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 | |
|---|---|---|---|---|---|---|
176
Exelon
EXC
$43.9B
| $11.1M | 0.09% |
394,519
-13,879
| -3% | -$390K |
|
177
Allstate
ALL
$53.1B
| $11M | 0.09% |
105,137
-4,500
| -4% | -$471K |
|
178
Travelers Companies
TRV
$62B
| $10.9M | 0.09% |
80,183
-3,600
| -4% | -$488K |
|
179
Delta Air Lines
DAL
$39.9B
| $10.8M | 0.08% |
192,232
-9,900
| -5% | -$554K |
|
180
eBay
EBAY
$42.3B
| $10.7M | 0.08% |
284,742
-17,300
| -6% | -$653K |
|
|
TFCFA
181
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $10.7M | 0.08% |
308,941
-10,500
| -3% | -$363K |
|
182
American Electric Power
AEP
$57.8B
| $10.6M | 0.08% |
144,181
-5,100
| -3% | -$375K |
|
183
State Street
STT
$32B
| $10.6M | 0.08% |
108,657
-4,800
| -4% | -$469K |
|
184
Fidelity National Information Services
FIS
$35.9B
| $10.6M | 0.08% |
112,506
-3,000
| -3% | -$282K |
|
185
Air Products & Chemicals
APD
$64.5B
| $10.5M | 0.08% |
63,902
-2,200
| -3% | -$361K |
|
186
Southwest Airlines
LUV
$16.5B
| $10.5M | 0.08% |
159,984
-7,100
| -4% | -$465K |
|
187
Humana
HUM
$37B
| $10.4M | 0.08% |
41,926
-1,900
| -4% | -$471K |
|
188
Equinix
EQIX
$75.7B
| $10.4M | 0.08% |
22,938
-700
| -3% | -$317K |
|
189
Target
TGT
$42.3B
| $10.4M | 0.08% |
159,310
-6,400
| -4% | -$418K |
|
190
Ross Stores
ROST
$49.4B
| $10.4M | 0.08% |
129,038
-5,100
| -4% | -$409K |
|
191
Johnson Controls International
JCI
$69.5B
| $10.3M | 0.08% |
271,287
-11,600
| -4% | -$442K |
|
192
Ecolab
ECL
$77.6B
| $10.2M | 0.08% |
76,229
-2,800
| -4% | -$376K |
|
193
Eaton
ETN
$136B
| $10.2M | 0.08% |
129,108
-6,500
| -5% | -$514K |
|
194
Kinder Morgan
KMI
$59.1B
| $10.2M | 0.08% |
562,956
-19,600
| -3% | -$354K |
|
195
Waste Management
WM
$88.6B
| $10.1M | 0.08% |
117,078
-5,800
| -5% | -$501K |
|
196
Prologis
PLD
$105B
| $10.1M | 0.08% |
156,017
-5,400
| -3% | -$348K |
|
197
Boston Scientific
BSX
$159B
| $9.98M | 0.08% |
402,496
-13,900
| -3% | -$345K |
|
198
General Mills
GIS
$27B
| $9.88M | 0.08% |
166,638
-8,500
| -5% | -$504K |
|
199
Aon
AON
$79.9B
| $9.82M | 0.08% |
73,247
-3,900
| -5% | -$523K |
|
200
TE Connectivity
TEL
$61.7B
| $9.8M | 0.08% |
103,076
-4,200
| -4% | -$399K |
|