SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
-6.51%
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
-$1.46B
(-10%)
Cap. Flow
-$405M
Cap. Flow
% of AUM
-3.13%
Top 10 Holdings %
Top 10 Hldgs %
25.01%
Holding
989
New
34
Increased
178
Reduced
623
Closed
31
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$249M |
| 2 |
Union Pacific
UNP
|
$155M |
| 3 |
PG&E
PCG
|
$115M |
| 4 |
Gilead Sciences
GILD
|
$87.4M |
| 5 |
PayPal
PYPL
|
$78.8M |
Top Sells
| 1 |
Alphabet (Google) Class C
GOOG
|
$204M |
| 2 |
US Bancorp
USB
|
$181M |
| 3 |
Everest Group
EG
|
$145M |
| 4 |
AutoZone
AZO
|
$138M |
| 5 |
Verizon
VZ
|
$83.5M |
Sector Composition
| 1 | Financials | 19.02% |
| 2 | Healthcare | 14.57% |
| 3 | Technology | 12.48% |
| 4 | Industrials | 9.7% |
| 5 | Consumer Discretionary | 9.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
PCP
176
DELISTED
PRECISION CASTPARTS CORP
PCP
| $11.4M | 0.09% |
49,659
-4,000
| -7% | -$919K |
|
177
CME Group
CME
$94.4B
| $11.3M | 0.09% |
121,481
-1,600
| -1% | -$148K |
|
178
LyondellBasell Industries
LYB
$17.7B
| $11.3M | 0.09% |
135,032
-164,300
| -55% | -$13.7M |
|
179
Public Storage
PSA
$52.2B
| $11.2M | 0.09% |
53,041
-3,300
| -6% | -$698K |
|
180
Eaton
ETN
$136B
| $11.2M | 0.09% |
218,796
-128,400
| -37% | -$6.59M |
|
|
APC
181
DELISTED
Anadarko Petroleum
APC
| $11.1M | 0.09% |
183,387
-13,600
| -7% | -$821K |
|
182
National Grid
NGG
$69.6B
| $11M | 0.09% |
161,588
+5,194
| +3% | +$354K |
|
183
Halliburton
HAL
$18.8B
| $10.9M | 0.08% |
308,507
-21,500
| -7% | -$760K |
|
184
Valero Energy
VLO
$48.7B
| $10.8M | 0.08% |
179,760
-17,500
| -9% | -$1.05M |
|
185
Stryker
SYK
$150B
| $10.7M | 0.08% |
113,792
-2,100
| -2% | -$198K |
|
186
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $10.7M | 0.08% |
300,000
| – | – |
|
|
TCP
187
DELISTED
TC Pipelines LP
TCP
| $10.6M | 0.08% |
223,500
+65,500
| +41% | +$3.12M |
|
|
PX
188
DELISTED
Praxair Inc
PX
| $10.5M | 0.08% |
103,505
-8,300
| -7% | -$845K |
|
189
Ecolab
ECL
$77.6B
| $10.5M | 0.08% |
95,953
-8,000
| -8% | -$878K |
|
190
iShares MSCI Sweden ETF
EWD
$324M
| $10.5M | 0.08% |
360,000
| – | – |
|
|
BRCM
191
DELISTED
BROADCOM CORP CL-A
BRCM
| $10.4M | 0.08% |
201,470
-9,400
| -4% | -$483K |
|
192
American Electric Power
AEP
$57.8B
| $10.1M | 0.08% |
177,097
-12,900
| -7% | -$734K |
|
|
CB
193
DELISTED
CHUBB CORPORATION
CB
| $10.1M | 0.08% |
81,948
-7,200
| -8% | -$883K |
|
194
Marsh & McLennan
MMC
$100B
| $10M | 0.08% |
191,577
-17,200
| -8% | -$898K |
|
195
State Street
STT
$32B
| $9.91M | 0.08% |
147,445
-12,200
| -8% | -$820K |
|
196
Equity Residential
EQR
$25.5B
| $9.88M | 0.08% |
131,467
-9,700
| -7% | -$729K |
|
197
Illinois Tool Works
ITW
$77.6B
| $9.81M | 0.08% |
119,213
-12,000
| -9% | -$988K |
|
198
Johnson Controls International
JCI
$69.5B
| $9.77M | 0.08% |
225,516
-16,999
| -7% | -$736K |
|
199
Humana
HUM
$37B
| $9.59M | 0.07% |
53,590
-4,500
| -8% | -$806K |
|
200
CSX Corp
CSX
$60.6B
| $9.56M | 0.07% |
1,066,005
-83,400
| -7% | -$748K |
|