SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+3.47%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11.1B
AUM Growth
-$1.4B
(-11%)
Cap. Flow
-$1.75B
Cap. Flow
% of AUM
-15.86%
Top 10 Holdings %
Top 10 Hldgs %
22.79%
Holding
963
New
13
Increased
18
Reduced
889
Closed
15
Top Buys
| 1 |
Annaly Capital Management
NLY
|
$45.7M |
| 2 |
AGNC Investment
AGNC
|
$37M |
| 3 |
Coherent
COHR
|
$29.2M |
| 4 |
EPAM Systems
EPAM
|
$23.5M |
| 5 |
IQVIA
IQV
|
$14.8M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$147M |
| 2 |
Apple
AAPL
|
$136M |
| 3 |
Everest Group
EG
|
$122M |
| 4 |
Ally Financial
ALLY
|
$98.6M |
| 5 |
iShares Core S&P Mid-Cap ETF
IJH
|
$50.2M |
Sector Composition
| 1 | Technology | 17.23% |
| 2 | Real Estate | 13.86% |
| 3 | Financials | 13.68% |
| 4 | Healthcare | 12.57% |
| 5 | Industrials | 9.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Corning
GLW
$60.6B
| $6.24M | 0.06% |
187,869
-38,900
| -17% | -$1.29M |
|
|
EARN
252
Ellington Residential Mortgage REIT
EARN
$211M
| $6.24M | 0.06% |
580,000
| – | – |
|
253
T Rowe Price
TROW
$23.7B
| $6.22M | 0.06% |
56,661
-11,400
| -17% | -$1.25M |
|
|
PXD
254
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.2M | 0.06% |
40,302
-8,200
| -17% | -$1.26M |
|
255
Dollar Tree
DLTR
$20.6B
| $6.11M | 0.06% |
56,910
-11,700
| -17% | -$1.26M |
|
256
McKesson
MCK
$85.6B
| $6.11M | 0.06% |
45,433
-9,800
| -18% | -$1.32M |
|
|
TWTR
257
DELISTED
Twitter, Inc.
TWTR
| $6.1M | 0.06% |
174,800
-35,100
| -17% | -$1.23M |
|
258
SBA Communications
SBAC
$21.4B
| $6.09M | 0.06% |
27,100
-5,300
| -16% | -$1.19M |
|
259
Ventas
VTR
$30.8B
| $6.04M | 0.05% |
88,410
-14,200
| -14% | -$971K |
|
|
DFS
260
DELISTED
Discover Financial Services
DFS
| $6.02M | 0.05% |
77,543
-17,100
| -18% | -$1.33M |
|
261
Monster Beverage
MNST
$60.8B
| $5.98M | 0.05% |
187,384
-38,000
| -17% | -$1.21M |
|
262
PACCAR
PCAR
$51.7B
| $5.94M | 0.05% |
124,377
-25,500
| -17% | -$1.22M |
|
263
Southwest Airlines
LUV
$16.3B
| $5.94M | 0.05% |
116,984
-26,400
| -18% | -$1.34M |
|
264
Cummins
CMI
$54.8B
| $5.94M | 0.05% |
34,664
-7,100
| -17% | -$1.22M |
|
265
Willis Towers Watson
WTW
$32B
| $5.93M | 0.05% |
30,978
-6,200
| -17% | -$1.19M |
|
266
Regeneron Pharmaceuticals
REGN
$60.3B
| $5.9M | 0.05% |
18,844
-3,700
| -16% | -$1.16M |
|
267
Digital Realty Trust
DLR
$55.6B
| $5.87M | 0.05% |
49,860
-10,000
| -17% | -$1.18M |
|
268
Eversource Energy
ES
$23.4B
| $5.82M | 0.05% |
76,864
-14,500
| -16% | -$1.1M |
|
269
Zimmer Biomet
ZBH
$20.8B
| $5.77M | 0.05% |
50,514
-10,197
| -17% | -$1.17M |
|
270
Fortive
FTV
$16.1B
| $5.76M | 0.05% |
84,390
-16,969
| -17% | -$1.16M |
|
271
Verisk Analytics
VRSK
$37.5B
| $5.74M | 0.05% |
39,216
-7,900
| -17% | -$1.16M |
|
|
CERN
272
DELISTED
Cerner Corp
CERN
| $5.71M | 0.05% |
77,868
-15,600
| -17% | -$1.14M |
|
273
Tyson Foods
TSN
$19.8B
| $5.7M | 0.05% |
70,536
-14,600
| -17% | -$1.18M |
|
274
Idexx Laboratories
IDXX
$51.7B
| $5.67M | 0.05% |
20,600
-4,200
| -17% | -$1.16M |
|
275
TransDigm Group
TDG
$71.8B
| $5.66M | 0.05% |
11,704
-2,300
| -16% | -$1.11M |
|