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 | |
|---|---|---|---|---|---|---|
201
Marriott International Class A Common Stock
MAR
$72B
| $9.28M | 0.08% |
66,152
-15,100
| -19% | -$2.12M |
|
202
Edwards Lifesciences
EW
$47.7B
| $9.23M | 0.08% |
149,868
-29,700
| -17% | -$1.83M |
|
203
Roper Technologies
ROP
$56.4B
| $9.12M | 0.08% |
24,902
-5,000
| -17% | -$1.83M |
|
204
Sempra
SRE
$53.7B
| $9.04M | 0.08% |
131,476
-26,400
| -17% | -$1.81M |
|
205
Truist Financial
TFC
$59.8B
| $9.01M | 0.08% |
183,361
-36,700
| -17% | -$1.8M |
|
206
Occidental Petroleum
OXY
$45.6B
| $9M | 0.08% |
179,056
-36,900
| -17% | -$1.86M |
|
207
Sherwin-Williams
SHW
$90.5B
| $8.93M | 0.08% |
58,473
-12,000
| -17% | -$1.83M |
|
208
Marathon Petroleum
MPC
$54.4B
| $8.86M | 0.08% |
158,616
-35,500
| -18% | -$1.98M |
|
209
Dow Inc
DOW
$17B
| $8.84M | 0.08% |
+179,278
| New | +$8.84M |
|
210
Ross Stores
ROST
$49.3B
| $8.72M | 0.08% |
87,988
-18,800
| -18% | -$1.86M |
|
|
ATVI
211
DELISTED
Activision Blizzard Inc.
ATVI
| $8.65M | 0.08% |
183,344
-36,800
| -17% | -$1.74M |
|
212
HCA Healthcare
HCA
$95.4B
| $8.64M | 0.08% |
63,920
-13,000
| -17% | -$1.76M |
|
213
Cognizant
CTSH
$35.1B
| $8.64M | 0.08% |
136,254
-29,500
| -18% | -$1.87M |
|
214
Humana
HUM
$37.5B
| $8.58M | 0.08% |
32,326
-6,700
| -17% | -$1.78M |
|
215
Autodesk
ADSK
$67.9B
| $8.57M | 0.08% |
52,620
-10,500
| -17% | -$1.71M |
|
216
Public Storage
PSA
$51.2B
| $8.57M | 0.08% |
35,977
-7,300
| -17% | -$1.74M |
|
217
Valero Energy
VLO
$48.3B
| $8.55M | 0.08% |
99,876
-20,500
| -17% | -$1.75M |
|
|
APC
218
DELISTED
Anadarko Petroleum
APC
| $8.48M | 0.08% |
120,227
-23,700
| -16% | -$1.67M |
|
219
Williams Companies
WMB
$70.5B
| $8.13M | 0.07% |
290,086
-58,900
| -17% | -$1.65M |
|
220
Allstate
ALL
$53.9B
| $8.11M | 0.07% |
79,737
-15,900
| -17% | -$1.62M |
|
221
Yum! Brands
YUM
$40.1B
| $8.11M | 0.07% |
73,254
-15,000
| -17% | -$1.66M |
|
222
Industrial Select Sector SPDR Fund
XLI
$23B
| $8.11M | 0.07% |
104,700
-27,300
| -21% | -$2.11M |
|
223
Sysco
SYY
$38.8B
| $8M | 0.07% |
113,179
-23,000
| -17% | -$1.63M |
|
224
Welltower
WELL
$112B
| $7.9M | 0.07% |
96,909
-14,400
| -13% | -$1.17M |
|
225
Constellation Brands
STZ
$25.8B
| $7.89M | 0.07% |
40,075
-7,900
| -16% | -$1.56M |
|