$35.3B
| $11.9M | 0.09% | 199,954 -37,500 | -16% | -$2.23M |
|
167
Truist Financial
TFC
$60.4B
| $11.9M | 0.09% | 265,561 +200 | +0.1% | +$8.94K |
|
168
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $11.8M | 0.09% | 300,000 | – | – |
|
169
Intercontinental Exchange
ICE
$101B
| $11.7M | 0.09% | 195,700 +900 | +0.5% | +$53.9K |
|
170
Phillips 66
PSX
$54B
| $11.5M | 0.09% | 144,935 +200 | +0.1% | +$15.8K |
|
|
BAC.WS.B
171
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
| $11.4M | 0.09% | 12,463,400 -10,000,000 | -45% | -$9.18M |
|
|
APC
172
DELISTED
Anadarko Petroleum
APC
| $11.4M | 0.09% | 183,627 +800 | +0.4% | +$49.6K |
|
|
ATVI
173
DELISTED
Activision Blizzard Inc.
ATVI
| $11.3M | 0.09% | 227,244 +3,600 | +2% | +$179K |
|
174
General Mills
GIS
$26.4B
| $11.2M | 0.09% | 190,538 -2,900 | -1% | -$171K |
|
|
TFCFA
175
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $11.2M | 0.09% | 345,641 -600 | -0.2% | -$19.4K |
|