SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+3.9%
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
+$242M
(+1.9%)
Cap. Flow
-$123M
Cap. Flow
% of AUM
-0.97%
Top 10 Holdings %
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23
Top Buys
| 1 |
AGNC Investment
AGNC
|
+$82.5M |
| 2 |
Exelon
EXC
|
+$74.4M |
| 3 |
TJX Companies
TJX
|
+$29.4M |
| 4 |
Oracle
ORCL
|
+$28M |
| 5 |
Robert Half
RHI
|
+$27.6M |
Top Sells
| 1 |
Aflac
AFL
|
+$140M |
| 2 |
XYZ
Block, Inc.
XYZ
|
+$66M |
| 3 |
MON
Monsanto Co
MON
|
+$61.8M |
| 4 |
Valero Energy
VLO
|
+$40.7M |
| 5 |
TWX
Time Warner Inc
TWX
|
+$39.4M |
Sector Composition
| 1 | Financials | 16.69% |
| 2 | Technology | 15.71% |
| 3 | Healthcare | 15.25% |
| 4 | Consumer Discretionary | 9.01% |
| 5 | Communication Services | 8.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
EARN
276
Ellington Residential Mortgage REIT
EARN
$211M
| $6.32M | 0.05% |
580,000
| – | – |
|
277
NetApp
NTAP
$24.6B
| $6.23M | 0.05% |
79,291
+400
| +0.5% | +$31.4K |
|
|
TSS
278
DELISTED
Total System Services, Inc.
TSS
| $6.19M | 0.05% |
73,223
+500
| +0.7% | +$42.3K |
|
279
Rockwell Automation
ROK
$38.5B
| $6.18M | 0.05% |
37,190
-400
| -1% | -$66.5K |
|
280
KeyCorp
KEY
$20.9B
| $6.14M | 0.05% |
314,327
+2,100
| +0.7% | +$41K |
|
281
Parker-Hannifin
PH
$95.7B
| $6.14M | 0.05% |
39,395
+200
| +0.5% | +$31.2K |
|
|
CXO
282
DELISTED
CONCHO RESOURCES INC.
CXO
| $6.11M | 0.05% |
44,132
+200
| +0.5% | +$27.7K |
|
283
Edison International
EIX
$21.1B
| $6.11M | 0.05% |
96,484
+600
| +0.6% | +$38K |
|
284
Cummins
CMI
$54.4B
| $6.1M | 0.05% |
45,864
| – | – |
|
285
Tyson Foods
TSN
$19.9B
| $6.07M | 0.05% |
88,136
+500
| +0.6% | +$34.4K |
|
286
WEC Energy
WEC
$34.6B
| $6.04M | 0.05% |
93,377
+500
| +0.5% | +$32.3K |
|
287
Ventas
VTR
$31B
| $6.01M | 0.05% |
105,510
+600
| +0.6% | +$34.2K |
|
288
Ameriprise Financial
AMP
$46.5B
| $5.99M | 0.05% |
42,816
-300
| -0.7% | -$42K |
|
289
Dollar Tree
DLTR
$19.6B
| $5.99M | 0.05% |
70,410
+600
| +0.9% | +$51K |
|
290
Newmont
NEM
$83.4B
| $5.96M | 0.05% |
157,955
+900
| +0.6% | +$33.9K |
|
291
Willis Towers Watson
WTW
$32.1B
| $5.92M | 0.05% |
39,078
+200
| +0.5% | +$30.3K |
|
292
Regions Financial
RF
$23.9B
| $5.91M | 0.05% |
332,570
+2,100
| +0.6% | +$37.3K |
|
293
PPL Corp
PPL
$26.4B
| $5.91M | 0.05% |
206,966
+2,600
| +1% | +$74.2K |
|
294
Nucor
NUE
$32.4B
| $5.89M | 0.05% |
94,211
+600
| +0.6% | +$37.5K |
|
295
Agilent Technologies
A
$35.8B
| $5.86M | 0.05% |
94,769
-200
| -0.2% | -$12.4K |
|
296
Fifth Third Bancorp
FITB
$30.1B
| $5.82M | 0.05% |
202,904
-1,400
| -0.7% | -$40.2K |
|
297
Boston Properties
BXP
$11.5B
| $5.74M | 0.05% |
45,728
+300
| +0.7% | +$37.6K |
|
|
PARA
298
DELISTED
Paramount Global Class B
PARA
| $5.69M | 0.04% |
101,127
-500
| -0.5% | -$28.1K |
|
299
SBA Communications
SBAC
$20.6B
| $5.63M | 0.04% |
34,100
-200
| -0.6% | -$33K |
|
300
Idexx Laboratories
IDXX
$52.4B
| $5.6M | 0.04% |
25,700
+100
| +0.4% | +$21.8K |
|