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 | 8.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
201
Public Storage
PSA
$52.2B
| $9.71M | 0.08% |
45,377
-3,800
| -8% | -$813K |
|
202
Waste Management
WM
$88.6B
| $9.62M | 0.08% |
122,878
-10,700
| -8% | -$838K |
|
203
Analog Devices
ADI
$122B
| $9.62M | 0.08% |
111,595
-9,000
| -7% | -$776K |
|
204
Baxter International
BAX
$12.5B
| $9.55M | 0.08% |
152,122
-8,200
| -5% | -$515K |
|
205
Fiserv
FI
$73.4B
| $9.53M | 0.08% |
147,856
-12,000
| -8% | -$774K |
|
206
Southwest Airlines
LUV
$16.5B
| $9.35M | 0.08% |
167,084
-31,600
| -16% | -$1.77M |
|
207
Lam Research
LRCX
$130B
| $9.12M | 0.07% |
492,600
-38,000
| -7% | -$703K |
|
208
General Mills
GIS
$27B
| $9.07M | 0.07% |
175,138
-14,200
| -7% | -$735K |
|
209
TE Connectivity
TEL
$61.7B
| $8.91M | 0.07% |
107,276
-9,400
| -8% | -$781K |
|
210
DXC Technology
DXC
$2.65B
| $8.81M | 0.07% |
118,519
+10,895
| +10% | +$809K |
|
211
Microvision
MVIS
$334M
| $8.74M | 0.07% |
3,144,199
+238,095
| +8% | +$662K |
|
|
STI
212
DELISTED
SunTrust Banks, Inc.
STI
| $8.7M | 0.07% |
145,592
-13,300
| -8% | -$795K |
|
213
Sempra
SRE
$52.9B
| $8.7M | 0.07% |
152,476
-12,400
| -8% | -$708K |
|
214
Ross Stores
ROST
$49.4B
| $8.66M | 0.07% |
134,138
-10,700
| -7% | -$691K |
|
215
Stratasys
SSYS
$871M
| $8.66M | 0.07% |
374,603
| – | – |
|
216
Marathon Petroleum
MPC
$54.8B
| $8.62M | 0.07% |
153,666
-16,800
| -10% | -$942K |
|
|
BAC.WS.B
217
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
| $8.58M | 0.07% |
10,986,671
| – | – |
|
218
Progressive
PGR
$143B
| $8.55M | 0.07% |
176,581
-14,300
| -7% | -$692K |
|
219
PPG Industries
PPG
$24.8B
| $8.46M | 0.07% |
77,868
-264,500
| -77% | -$28.7M |
|
|
TFCFA
220
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $8.43M | 0.07% |
319,441
-26,400
| -8% | -$696K |
|
|
EARN
221
Ellington Residential Mortgage REIT
EARN
$212M
| $8.42M | 0.07% |
+580,000
| New | +$8.42M |
|
|
APC
222
DELISTED
Anadarko Petroleum
APC
| $8.31M | 0.07% |
170,027
-14,100
| -8% | -$689K |
|
223
Corning
GLW
$61B
| $8.2M | 0.07% |
274,069
-28,400
| -9% | -$850K |
|
224
Cummins
CMI
$55.1B
| $8.03M | 0.07% |
47,764
-3,000
| -6% | -$504K |
|
225
Carnival Corp
CCL
$42.8B
| $7.99M | 0.06% |
123,760
-13,800
| -10% | -$891K |
|