SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
This Quarter Return
+1.57%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11B
AUM Growth
+$11B
Cap. Flow
-$86.6M
Cap. Flow %
-0.78%
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28

Top Buys

1
EXC icon
Exelon
EXC
$72.5M
2
WEX icon
WEX
WEX
$24.1M
3
KEYS icon
Keysight
KEYS
$23.3M
4
TCPC icon
BlackRock TCP Capital
TCPC
$20.7M
5
GPN icon
Global Payments
GPN
$15.3M

Top Sells

1
NLY icon
Annaly Capital Management
NLY
$123M
2
AGNC icon
AGNC Investment
AGNC
$54.7M
3
RHT
Red Hat Inc
RHT
$36.5M
4
RITM icon
Rithm Capital
RITM
$27.4M
5
SSNC icon
SS&C Technologies
SSNC
$25.1M

Sector Composition

1 Technology 17.67%
2 Financials 14.13%
3 Healthcare 12.59%
4 Real Estate 11.88%
5 Industrials 10.03%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AFL icon
201
Aflac
AFL
$57.1B
$9.31M 0.08%
177,990
-500
-0.3% -$26.2K
TRV icon
202
Travelers Companies
TRV
$62.3B
$9.31M 0.08%
62,583
-100
-0.2% -$14.9K
MET icon
203
MetLife
MET
$53.6B
$9.03M 0.08%
191,385
-36,100
-16% -$1.7M
ROP icon
204
Roper Technologies
ROP
$56.4B
$8.92M 0.08%
25,002
+100
+0.4% +$35.7K
PSA icon
205
Public Storage
PSA
$51.2B
$8.85M 0.08%
36,077
+100
+0.3% +$24.5K
WELL icon
206
Welltower
WELL
$112B
$8.83M 0.08%
97,409
+500
+0.5% +$45.3K
PRU icon
207
Prudential Financial
PRU
$37.8B
$8.69M 0.08%
96,632
-600
-0.6% -$54K
F icon
208
Ford
F
$46.2B
$8.63M 0.08%
942,190
+4,000
+0.4% +$36.6K
ALL icon
209
Allstate
ALL
$53.9B
$8.6M 0.08%
79,137
-600
-0.8% -$65.2K
XLI icon
210
Industrial Select Sector SPDR Fund
XLI
$23B
$8.52M 0.08%
109,700
+5,000
+5% +$388K
DOW icon
211
Dow Inc
DOW
$17B
$8.51M 0.08%
178,678
-600
-0.3% -$28.6K
VLO icon
212
Valero Energy
VLO
$48.3B
$8.5M 0.08%
99,676
-200
-0.2% -$17K
FDX icon
213
FedEx
FDX
$53.2B
$8.4M 0.08%
57,712
+300
+0.5% +$43.7K
STZ icon
214
Constellation Brands
STZ
$25.8B
$8.33M 0.08%
40,175
+100
+0.2% +$20.7K
HUM icon
215
Humana
HUM
$37.5B
$8.32M 0.08%
32,526
+200
+0.6% +$51.1K
YUM icon
216
Yum! Brands
YUM
$40.1B
$8.3M 0.08%
73,154
-100
-0.1% -$11.3K
MAR icon
217
Marriott International Class A Common Stock
MAR
$72B
$8.18M 0.07%
65,752
-400
-0.6% -$49.8K
XEL icon
218
Xcel Energy
XEL
$42.8B
$8.18M 0.07%
126,034
+2,800
+2% +$182K
LRCX icon
219
Lam Research
LRCX
$124B
$8.03M 0.07%
347,600
-11,000
-3% -$254K
CTSH icon
220
Cognizant
CTSH
$35.1B
$8M 0.07%
132,754
-3,500
-3% -$211K
GIS icon
221
General Mills
GIS
$26.6B
$8M 0.07%
145,138
+1,800
+1% +$99.2K
NFE icon
222
New Fortress Energy
NFE
$631M
$7.81M 0.07%
433,106
+274,106
+172% +$4.94M
ADSK icon
223
Autodesk
ADSK
$67.6B
$7.8M 0.07%
52,820
+200
+0.4% +$29.5K
HCA icon
224
HCA Healthcare
HCA
$95.4B
$7.7M 0.07%
63,920
– –
TWTR
225
DELISTED
Twitter, Inc.
TWTR
$7.66M 0.07%
185,800
+11,000
+6% +$453K
7 8
9
10 11