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 | |
|---|---|---|---|---|---|---|
|
NLSN
551
DELISTED
Nielsen Holdings plc
NLSN
| $1.92M | 0.02% |
85,144
-17,300
| -17% | -$391K |
|
552
Donaldson
DCI
$9.44B
| $1.92M | 0.02% |
37,720
-7,900
| -17% | -$402K |
|
553
Fortune Brands Innovations
FBIN
$7.3B
| $1.91M | 0.02% |
39,153
-8,190
| -17% | -$400K |
|
554
Douglas Emmett
DEI
$2.83B
| $1.91M | 0.02% |
47,900
-9,700
| -17% | -$386K |
|
555
Exelixis
EXEL
$10.2B
| $1.91M | 0.02% |
89,300
-17,700
| -17% | -$378K |
|
556
JB Hunt Transport Services
JBHT
$13.9B
| $1.91M | 0.02% |
20,876
-4,200
| -17% | -$384K |
|
557
Qorvo
QRVO
$8.61B
| $1.9M | 0.02% |
28,524
-6,900
| -19% | -$460K |
|
558
Jones Lang LaSalle
JLL
$14.8B
| $1.9M | 0.02% |
13,500
-2,800
| -17% | -$394K |
|
559
Alaska Air
ALK
$7.28B
| $1.89M | 0.02% |
29,596
-5,900
| -17% | -$377K |
|
560
Old Republic International
ORI
$10.1B
| $1.89M | 0.02% |
84,327
-17,100
| -17% | -$383K |
|
561
Reliance Steel & Aluminium
RS
$15.7B
| $1.88M | 0.02% |
19,900
-4,000
| -17% | -$378K |
|
|
ACC
562
DELISTED
American Campus Communities, Inc.
ACC
| $1.87M | 0.02% |
40,600
-8,200
| -17% | -$378K |
|
563
Kimco Realty
KIM
$15.4B
| $1.87M | 0.02% |
101,038
-20,400
| -17% | -$377K |
|
564
Woodward
WWD
$14.6B
| $1.87M | 0.02% |
16,500
-3,400
| -17% | -$385K |
|
565
Gentex
GNTX
$6.25B
| $1.86M | 0.02% |
75,700
-16,700
| -18% | -$411K |
|
566
New Fortress Energy
NFE
$672M
| $1.86M | 0.02% |
+159,000
| New | +$1.86M |
|
567
Encompass Health
EHC
$12.6B
| $1.86M | 0.02% |
36,830
-7,416
| -17% | -$374K |
|
568
Campbell Soup
CPB
$10.1B
| $1.85M | 0.02% |
46,159
-9,400
| -17% | -$377K |
|
569
Kohl's
KSS
$1.86B
| $1.85M | 0.02% |
38,810
-8,800
| -18% | -$418K |
|
570
Bio-Rad Laboratories Class A
BIO
$8B
| $1.84M | 0.02% |
5,900
-1,300
| -18% | -$406K |
|
571
Haemonetics
HAE
$2.62B
| $1.83M | 0.02% |
15,200
-3,000
| -16% | -$361K |
|
572
Sabre
SABR
$675M
| $1.81M | 0.02% |
81,300
-16,900
| -17% | -$375K |
|
|
AIV
573
Aimco
AIV
$1.11B
| $1.79M | 0.02% |
267,618
-78,070
| -23% | -$521K |
|
574
Arrow Electronics
ARW
$6.57B
| $1.79M | 0.02% |
25,062
-5,200
| -17% | -$371K |
|
575
Albemarle
ALB
$9.6B
| $1.78M | 0.02% |
25,340
-5,100
| -17% | -$359K |
|