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 | |
|---|---|---|---|---|---|---|
151
Cigna
CI
$80.3B
| $14.3M | 0.13% | 90,870 -18,700 | -17% | -$2.95M |
|
152
Boston Scientific
BSX
$156B
| $14.3M | 0.13% | 332,896 -66,500 | -17% | -$2.86M |
|
153
CSX Corp
CSX
$60.6B
| $14.2M | 0.13% | 184,031 -39,300 | -18% | -$3.04M |
|
154
Southern Company
SO
$102B
| $13.8M | 0.12% | 249,230 -48,900 | -16% | -$2.7M |
|
155
DuPont de Nemours
DD
$32.2B
| $13.5M | 0.12% | 179,311 -470,423 | -72% | -$35.3M |
|
156
Morgan Stanley
MS
$240B
| $13.4M | 0.12% | 306,055 -68,200 | -18% | -$2.99M |
|
157
Blackrock
BLK
$175B
| $13.4M | 0.12% | 28,480 -6,600 | -19% | -$3.1M |
|
158
Schlumberger
SLB
$55B
| $13.2M | 0.12% | 331,572 -67,800 | -17% | -$2.69M |
|
159
Northrop Grumman
NOC
$84.5B
| $13.1M | 0.12% | 40,617 -8,300 | -17% | -$2.68M |
|
160
Kinetik
KNTK
$2.57B
| $13M | 0.12% | 3,500,000 | – | – |
|
161
EOG Resources
EOG
$68.2B
| $12.9M | 0.12% | 138,928 -28,200 | -17% | -$2.63M |
|
162
Norfolk Southern
NSC
$62.8B
| $12.7M | 0.11% | 63,649 -13,400 | -17% | -$2.67M |
|
|
RPT
163
Rithm Property Trust Inc.
RPT
$117M
| $12.6M | 0.11% | 900,000 | – | – |
|
164
Deere & Co
DE
$129B
| $12.6M | 0.11% | 75,854 -15,900 | -17% | -$2.63M |
|
|
AGN
165
DELISTED
Allergan plc
AGN
| $12.3M | 0.11% | 73,756 -16,300 | -18% | -$2.73M |
|
166
Marsh & McLennan
MMC
$101B
| $12.2M | 0.11% | 122,401 -23,200 | -16% | -$2.31M |
|
167
General Motors
GM
$55.8B
| $12.2M | 0.11% | 315,820 -61,900 | -16% | -$2.39M |
|
168
Prologis
PLD
$106B
| $12.1M | 0.11% | 151,011 -30,600 | -17% | -$2.45M |
|
169
Ecolab
ECL
$78.6B
| $12M | 0.11% | 60,729 -12,300 | -17% | -$2.43M |
|
170
Levi Strauss
LEVI
$8.85B
| $11.9M | 0.11% | 570,000 +370,000 | +185% | +$7.73M |
|
171
General Dynamics
GD
$87.3B
| $11.8M | 0.11% | 65,027 -13,100 | -17% | -$2.38M |
|
172
Simon Property Group
SPG
$59B
| $11.8M | 0.11% | 73,998 -15,000 | -17% | -$2.4M |
|
173
Intercontinental Exchange
ICE
$101B
| $11.6M | 0.1% | 135,000 -28,800 | -18% | -$2.48M |
|
|
WP
174
DELISTED
Worldpay, Inc.
WP
| $11.6M | 0.1% | 94,500 | – | – |
|
175
Charles Schwab
SCHW
$174B
| $11.4M | 0.1% | 284,437 -57,400 | -17% | -$2.31M |
|