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 | |
|---|---|---|---|---|---|---|
301
Fifth Third Bancorp
FITB
$30.3B
| $4.86M | 0.04% |
174,049
-47,800
| -22% | -$1.33M |
|
302
MSCI
MSCI
$43.2B
| $4.85M | 0.04% |
20,300
-4,000
| -16% | -$955K |
|
303
Hartford Financial Services
HIG
$37B
| $4.82M | 0.04% |
86,575
-17,000
| -16% | -$947K |
|
304
Hewlett Packard
HPE
$31B
| $4.79M | 0.04% |
320,597
-76,200
| -19% | -$1.14M |
|
305
Boston Properties
BXP
$12.1B
| $4.78M | 0.04% |
37,028
-7,500
| -17% | -$968K |
|
306
Cadence Design Systems
CDNS
$95.7B
| $4.77M | 0.04% |
67,300
-13,500
| -17% | -$956K |
|
307
Align Technology
ALGN
$10B
| $4.76M | 0.04% |
17,400
-3,600
| -17% | -$985K |
|
308
Halliburton
HAL
$18.8B
| $4.76M | 0.04% |
209,279
-42,200
| -17% | -$960K |
|
309
Weyerhaeuser
WY
$18.8B
| $4.7M | 0.04% |
178,261
-36,900
| -17% | -$972K |
|
310
Northern Trust
NTRS
$24.3B
| $4.69M | 0.04% |
52,154
-10,800
| -17% | -$972K |
|
311
Entergy
ETR
$39.2B
| $4.69M | 0.04% |
91,030
-18,200
| -17% | -$937K |
|
312
Clorox
CLX
$15.5B
| $4.67M | 0.04% |
30,470
-6,500
| -18% | -$995K |
|
|
LLL
313
DELISTED
L3 Technologies, Inc.
LLL
| $4.66M | 0.04% |
18,996
-3,900
| -17% | -$956K |
|
314
Ameriprise Financial
AMP
$46.2B
| $4.65M | 0.04% |
32,016
-7,000
| -18% | -$1.02M |
|
315
Rockwell Automation
ROK
$38.2B
| $4.64M | 0.04% |
28,290
-6,200
| -18% | -$1.02M |
|
316
United Airlines
UAL
$34.6B
| $4.64M | 0.04% |
52,944
-11,600
| -18% | -$1.02M |
|
317
Kraft Heinz
KHC
$32.3B
| $4.62M | 0.04% |
148,946
-30,300
| -17% | -$940K |
|
318
Synopsys
SNPS
$111B
| $4.62M | 0.04% |
35,900
-7,200
| -17% | -$927K |
|
319
Essex Property Trust
ESS
$17.3B
| $4.58M | 0.04% |
15,702
-3,200
| -17% | -$934K |
|
320
KLA
KLAC
$119B
| $4.57M | 0.04% |
38,677
-8,900
| -19% | -$1.05M |
|
321
Globant
GLOB
$2.77B
| $4.55M | 0.04% |
+45,000
| New | +$4.55M |
|
322
McCormick & Company Non-Voting
MKC
$19B
| $4.54M | 0.04% |
58,536
-12,200
| -17% | -$946K |
|
|
WORK
323
DELISTED
Slack Technologies, Inc.
WORK
| $4.53M | 0.04% |
+120,706
| New | +$4.53M |
|
324
Hershey
HSY
$37.6B
| $4.47M | 0.04% |
33,382
-6,700
| -17% | -$898K |
|
325
Republic Services
RSG
$71.8B
| $4.47M | 0.04% |
51,600
-10,500
| -17% | -$910K |
|