SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+6.42%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.7B
AUM Growth
+$329M
(+2.7%)
Cap. Flow
-$348M
Cap. Flow
% of AUM
-2.75%
Top 10 Holdings %
Top 10 Hldgs %
24.56%
Holding
955
New
11
Increased
21
Reduced
876
Closed
16
Top Buys
| 1 |
Gilead Sciences
GILD
|
$46.8M |
| 2 |
CVS Health
CVS
|
$43.4M |
| 3 |
AGNC Investment
AGNC
|
$40.2M |
| 4 |
GPMT
Granite Point Mortgage Trust
GPMT
|
$26.2M |
| 5 |
Visa
V
|
$19.2M |
Top Sells
| 1 |
Honeywell
HON
|
$72.5M |
| 2 |
VR
Validus Hold Ltd
VR
|
$37.5M |
| 3 |
Walt Disney
DIS
|
$35M |
| 4 |
XYZ
Block, Inc.
XYZ
|
$32.8M |
| 5 |
Adobe
ADBE
|
$32.5M |
Sector Composition
| 1 | Financials | 19.93% |
| 2 | Technology | 14.56% |
| 3 | Healthcare | 13.76% |
| 4 | Communication Services | 10.45% |
| 5 | Industrials | 7.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
151
Ford
F
$46.7B
| $14.3M | 0.11% |
1,143,690
-43,200
| -4% | -$540K |
|
152
TJX Companies
TJX
$155B
| $14.3M | 0.11% |
372,980
-13,200
| -3% | -$505K |
|
153
Southern Company
SO
$101B
| $14.2M | 0.11% |
294,230
-9,100
| -3% | -$438K |
|
154
Capital One
COF
$142B
| $14.1M | 0.11% |
142,048
-4,700
| -3% | -$468K |
|
|
ATVI
155
DELISTED
Activision Blizzard Inc.
ATVI
| $14M | 0.11% |
221,644
-7,400
| -3% | -$469K |
|
156
Micron Technology
MU
$147B
| $13.9M | 0.11% |
338,044
| – | – |
|
157
Kraft Heinz
KHC
$32.3B
| $13.6M | 0.11% |
175,046
-6,100
| -3% | -$474K |
|
158
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $13.5M | 0.11% |
300,000
| – | – |
|
159
Emerson Electric
EMR
$74.6B
| $13.1M | 0.1% |
188,123
-6,100
| -3% | -$425K |
|
|
PX
160
DELISTED
Praxair Inc
PX
| $13M | 0.1% |
83,945
-2,900
| -3% | -$449K |
|
161
Phillips 66
PSX
$53.2B
| $12.7M | 0.1% |
125,935
-4,400
| -3% | -$445K |
|
162
Halliburton
HAL
$18.8B
| $12.5M | 0.1% |
255,779
-7,600
| -3% | -$371K |
|
163
Kimberly-Clark
KMB
$43.1B
| $12.4M | 0.1% |
103,146
-4,100
| -4% | -$495K |
|
|
RPT
164
Rithm Property Trust Inc.
RPT
$121M
| $12.4M | 0.1% |
931,510
| – | – |
|
|
ESRX
165
DELISTED
Express Scripts Holding Company
ESRX
| $12.4M | 0.1% |
165,992
-9,300
| -5% | -$694K |
|
166
Cognizant
CTSH
$35.1B
| $12.3M | 0.1% |
172,854
-6,400
| -4% | -$455K |
|
167
Marriott International Class A Common Stock
MAR
$71.9B
| $12.2M | 0.1% |
89,752
-5,200
| -5% | -$706K |
|
168
Marsh & McLennan
MMC
$100B
| $12.2M | 0.1% |
149,601
-5,900
| -4% | -$480K |
|
169
Norfolk Southern
NSC
$62.3B
| $12.2M | 0.1% |
83,849
-3,600
| -4% | -$522K |
|
170
Intercontinental Exchange
ICE
$99.8B
| $12.1M | 0.1% |
171,500
-7,100
| -4% | -$501K |
|
171
Intuitive Surgical
ISRG
$167B
| $12M | 0.09% |
98,604
-3,600
| -4% | -$438K |
|
172
Constellation Brands
STZ
$26.2B
| $11.5M | 0.09% |
50,475
-1,700
| -3% | -$389K |
|
173
Truist Financial
TFC
$60B
| $11.5M | 0.09% |
231,261
-14,000
| -6% | -$696K |
|
174
Intuit
INTU
$188B
| $11.2M | 0.09% |
71,184
-2,700
| -4% | -$426K |
|
175
Vertex Pharmaceuticals
VRTX
$102B
| $11.1M | 0.09% |
74,168
-2,300
| -3% | -$345K |
|