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 | |
|---|---|---|---|---|---|---|
426
Old Dominion Freight Line
ODFL
$31.7B
| $2.87M | 0.03% |
57,600
-11,700
| -17% | -$582K |
|
427
MarketAxess Holdings
MKTX
$7.01B
| $2.86M | 0.03% |
8,900
-4,500
| -34% | -$1.45M |
|
428
Lennox International
LII
$20.3B
| $2.86M | 0.03% |
10,400
-2,400
| -19% | -$660K |
|
429
Wabtec
WAB
$33B
| $2.86M | 0.03% |
39,796
-1,500
| -4% | -$108K |
|
430
Seagate
STX
$40B
| $2.84M | 0.03% |
60,340
-13,500
| -18% | -$636K |
|
431
Devon Energy
DVN
$22.1B
| $2.83M | 0.03% |
99,363
-26,900
| -21% | -$767K |
|
432
W.R. Berkley
WRB
$27.3B
| $2.82M | 0.03% |
96,372
-19,576
| -17% | -$574K |
|
|
ABMD
433
DELISTED
Abiomed Inc
ABMD
| $2.81M | 0.03% |
10,800
-22,200
| -67% | -$5.78M |
|
|
SIVB
434
DELISTED
SVB Financial Group
SIVB
| $2.81M | 0.03% |
12,500
-2,700
| -18% | -$606K |
|
|
MRO
435
DELISTED
Marathon Oil Corporation
MRO
| $2.78M | 0.03% |
195,840
-40,000
| -17% | -$568K |
|
436
Alliant Energy
LNT
$16.6B
| $2.78M | 0.03% |
56,556
-11,500
| -17% | -$564K |
|
437
Cboe Global Markets
CBOE
$24.3B
| $2.77M | 0.03% |
26,700
-5,600
| -17% | -$580K |
|
438
Norwegian Cruise Line
NCLH
$11.6B
| $2.77M | 0.03% |
51,600
-11,100
| -18% | -$595K |
|
439
C.H. Robinson
CHRW
$14.9B
| $2.76M | 0.03% |
32,729
-6,700
| -17% | -$565K |
|
440
Masco
MAS
$15.9B
| $2.76M | 0.03% |
70,304
-14,600
| -17% | -$573K |
|
441
UGI
UGI
$7.43B
| $2.76M | 0.02% |
51,600
-10,400
| -17% | -$555K |
|
442
PTC
PTC
$25.6B
| $2.75M | 0.02% |
30,639
-7,400
| -19% | -$664K |
|
443
Live Nation Entertainment
LYV
$37.9B
| $2.74M | 0.02% |
41,300
-8,000
| -16% | -$530K |
|
444
West Pharmaceutical
WST
$18B
| $2.73M | 0.02% |
21,800
-4,600
| -17% | -$576K |
|
|
DRE
445
DELISTED
Duke Realty Corp.
DRE
| $2.72M | 0.02% |
86,000
-17,500
| -17% | -$553K |
|
446
Fair Isaac
FICO
$36.8B
| $2.7M | 0.02% |
8,600
-1,800
| -17% | -$565K |
|
447
Lumen
LUMN
$4.87B
| $2.7M | 0.02% |
229,676
-44,400
| -16% | -$522K |
|
448
Comerica
CMA
$8.85B
| $2.68M | 0.02% |
36,876
-8,900
| -19% | -$647K |
|
449
Nasdaq
NDAQ
$53.6B
| $2.68M | 0.02% |
83,433
-16,800
| -17% | -$539K |
|
450
Regency Centers
REG
$13.4B
| $2.67M | 0.02% |
40,000
-8,300
| -17% | -$554K |
|