SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
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 | |
|---|---|---|---|---|---|---|
151
Kraft Heinz
KHC
$32.3B
| $14M | 0.11% |
181,146
-14,900
| -8% | -$1.16M |
|
152
CME Group
CME
$94.4B
| $14M | 0.11% |
103,177
-8,500
| -8% | -$1.15M |
|
153
Illinois Tool Works
ITW
$77.6B
| $13.9M | 0.11% |
93,997
-8,200
| -8% | -$1.21M |
|
154
Prudential Financial
PRU
$37.2B
| $13.8M | 0.11% |
129,532
-11,500
| -8% | -$1.22M |
|
155
Micron Technology
MU
$147B
| $13.3M | 0.11% |
338,044
-3,700
| -1% | -$146K |
|
156
Marsh & McLennan
MMC
$100B
| $13M | 0.11% |
155,501
-13,900
| -8% | -$1.17M |
|
157
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $13M | 0.11% |
300,000
| – | – |
|
158
Cognizant
CTSH
$35.1B
| $13M | 0.11% |
179,254
-14,300
| -7% | -$1.04M |
|
|
RPT
159
Rithm Property Trust Inc.
RPT
$121M
| $12.7M | 0.1% |
931,510
-31,050
| -3% | -$423K |
|
160
Kimberly-Clark
KMB
$43.1B
| $12.6M | 0.1% |
107,246
-9,400
| -8% | -$1.11M |
|
161
Capital One
COF
$142B
| $12.4M | 0.1% |
146,748
-12,000
| -8% | -$1.02M |
|
162
Intercontinental Exchange
ICE
$99.8B
| $12.3M | 0.1% |
178,600
-16,000
| -8% | -$1.1M |
|
163
Emerson Electric
EMR
$74.6B
| $12.2M | 0.1% |
194,223
-468,900
| -71% | -$29.5M |
|
164
Deere & Co
DE
$128B
| $12.2M | 0.1% |
97,054
+300
| +0.3% | +$37.7K |
|
165
Boston Scientific
BSX
$159B
| $12.1M | 0.1% |
416,396
-33,700
| -7% | -$983K |
|
|
PX
166
DELISTED
Praxair Inc
PX
| $12.1M | 0.1% |
86,845
-7,100
| -8% | -$992K |
|
167
Halliburton
HAL
$18.8B
| $12.1M | 0.1% |
263,379
-21,800
| -8% | -$1M |
|
168
Phillips 66
PSX
$53.2B
| $11.9M | 0.1% |
130,335
-13,800
| -10% | -$1.26M |
|
169
Intuitive Surgical
ISRG
$167B
| $11.9M | 0.1% |
102,204
-7,200
| -7% | -$837K |
|
170
Vertex Pharmaceuticals
VRTX
$102B
| $11.6M | 0.09% |
76,468
-5,400
| -7% | -$821K |
|
171
eBay
EBAY
$42.3B
| $11.6M | 0.09% |
302,042
-28,800
| -9% | -$1.11M |
|
172
Norfolk Southern
NSC
$62.3B
| $11.6M | 0.09% |
87,449
-7,800
| -8% | -$1.03M |
|
173
Truist Financial
TFC
$60B
| $11.5M | 0.09% |
245,261
-21,400
| -8% | -$1M |
|
174
Johnson Controls International
JCI
$69.5B
| $11.4M | 0.09% |
282,887
-25,400
| -8% | -$1.02M |
|
175
Aon
AON
$79.9B
| $11.3M | 0.09% |
77,147
-9,000
| -10% | -$1.31M |
|