SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
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
-$1.4B
(-11%)
Cap. Flow
-$1.75B
Cap. Flow
% of AUM
-15.86%
Top 10 Holdings %
Top 10 Hldgs %
22.79%
Holding
963
New
13
Increased
18
Reduced
889
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 | |
|---|---|---|---|---|---|---|
|
HES
351
DELISTED
Hess
HES
| $3.88M | 0.04% |
61,005
-12,400
| -17% | -$788K |
|
352
IDEX
IEX
$12.4B
| $3.86M | 0.03% |
22,400
-4,600
| -17% | -$792K |
|
|
FRC
353
DELISTED
First Republic Bank
FRC
| $3.85M | 0.03% |
39,400
-8,100
| -17% | -$791K |
|
354
Alexandria Real Estate Equities
ARE
$14.5B
| $3.81M | 0.03% |
27,000
-5,500
| -17% | -$776K |
|
355
Cincinnati Financial
CINF
$24B
| $3.77M | 0.03% |
36,321
-7,300
| -17% | -$757K |
|
356
Expedia Group
EXPE
$26.6B
| $3.76M | 0.03% |
28,284
-5,400
| -16% | -$718K |
|
357
Steris
STE
$24.2B
| $3.72M | 0.03% |
25,000
-5,200
| -17% | -$774K |
|
358
Healthpeak Properties
DOC
$12.8B
| $3.66M | 0.03% |
114,467
-23,200
| -17% | -$742K |
|
359
Teleflex
TFX
$5.78B
| $3.65M | 0.03% |
11,030
-2,200
| -17% | -$729K |
|
360
NetApp
NTAP
$23.7B
| $3.65M | 0.03% |
59,091
-12,100
| -17% | -$747K |
|
361
Regions Financial
RF
$24.1B
| $3.62M | 0.03% |
242,570
-50,700
| -17% | -$757K |
|
362
Incyte
INCY
$16.9B
| $3.62M | 0.03% |
42,600
-8,600
| -17% | -$731K |
|
363
Genuine Parts
GPC
$19.4B
| $3.62M | 0.03% |
34,932
-7,100
| -17% | -$735K |
|
364
Copart
CPRT
$47B
| $3.61M | 0.03% |
193,200
-38,400
| -17% | -$718K |
|
365
Xylem
XYL
$34.2B
| $3.6M | 0.03% |
43,072
-8,700
| -17% | -$728K |
|
366
Principal Financial Group
PFG
$17.8B
| $3.59M | 0.03% |
61,979
-12,600
| -17% | -$730K |
|
367
Darden Restaurants
DRI
$24.5B
| $3.59M | 0.03% |
29,453
-6,100
| -17% | -$742K |
|
368
Waters Corp
WAT
$18.2B
| $3.57M | 0.03% |
16,596
-4,000
| -19% | -$861K |
|
369
Broadridge
BR
$29.4B
| $3.55M | 0.03% |
27,800
-136,000
| -83% | -$17.4M |
|
370
International Flavors & Fragrances
IFF
$16.9B
| $3.52M | 0.03% |
24,242
-5,000
| -17% | -$725K |
|
371
Evergy
EVRG
$16.5B
| $3.51M | 0.03% |
58,400
-15,000
| -20% | -$902K |
|
372
Loews
L
$20B
| $3.51M | 0.03% |
64,185
-14,800
| -19% | -$809K |
|
373
D.R. Horton
DHI
$54.2B
| $3.51M | 0.03% |
81,260
-16,700
| -17% | -$720K |
|
374
MGM Resorts International
MGM
$9.98B
| $3.49M | 0.03% |
122,200
-24,800
| -17% | -$708K |
|
375
Dover
DOV
$24.4B
| $3.48M | 0.03% |
34,762
-7,000
| -17% | -$701K |
|