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 | |
|---|---|---|---|---|---|---|
276
Agilent Technologies
A
$36.5B
| $5.65M | 0.05% |
75,669
-15,900
| -17% | -$1.19M |
|
277
Ball Corp
BALL
$13.8B
| $5.61M | 0.05% |
80,152
-16,200
| -17% | -$1.13M |
|
278
DTE Energy
DTE
$28.3B
| $5.6M | 0.05% |
51,492
-10,105
| -16% | -$1.1M |
|
279
M&T Bank
MTB
$31.3B
| $5.56M | 0.05% |
32,670
-7,300
| -18% | -$1.24M |
|
|
INFO
280
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $5.55M | 0.05% |
87,100
-17,600
| -17% | -$1.12M |
|
281
Archer Daniels Midland
ADM
$30.2B
| $5.47M | 0.05% |
134,100
-27,300
| -17% | -$1.11M |
|
282
PPL Corp
PPL
$26.6B
| $5.36M | 0.05% |
172,766
-35,000
| -17% | -$1.09M |
|
283
Corteva
CTVA
$49B
| $5.3M | 0.05% |
+179,311
| New | +$5.3M |
|
284
Synchrony
SYF
$28.2B
| $5.26M | 0.05% |
151,810
-36,400
| -19% | -$1.26M |
|
285
VeriSign
VRSN
$26.1B
| $5.26M | 0.05% |
25,157
-5,200
| -17% | -$1.09M |
|
286
Edison International
EIX
$20.9B
| $5.26M | 0.05% |
77,984
-15,900
| -17% | -$1.07M |
|
287
Stanley Black & Decker
SWK
$12.1B
| $5.24M | 0.05% |
36,248
-7,400
| -17% | -$1.07M |
|
288
Parker-Hannifin
PH
$96.1B
| $5.22M | 0.05% |
30,695
-6,600
| -18% | -$1.12M |
|
289
Realty Income
O
$54.1B
| $5.2M | 0.05% |
77,734
-12,591
| -14% | -$841K |
|
290
Centene
CNC
$14.2B
| $5.19M | 0.05% |
98,948
-20,100
| -17% | -$1.05M |
|
291
FirstEnergy
FE
$25B
| $5.17M | 0.05% |
120,853
-24,300
| -17% | -$1.04M |
|
292
American Water Works
AWK
$28B
| $5.01M | 0.05% |
43,228
-8,900
| -17% | -$1.03M |
|
293
State Street
STT
$32.1B
| $5.01M | 0.05% |
89,357
-19,800
| -18% | -$1.11M |
|
294
WEX
WEX
$5.87B
| $4.99M | 0.05% |
24,000
-2,600
| -10% | -$541K |
|
295
Mettler-Toledo International
MTD
$26.9B
| $4.99M | 0.05% |
5,940
-1,200
| -17% | -$1.01M |
|
296
Royal Caribbean
RCL
$95.5B
| $4.99M | 0.05% |
41,172
-8,300
| -17% | -$1.01M |
|
297
Ametek
AME
$43.3B
| $4.96M | 0.04% |
54,584
-10,900
| -17% | -$990K |
|
|
CXO
298
DELISTED
CONCHO RESOURCES INC.
CXO
| $4.96M | 0.04% |
48,032
-9,800
| -17% | -$1.01M |
|
299
Microchip Technology
MCHP
$35.6B
| $4.94M | 0.04% |
113,944
-22,600
| -17% | -$980K |
|
300
Lamar Advertising Co
LAMR
$13B
| $4.88M | 0.04% |
60,400
-5,100
| -8% | -$412K |
|