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 | |
|---|---|---|---|---|---|---|
401
Cencora
COR
$56.7B
| $3.18M | 0.03% |
37,284
-7,700
| -17% | -$657K |
|
402
Akamai
AKAM
$11.3B
| $3.15M | 0.03% |
39,323
-7,700
| -16% | -$617K |
|
403
Tractor Supply
TSCO
$32.1B
| $3.14M | 0.03% |
144,260
-30,500
| -17% | -$664K |
|
404
J.M. Smucker
SJM
$12B
| $3.13M | 0.03% |
27,200
-5,600
| -17% | -$645K |
|
405
Expeditors International
EXPD
$16.4B
| $3.13M | 0.03% |
41,199
-8,300
| -17% | -$630K |
|
406
Lincoln National
LNC
$7.98B
| $3.13M | 0.03% |
48,481
-10,400
| -18% | -$670K |
|
407
Fox Class A
FOXA
$27.4B
| $3.11M | 0.03% |
84,880
-16,700
| -16% | -$612K |
|
408
American Airlines Group
AAL
$8.63B
| $3.09M | 0.03% |
94,756
-20,400
| -18% | -$665K |
|
409
Conagra Brands
CAG
$9.23B
| $3.09M | 0.03% |
116,371
-23,600
| -17% | -$626K |
|
410
Hologic
HOLX
$14.8B
| $3.08M | 0.03% |
64,160
-13,000
| -17% | -$624K |
|
411
Take-Two Interactive
TTWO
$44.2B
| $3.05M | 0.03% |
26,900
-5,700
| -17% | -$647K |
|
412
Baker Hughes
BKR
$44.9B
| $3.04M | 0.03% |
123,301
-21,400
| -15% | -$527K |
|
413
UDR
UDR
$13B
| $3.03M | 0.03% |
67,504
-11,900
| -15% | -$534K |
|
414
Camden Property Trust
CPT
$11.9B
| $2.99M | 0.03% |
28,600
-5,800
| -17% | -$606K |
|
|
VAR
415
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.96M | 0.03% |
21,754
-4,400
| -17% | -$599K |
|
416
Atmos Energy
ATO
$26.7B
| $2.96M | 0.03% |
28,000
-5,700
| -17% | -$602K |
|
417
Textron
TXT
$14.5B
| $2.96M | 0.03% |
55,737
-11,900
| -18% | -$631K |
|
|
CTXS
418
DELISTED
Citrix Systems Inc
CTXS
| $2.94M | 0.03% |
29,974
-6,100
| -17% | -$599K |
|
|
KSU
419
DELISTED
Kansas City Southern
KSU
| $2.94M | 0.03% |
24,112
-5,000
| -17% | -$609K |
|
420
Hasbro
HAS
$11.2B
| $2.93M | 0.03% |
27,739
-5,600
| -17% | -$592K |
|
421
Teledyne Technologies
TDY
$25.7B
| $2.93M | 0.03% |
10,700
-2,200
| -17% | -$602K |
|
|
Y
422
DELISTED
Alleghany Corporation
Y
| $2.93M | 0.03% |
4,300
-900
| -17% | -$613K |
|
423
Reinsurance Group of America
RGA
$12.8B
| $2.89M | 0.03% |
18,500
-3,900
| -17% | -$609K |
|
424
Wynn Resorts
WYNN
$12.6B
| $2.87M | 0.03% |
23,170
-4,700
| -17% | -$583K |
|
425
W.W. Grainger
GWW
$47.5B
| $2.87M | 0.03% |
10,707
-2,300
| -18% | -$617K |
|