SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+1.57%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11B
AUM Growth
-$14.5M
(-0.13%)
Cap. Flow
-$86.7M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28
Top Buys
| 1 |
Exelon
EXC
|
+$72.5M |
| 2 |
WEX
WEX
|
+$24.1M |
| 3 |
Keysight
KEYS
|
+$23.3M |
| 4 |
BlackRock TCP Capital
TCPC
|
+$20.7M |
| 5 |
Global Payments
GPN
|
+$15.3M |
Top Sells
| 1 |
Annaly Capital Management
NLY
|
+$123M |
| 2 |
AGNC Investment
AGNC
|
+$54.7M |
| 3 |
RHT
Red Hat Inc
RHT
|
+$36.5M |
| 4 |
Rithm Capital
RITM
|
+$27.4M |
| 5 |
SS&C Technologies
SSNC
|
+$25.1M |
Sector Composition
| 1 | Technology | 17.67% |
| 2 | Financials | 14.13% |
| 3 | Healthcare | 12.59% |
| 4 | Real Estate | 11.88% |
| 5 | Industrials | 10.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
551
XPO
XPO
$15.3B
| $1.91M | 0.02% |
77,200
-1,446
| -2% | -$35.8K |
|
|
DNKN
552
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.91M | 0.02% |
24,000
-500
| -2% | -$39.7K |
|
553
Campbell Soup
CPB
$9.82B
| $1.9M | 0.02% |
40,559
-5,600
| -12% | -$263K |
|
554
Kohl's
KSS
$1.79B
| $1.9M | 0.02% |
38,210
-600
| -2% | -$29.8K |
|
555
Steel Dynamics
STLD
$19.4B
| $1.9M | 0.02% |
63,700
-2,100
| -3% | -$62.6K |
|
|
SBNY
556
DELISTED
Signature Bank
SBNY
| $1.9M | 0.02% |
15,900
-400
| -2% | -$47.7K |
|
557
Zions Bancorporation
ZION
$8.49B
| $1.89M | 0.02% |
42,506
-1,200
| -3% | -$53.4K |
|
558
Cable One
CABO
$892M
| $1.88M | 0.02% |
1,500
| – | – |
|
559
Charles River Laboratories
CRL
$7.68B
| $1.88M | 0.02% |
14,200
-200
| -1% | -$26.5K |
|
|
CZR
560
DELISTED
Caesars Entertainment Corporation
CZR
| $1.88M | 0.02% |
161,200
-12,000
| -7% | -$140K |
|
561
East-West Bancorp
EWBC
$15B
| $1.87M | 0.02% |
42,200
-900
| -2% | -$39.9K |
|
|
AIV
562
Aimco
AIV
$1.09B
| $1.86M | 0.02% |
268,368
+750
| +0.3% | +$5.21K |
|
563
Haemonetics
HAE
$2.57B
| $1.85M | 0.02% |
14,700
-500
| -3% | -$63.1K |
|
564
Assurant
AIZ
$10.6B
| $1.84M | 0.02% |
14,657
-100
| -0.7% | -$12.6K |
|
565
Fortune Brands Innovations
FBIN
$7.1B
| $1.84M | 0.02% |
39,387
+234
| +0.6% | +$10.9K |
|
566
Perrigo
PRGO
$3.04B
| $1.83M | 0.02% |
32,722
+2,800
| +9% | +$157K |
|
567
BorgWarner
BWA
$9.36B
| $1.82M | 0.02% |
56,455
+114
| +0.2% | +$3.68K |
|
568
Monolithic Power Systems
MPWR
$41.2B
| $1.82M | 0.02% |
11,700
| – | – |
|
|
NLSN
569
DELISTED
Nielsen Holdings plc
NLSN
| $1.82M | 0.02% |
85,544
+400
| +0.5% | +$8.5K |
|
|
GWR
570
DELISTED
Genesee & Wyoming Inc.
GWR
| $1.81M | 0.02% |
16,400
-300
| -2% | -$33.1K |
|
571
Encompass Health
EHC
$12.5B
| $1.81M | 0.02% |
35,950
-880
| -2% | -$44.3K |
|
|
PRAH
572
DELISTED
PRA Health Sciences, Inc.
PRAH
| $1.81M | 0.02% |
18,200
+700
| +4% | +$69.5K |
|
573
Upwork
UPWK
$2.14B
| $1.8M | 0.02% |
+135,557
| New | +$1.8M |
|
574
Arrow Electronics
ARW
$6.52B
| $1.8M | 0.02% |
24,162
-900
| -4% | -$67.1K |
|
575
Tapestry
TPR
$21.6B
| $1.8M | 0.02% |
68,947
-500
| -0.7% | -$13K |
|