SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+7.98%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$13.7B
AUM Growth
+$13.7B
(+8%)
Cap. Flow
+$102M
Cap. Flow
% of AUM
0.74%
Top 10 Holdings %
Top 10 Hldgs %
24.11%
Holding
956
New
20
Increased
569
Reduced
272
Closed
16
Top Buys
| 1 |
Annaly Capital Management
NLY
|
$282M |
| 2 |
Everest Group
EG
|
$183M |
| 3 |
AGNC Investment
AGNC
|
$73.5M |
| 4 |
TWO
Two Harbors Investment
TWO
|
$47.3M |
| 5 |
Rithm Capital
RITM
|
$43.2M |
Top Sells
| 1 |
Gilead Sciences
GILD
|
$136M |
| 2 |
Wells Fargo
WFC
|
$123M |
| 3 |
XYZ
Block, Inc.
XYZ
|
$96.1M |
| 4 |
CVS Health
CVS
|
$95.1M |
| 5 |
JPMorgan Chase
JPM
|
$73.5M |
Sector Composition
| 1 | Technology | 16.53% |
| 2 | Financials | 15.53% |
| 3 | Healthcare | 14.69% |
| 4 | Real Estate | 10.27% |
| 5 | Consumer Discretionary | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
Costco
COST
$420B
| $30.7M | 0.22% |
130,636
+800
| +0.6% | +$188K |
|
102
Eli Lilly
LLY
$659B
| $30.6M | 0.22% |
284,838
+2,000
| +0.7% | +$215K |
|
103
GE Aerospace
GE
$292B
| $30.3M | 0.22% |
2,687,960
+18,200
| +0.7% | +$205K |
|
104
Qualcomm
QCOM
$169B
| $30.2M | 0.22% |
419,071
-19,900
| -5% | -$1.43M |
|
105
CBRE Group
CBRE
$47.1B
| $29.5M | 0.22% |
669,532
+4,600
| +0.7% | +$203K |
|
106
Cencora
COR
$57B
| $29.3M | 0.21% |
318,184
-500
| -0.2% | -$46.1K |
|
107
Johnson Controls International
JCI
$68.7B
| $29M | 0.21% |
827,687
+1,400
| +0.2% | +$49K |
|
|
ABMD
108
DELISTED
Abiomed Inc
ABMD
| $28.5M | 0.21% |
63,400
+900
| +1% | +$405K |
|
109
Stratasys
SSYS
$855M
| $28.3M | 0.21% |
1,224,603
+300,000
| +32% | +$6.93M |
|
110
Lowe's Companies
LOW
$146B
| $27.7M | 0.2% |
241,675
-1,700
| -0.7% | -$195K |
|
111
General Dynamics
GD
$86.6B
| $27.4M | 0.2% |
133,627
+1,200
| +0.9% | +$246K |
|
|
NLSN
112
DELISTED
Nielsen Holdings plc
NLSN
| $27.1M | 0.2% |
980,344
+7,000
| +0.7% | +$194K |
|
113
Caterpillar
CAT
$193B
| $27M | 0.2% |
177,066
| – | – |
|
114
ConocoPhillips
COP
$118B
| $26.8M | 0.2% |
346,255
-200
| -0.1% | -$15.5K |
|
115
United Parcel Service
UPS
$72B
| $26.8M | 0.2% |
229,286
+2,400
| +1% | +$280K |
|
116
Quest Diagnostics
DGX
$20B
| $26.1M | 0.19% |
242,063
+600
| +0.2% | +$64.7K |
|
|
TWTR
117
DELISTED
Twitter, Inc.
TWTR
| $26M | 0.19% |
914,500
+20,600
| +2% | +$586K |
|
118
Microchip Technology
MCHP
$34B
| $25.3M | 0.18% |
320,172
-59,400
| -16% | -$4.69M |
|
119
Schlumberger
SLB
$52.2B
| $25.1M | 0.18% |
412,472
+2,400
| +0.6% | +$146K |
|
120
Zebra Technologies
ZBRA
$15.5B
| $24.7M | 0.18% |
139,900
+120,200
| +610% | +$21.3M |
|
|
EFC
121
Ellington Financial
EFC
$1.36B
| $24.1M | 0.18% |
1,502,778
| – | – |
|
122
NextEra Energy, Inc.
NEE
$147B
| $23.6M | 0.17% |
140,573
+1,000
| +0.7% | +$168K |
|
123
Goldman Sachs
GS
$220B
| $23.5M | 0.17% |
104,650
+600
| +0.6% | +$135K |
|
124
Moody's
MCO
$88.8B
| $23.1M | 0.17% |
137,915
+1,300
| +1% | +$217K |
|
|
ETFC
125
DELISTED
E*Trade Financial Corporation
ETFC
| $22.9M | 0.17% |
437,358
-72,800
| -14% | -$3.81M |
|