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 | |
|---|---|---|---|---|---|---|
|
RHT
76
DELISTED
Red Hat Inc
RHT
| $36.5M | 0.33% | 194,596 -8,300 | -4% | -$1.56M |
|
77
Abbott
ABT
$231B
| $35.5M | 0.32% | 422,343 -83,800 | -17% | -$7.05M |
|
78
Fidelity National Information Services
FIS
$36.5B
| $35.3M | 0.32% | 288,056 -15,500 | -5% | -$1.9M |
|
79
Robert Half
RHI
$3.8B
| $35.3M | 0.32% | 619,060 -6,000 | -1% | -$342K |
|
80
Intuitive Surgical
ISRG
$170B
| $35M | 0.32% | 66,668 -5,300 | -7% | -$2.78M |
|
81
Emerson Electric
EMR
$74.3B
| $33.2M | 0.3% | 497,123 -30,000 | -6% | -$2M |
|
|
PARA
82
DELISTED
Paramount Global Class B
PARA
| $32.9M | 0.3% | 660,227 -16,000 | -2% | -$798K |
|
83
Illumina
ILMN
$15.8B
| $32.1M | 0.29% | 87,160 -7,200 | -8% | -$2.65M |
|
|
84
iShares Core S&P Mid-Cap ETF
IJH
$100B
| $31.9M | 0.29% | 164,391 -258,500 | -61% | -$50.2M |
|
85
Fiserv
FI
$75.1B
| $31.3M | 0.28% | 343,406 -18,900 | -5% | -$1.72M |
|
86
Medtronic
MDT
$119B
| $31.3M | 0.28% | 320,938 -65,600 | -17% | -$6.39M |
|
|
GPMT
87
Granite Point Mortgage Trust
GPMT
$137M
| $30.7M | 0.28% | 1,600,000 -195,000 | -11% | -$3.74M |
|
|
88
Coherent
COHR
$14.1B
| $30.5M | 0.28% | 832,961 +800,000 | +2,427% | +$29.2M |
|
|
ALXN
89
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $30.1M | 0.27% | 229,678 -10,700 | -4% | -$1.4M |
|
90
Corpay
CPAY
$23B
| $30M | 0.27% | 106,700 -4,100 | -4% | -$1.15M |
|
91
Best Buy
BBY
$15.6B
| $29.7M | 0.27% | 425,904 -11,900 | -3% | -$830K |
|
|
92
EPAM Systems
EPAM
$9.82B
| $29.4M | 0.27% | 170,000 +135,600 | +394% | +$23.5M |
|
93
Air Products & Chemicals
APD
$65.5B
| $28.9M | 0.26% | 127,702 +64,400 | +102% | +$14.6M |
|
94
Union Pacific
UNP
$133B
| $28.6M | 0.26% | 169,412 -38,900 | -19% | -$6.58M |
|
95
Salesforce
CRM
$245B
| $28.2M | 0.26% | 185,956 -34,500 | -16% | -$5.23M |
|
96
Costco
COST
$418B
| $27.8M | 0.25% | 105,336 -21,600 | -17% | -$5.71M |
|
97
Broadcom
AVGO
$1.4T
| $27.3M | 0.25% | 94,778 -19,400 | -17% | -$5.58M |
|
98
First Solar
FSLR
$20.9B
| $27.2M | 0.25% | 414,673 -4,400 | -1% | -$289K |
|
|
SAFE
99
DELISTED
Safehold Inc.
SAFE
| $26.6M | 0.24% | 880,000 | – | – |
|
|
EFC
100
Ellington Financial
EFC
$1.36B
| $26.3M | 0.24% | 1,462,778 | – | – |
|