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 | |
|---|---|---|---|---|---|---|
526
National Grid
NGG
$69.6B
| $2.11M | 0.02% |
44,130
| – | – |
|
527
Hubbell
HUBB
$23.2B
| $2.1M | 0.02% |
16,114
-3,300
| -17% | -$430K |
|
528
Interpublic Group of Companies
IPG
$9.94B
| $2.09M | 0.02% |
92,629
-18,300
| -16% | -$413K |
|
529
BorgWarner
BWA
$9.53B
| $2.08M | 0.02% |
56,341
-11,701
| -17% | -$432K |
|
530
F5
FFIV
$18.1B
| $2.08M | 0.02% |
14,272
-2,900
| -17% | -$422K |
|
|
HRC
531
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $2.07M | 0.02% |
19,750
-4,000
| -17% | -$418K |
|
532
NOV
NOV
$4.95B
| $2.05M | 0.02% |
92,378
-18,100
| -16% | -$402K |
|
533
Western Union
WU
$2.86B
| $2.05M | 0.02% |
103,126
-22,500
| -18% | -$447K |
|
534
Post Holdings
POST
$5.88B
| $2.05M | 0.02% |
30,102
-6,112
| -17% | -$416K |
|
|
CZR
535
DELISTED
Caesars Entertainment Corporation
CZR
| $2.05M | 0.02% |
173,200
-34,600
| -17% | -$409K |
|
536
Charles River Laboratories
CRL
$8.07B
| $2.04M | 0.02% |
14,400
-2,800
| -16% | -$397K |
|
537
Medical Properties Trust
MPW
$2.77B
| $2.04M | 0.02% |
116,800
-19,000
| -14% | -$331K |
|
538
East-West Bancorp
EWBC
$14.8B
| $2.02M | 0.02% |
43,100
-8,600
| -17% | -$402K |
|
539
Zions Bancorporation
ZION
$8.34B
| $2.01M | 0.02% |
43,706
-9,900
| -18% | -$455K |
|
540
LKQ Corp
LKQ
$8.33B
| $2M | 0.02% |
75,152
-15,600
| -17% | -$415K |
|
541
Five Below
FIVE
$8.46B
| $1.99M | 0.02% |
16,600
-3,300
| -17% | -$396K |
|
542
Royal Gold
RGLD
$12.2B
| $1.99M | 0.02% |
19,400
-4,000
| -17% | -$410K |
|
543
Steel Dynamics
STLD
$19.8B
| $1.99M | 0.02% |
65,800
-16,000
| -20% | -$483K |
|
|
SBNY
544
DELISTED
Signature Bank
SBNY
| $1.97M | 0.02% |
16,300
-3,300
| -17% | -$399K |
|
545
Invesco
IVZ
$9.81B
| $1.96M | 0.02% |
95,855
-18,600
| -16% | -$381K |
|
546
Wolfspeed
WOLF
$196M
| $1.96M | 0.02% |
34,830
-5,600
| -14% | -$315K |
|
|
DNKN
547
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.95M | 0.02% |
24,500
-5,000
| -17% | -$398K |
|
548
Sonoco
SON
$4.56B
| $1.94M | 0.02% |
29,611
-6,000
| -17% | -$392K |
|
|
CONE
549
DELISTED
CyrusOne Inc Common Stock
CONE
| $1.93M | 0.02% |
33,500
-5,100
| -13% | -$294K |
|
550
Pultegroup
PHM
$27.7B
| $1.93M | 0.02% |
61,009
-12,500
| -17% | -$395K |
|