SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
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
+$11.1B
(-11%)
Cap. Flow
-$1.78B
Cap. Flow
% of AUM
-16.09%
Top 10 Holdings %
Top 10 Hldgs %
22.79%
Holding
963
New
13
Increased
19
Reduced
888
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 | |
|---|---|---|---|---|---|---|
|
RTN
51
DELISTED
Raytheon Company
RTN
| $52.3M | 0.47% | 300,636 -14,700 | -5% | -$2.56M |
|
52
AbbVie
ABBV
$372B
| $52.1M | 0.47% | 716,603 -71,200 | -9% | -$5.18M |
|
53
Gilead Sciences
GILD
$140B
| $51.2M | 0.46% | 758,189 -63,200 | -8% | -$4.27M |
|
54
CBRE Group
CBRE
$48.2B
| $49.5M | 0.45% | 965,832 -15,200 | -2% | -$780K |
|
55
Delta Air Lines
DAL
$40.3B
| $48.1M | 0.43% | 847,032 -35,400 | -4% | -$2.01M |
|
56
Coca-Cola
KO
$297B
| $46.8M | 0.42% | 919,238 -189,600 | -17% | -$9.65M |
|
57
Boeing
BA
$177B
| $45.6M | 0.41% | 125,250 -26,200 | -17% | -$9.54M |
|
58
LyondellBasell Industries
LYB
$18.1B
| $44.7M | 0.4% | 519,304 -15,000 | -3% | -$1.29M |
|
59
PepsiCo
PEP
$204B
| $44M | 0.4% | 335,629 -69,200 | -17% | -$9.07M |
|
60
CVS Health
CVS
$92.8B
| $43.6M | 0.39% | 800,967 -62,800 | -7% | -$3.42M |
|
61
SiriusPoint
SPNT
$2.19B
| $43.3M | 0.39% | 4,200,000 | – | – |
|
62
AutoZone
AZO
$70.2B
| $42.8M | 0.39% | 38,964 -1,300 | -3% | -$1.43M |
|
63
Cintas
CTAS
$84.6B
| $42.8M | 0.39% | 180,267 -4,100 | -2% | -$973K |
|
64
Quest Diagnostics
DGX
$20.3B
| $41.6M | 0.38% | 408,663 -6,500 | -2% | -$662K |
|
65
PayPal
PYPL
$67.1B
| $41.1M | 0.37% | 359,334 +21,200 | +6% | +$2.43M |
|
66
Illinois Tool Works
ITW
$77.1B
| $40.6M | 0.37% | 269,197 -15,200 | -5% | -$2.29M |
|
|
67
IQVIA
IQV
$32.4B
| $39.6M | 0.36% | 246,300 +91,700 | +59% | +$14.8M |
|
68
DXC Technology
DXC
$2.59B
| $39.5M | 0.36% | 717,000 -104,025 | -13% | -$5.74M |
|
69
Global Payments
GPN
$21.5B
| $39.3M | 0.36% | 245,464 -78,000 | -24% | -$12.5M |
|
70
Citigroup
C
$178B
| $38.8M | 0.35% | 553,656 -124,000 | -18% | -$8.68M |
|
71
Netflix
NFLX
$513B
| $38.4M | 0.35% | 104,634 -21,200 | -17% | -$7.79M |
|
72
Euronet Worldwide
EEFT
$3.82B
| $38M | 0.34% | 225,830 | – | – |
|
73
McDonald's
MCD
$224B
| $38M | 0.34% | 182,757 -37,800 | -17% | -$7.85M |
|
74
Walmart
WMT
$774B
| $37M | 0.33% | 334,934 -75,300 | -18% | -$8.32M |
|
75
Berkshire Hathaway Class A
BRK.A
$1.09T
| $36.9M | 0.33% | 116 | – | – |
|