SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+1.57%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11B
AUM Growth
-$14.5M
(-0.13%)
Cap. Flow
-$86.7M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28
Top Buys
| 1 |
Exelon
EXC
|
$72.5M |
| 2 |
WEX
WEX
|
$24.1M |
| 3 |
Keysight
KEYS
|
$23.3M |
| 4 |
BlackRock TCP Capital
TCPC
|
$20.7M |
| 5 |
Global Payments
GPN
|
$15.3M |
Top Sells
| 1 |
Annaly Capital Management
NLY
|
$123M |
| 2 |
AGNC Investment
AGNC
|
$54.7M |
| 3 |
RHT
Red Hat Inc
RHT
|
$36.5M |
| 4 |
Rithm Capital
RITM
|
$27.4M |
| 5 |
SS&C Technologies
SSNC
|
$25.1M |
Sector Composition
| 1 | Technology | 17.67% |
| 2 | Financials | 14.13% |
| 3 | Healthcare | 12.59% |
| 4 | Real Estate | 11.88% |
| 5 | Industrials | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Edison International
EIX
$21B
| $6.49M | 0.06% |
86,084
+8,100
| +10% | +$611K |
|
252
T Rowe Price
TROW
$23.8B
| $6.47M | 0.06% |
56,661
| – | – |
|
|
INFO
253
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $6.45M | 0.06% |
96,400
+9,300
| +11% | +$622K |
|
254
Hilton Worldwide
HLT
$64B
| $6.43M | 0.06% |
69,000
-700
| -1% | -$65.2K |
|
255
Paychex
PAYX
$48.7B
| $6.37M | 0.06% |
76,911
+300
| +0.4% | +$24.8K |
|
256
Southwest Airlines
LUV
$16.5B
| $6.28M | 0.06% |
116,284
-700
| -0.6% | -$37.8K |
|
257
FirstEnergy
FE
$25.1B
| $6.26M | 0.06% |
129,853
+9,000
| +7% | +$434K |
|
258
Verisk Analytics
VRSK
$37.8B
| $6.22M | 0.06% |
39,316
+100
| +0.3% | +$15.8K |
|
|
DFS
259
DELISTED
Discover Financial Services
DFS
| $6.21M | 0.06% |
76,543
-1,000
| -1% | -$81.1K |
|
260
TransDigm Group
TDG
$71.6B
| $6.2M | 0.06% |
11,904
+200
| +2% | +$104K |
|
261
Cummins
CMI
$55.1B
| $6.18M | 0.06% |
37,964
+3,300
| +10% | +$537K |
|
|
EARN
262
Ellington Residential Mortgage REIT
EARN
$212M
| $6.11M | 0.06% |
580,000
| – | – |
|
263
KLA
KLAC
$119B
| $6.1M | 0.06% |
38,277
-400
| -1% | -$63.8K |
|
264
Tyson Foods
TSN
$20B
| $6.1M | 0.06% |
70,836
+300
| +0.4% | +$25.8K |
|
265
McKesson
MCK
$85.5B
| $6.07M | 0.06% |
44,433
-1,000
| -2% | -$137K |
|
266
T-Mobile US
TMUS
$284B
| $5.99M | 0.05% |
+76,000
| New | +$5.99M |
|
267
Willis Towers Watson
WTW
$32.1B
| $5.98M | 0.05% |
30,978
| – | – |
|
268
Realty Income
O
$54.2B
| $5.87M | 0.05% |
78,973
+1,239
| +2% | +$92.1K |
|
269
DTE Energy
DTE
$28.4B
| $5.85M | 0.05% |
51,727
+235
| +0.5% | +$26.6K |
|
270
PACCAR
PCAR
$52B
| $5.83M | 0.05% |
124,977
+600
| +0.5% | +$28K |
|
|
XLNX
271
DELISTED
Xilinx Inc
XLNX
| $5.83M | 0.05% |
60,771
| – | – |
|
272
Ball Corp
BALL
$13.9B
| $5.81M | 0.05% |
79,852
-300
| -0.4% | -$21.8K |
|
273
Agilent Technologies
A
$36.5B
| $5.7M | 0.05% |
74,369
-1,300
| -2% | -$99.6K |
|
274
Idexx Laboratories
IDXX
$51.4B
| $5.63M | 0.05% |
20,700
+100
| +0.5% | +$27.2K |
|
275
Entergy
ETR
$39.2B
| $5.61M | 0.05% |
95,630
+4,600
| +5% | +$270K |
|