SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
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
-$14.5M
(-0.13%)
Cap. Flow
-$86.7M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28
Top Buys
| 1 |
Exelon
EXC
|
$72.5M |
| 2 |
WEX
WEX
|
$24.1M |
| 3 |
Keysight
KEYS
|
$23.3M |
| 4 |
BlackRock TCP Capital
TCPC
|
$20.7M |
| 5 |
Global Payments
GPN
|
$15.3M |
Top Sells
| 1 |
Annaly Capital Management
NLY
|
$123M |
| 2 |
AGNC Investment
AGNC
|
$54.7M |
| 3 |
RHT
Red Hat Inc
RHT
|
$36.5M |
| 4 |
Rithm Capital
RITM
|
$27.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
Northern Trust
NTRS
$24.3B
| $4.82M | 0.04% |
51,654
-500
| -1% | -$46.7K |
|
302
Vulcan Materials
VMC
$39B
| $4.81M | 0.04% |
31,810
+200
| +0.6% | +$30.2K |
|
303
Fifth Third Bancorp
FITB
$30.2B
| $4.81M | 0.04% |
175,649
+1,600
| +0.9% | +$43.8K |
|
304
Hewlett Packard
HPE
$31B
| $4.76M | 0.04% |
313,897
-6,700
| -2% | -$102K |
|
305
Ameren
AEE
$27.2B
| $4.73M | 0.04% |
59,122
+300
| +0.5% | +$24K |
|
306
VeriSign
VRSN
$26.2B
| $4.73M | 0.04% |
25,057
-100
| -0.4% | -$18.9K |
|
307
United Airlines
UAL
$34.5B
| $4.7M | 0.04% |
53,144
+200
| +0.4% | +$17.7K |
|
308
ResMed
RMD
$40.6B
| $4.66M | 0.04% |
34,500
+200
| +0.6% | +$27K |
|
309
Rockwell Automation
ROK
$38.2B
| $4.63M | 0.04% |
28,090
-200
| -0.7% | -$33K |
|
310
Ameriprise Financial
AMP
$46.1B
| $4.62M | 0.04% |
31,416
-600
| -2% | -$88.3K |
|
311
McCormick & Company Non-Voting
MKC
$19B
| $4.62M | 0.04% |
59,136
+600
| +1% | +$46.9K |
|
312
Clorox
CLX
$15.5B
| $4.6M | 0.04% |
30,270
-200
| -0.7% | -$30.4K |
|
313
Guardant Health
GH
$7.5B
| $4.53M | 0.04% |
+70,946
| New | +$4.53M |
|
314
Expedia Group
EXPE
$26.6B
| $4.51M | 0.04% |
33,584
+5,300
| +19% | +$712K |
|
315
Fastenal
FAST
$55.1B
| $4.5M | 0.04% |
275,744
+1,800
| +0.7% | +$29.4K |
|
316
Boston Properties
BXP
$12.2B
| $4.48M | 0.04% |
34,528
-2,500
| -7% | -$324K |
|
|
ANSS
317
DELISTED
Ansys
ANSS
| $4.47M | 0.04% |
20,200
+100
| +0.5% | +$22.1K |
|
318
Church & Dwight Co
CHD
$23.3B
| $4.47M | 0.04% |
59,424
+500
| +0.8% | +$37.6K |
|
319
Royal Caribbean
RCL
$95.7B
| $4.47M | 0.04% |
41,272
+100
| +0.2% | +$10.8K |
|
320
Cadence Design Systems
CDNS
$95.6B
| $4.45M | 0.04% |
67,400
+100
| +0.1% | +$6.61K |
|
321
MSCI
MSCI
$42.9B
| $4.44M | 0.04% |
20,400
+100
| +0.5% | +$21.8K |
|
322
Republic Services
RSG
$71.7B
| $4.41M | 0.04% |
50,900
-700
| -1% | -$60.6K |
|
323
CMS Energy
CMS
$21.4B
| $4.36M | 0.04% |
68,235
+300
| +0.4% | +$19.2K |
|
324
KeyCorp
KEY
$20.8B
| $4.3M | 0.04% |
241,227
-200
| -0.1% | -$3.57K |
|
325
Centene
CNC
$14.2B
| $4.3M | 0.04% |
99,448
+500
| +0.5% | +$21.6K |
|