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 | |
|---|---|---|---|---|---|---|
176
Kinder Morgan
KMI
$59.1B
| $11.2M | 0.09% |
582,556
-716,250
| -55% | -$13.7M |
|
|
ESRX
177
DELISTED
Express Scripts Holding Company
ESRX
| $11.1M | 0.09% |
175,292
-19,800
| -10% | -$1.25M |
|
178
Electronic Arts
EA
$42.2B
| $11.1M | 0.09% |
93,706
-8,200
| -8% | -$968K |
|
179
Exelon
EXC
$43.9B
| $11M | 0.09% |
408,398
-18,367
| -4% | -$493K |
|
180
State Street
STT
$32B
| $10.8M | 0.09% |
113,457
-2,800
| -2% | -$268K |
|
181
Fidelity National Information Services
FIS
$35.9B
| $10.8M | 0.09% |
115,506
-7,800
| -6% | -$728K |
|
182
Humana
HUM
$37B
| $10.7M | 0.09% |
43,826
-3,600
| -8% | -$877K |
|
183
PG&E
PCG
$33.2B
| $10.6M | 0.09% |
155,629
-12,200
| -7% | -$831K |
|
184
Equinix
EQIX
$75.7B
| $10.6M | 0.09% |
23,638
-2,000
| -8% | -$893K |
|
185
Intuit
INTU
$188B
| $10.5M | 0.09% |
73,884
-6,100
| -8% | -$867K |
|
186
American Electric Power
AEP
$57.8B
| $10.5M | 0.08% |
149,281
-12,300
| -8% | -$864K |
|
187
Marriott International Class A Common Stock
MAR
$71.9B
| $10.5M | 0.08% |
94,952
-7,200
| -7% | -$794K |
|
188
Regeneron Pharmaceuticals
REGN
$60.8B
| $10.4M | 0.08% |
23,344
-1,700
| -7% | -$760K |
|
189
Eaton
ETN
$136B
| $10.4M | 0.08% |
135,608
-11,400
| -8% | -$875K |
|
190
Constellation Brands
STZ
$26.2B
| $10.4M | 0.08% |
52,175
-4,200
| -7% | -$838K |
|
|
C.WS.A
191
DELISTED
Citigroup Inc
C.WS.A
| $10.3M | 0.08% |
89,144,993
| – | – |
|
192
Travelers Companies
TRV
$62B
| $10.3M | 0.08% |
83,783
-8,000
| -9% | -$980K |
|
193
Prologis
PLD
$105B
| $10.2M | 0.08% |
161,417
-12,900
| -7% | -$819K |
|
|
ZVO
194
DELISTED
Zovio Inc. Common Stock
ZVO
| $10.2M | 0.08% |
1,062,956
-46,044
| -4% | -$442K |
|
195
Ecolab
ECL
$77.6B
| $10.2M | 0.08% |
79,029
-6,800
| -8% | -$875K |
|
196
Allstate
ALL
$53.1B
| $10.1M | 0.08% |
109,637
-10,200
| -9% | -$938K |
|
197
Air Products & Chemicals
APD
$64.5B
| $10M | 0.08% |
66,102
-5,500
| -8% | -$832K |
|
198
McKesson
MCK
$85.5B
| $9.81M | 0.08% |
63,833
-5,500
| -8% | -$845K |
|
199
Target
TGT
$42.3B
| $9.78M | 0.08% |
165,710
-15,600
| -9% | -$921K |
|
200
Delta Air Lines
DAL
$39.9B
| $9.75M | 0.08% |
202,132
-39,800
| -16% | -$1.92M |
|