SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+7.98%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$13.7B
AUM Growth
+$1.01B
(+8%)
Cap. Flow
+$102M
Cap. Flow
% of AUM
0.74%
Top 10 Holdings %
Top 10 Hldgs %
24.11%
Holding
956
New
20
Increased
569
Reduced
273
Closed
16
Top Buys
| 1 |
Annaly Capital Management
NLY
|
+$282M |
| 2 |
Everest Group
EG
|
+$183M |
| 3 |
AGNC Investment
AGNC
|
+$73.5M |
| 4 |
TWO
Two Harbors Investment
TWO
|
+$47.3M |
| 5 |
Rithm Capital
RITM
|
+$43.2M |
Top Sells
| 1 |
Gilead Sciences
GILD
|
+$136M |
| 2 |
Wells Fargo
WFC
|
+$123M |
| 3 |
XYZ
Block, Inc.
XYZ
|
+$96.1M |
| 4 |
CVS Health
CVS
|
+$95.1M |
| 5 |
JPMorgan Chase
JPM
|
+$73.5M |
Sector Composition
| 1 | Technology | 16.53% |
| 2 | Financials | 15.53% |
| 3 | Healthcare | 14.69% |
| 4 | Real Estate | 10.27% |
| 5 | Consumer Discretionary | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
576
Whirlpool
WHR
$5.34B
| $2.28M | 0.02% |
19,189
+100
| +0.5% | +$11.9K |
|
577
Ralph Lauren
RL
$18.7B
| $2.26M | 0.02% |
16,441
| – | – |
|
578
Lincoln Electric
LECO
$13.4B
| $2.25M | 0.02% |
24,100
+1,400
| +6% | +$131K |
|
579
Douglas Emmett
DEI
$2.77B
| $2.25M | 0.02% |
59,700
+900
| +2% | +$34K |
|
580
Harley-Davidson
HOG
$3.77B
| $2.25M | 0.02% |
49,677
+400
| +0.8% | +$18.1K |
|
|
IDTI
581
DELISTED
Integrated Device Technology I
IDTI
| $2.25M | 0.02% |
47,820
+200
| +0.4% | +$9.4K |
|
582
Curtiss-Wright
CW
$18.2B
| $2.24M | 0.02% |
16,300
| – | – |
|
583
JetBlue
JBLU
$1.88B
| $2.24M | 0.02% |
115,723
-900
| -0.8% | -$17.4K |
|
584
Helmerich & Payne
HP
$1.99B
| $2.23M | 0.02% |
32,492
+300
| +0.9% | +$20.6K |
|
585
LivaNova
LIVN
$3.18B
| $2.23M | 0.02% |
18,000
+1,900
| +12% | +$235K |
|
586
Fortune Brands Innovations
FBIN
$7.29B
| $2.22M | 0.02% |
49,683
-819
| -2% | -$36.6K |
|
587
Masimo
MASI
$8.08B
| $2.22M | 0.02% |
17,800
+300
| +2% | +$37.4K |
|
588
Transocean
RIG
$2.98B
| $2.22M | 0.02% |
158,900
-2,700
| -2% | -$37.7K |
|
589
PBF Energy
PBF
$3.29B
| $2.21M | 0.02% |
44,300
+3,000
| +7% | +$150K |
|
590
Haemonetics
HAE
$2.61B
| $2.19M | 0.02% |
19,100
-100
| -0.5% | -$11.5K |
|
591
Affiliated Managers Group
AMG
$6.57B
| $2.18M | 0.02% |
15,956
-100
| -0.6% | -$13.7K |
|
592
Polaris
PII
$3.35B
| $2.18M | 0.02% |
21,600
| – | – |
|
|
PACW
593
DELISTED
PacWest Bancorp
PACW
| $2.16M | 0.02% |
45,300
-800
| -2% | -$38.1K |
|
594
Brunswick
BC
$4.37B
| $2.15M | 0.02% |
32,100
| – | – |
|
595
Gentex
GNTX
$6.3B
| $2.14M | 0.02% |
99,500
-1,400
| -1% | -$30K |
|
596
Flowserve
FLS
$7.28B
| $2.13M | 0.02% |
38,975
+200
| +0.5% | +$10.9K |
|
597
First American
FAF
$6.94B
| $2.13M | 0.02% |
41,300
+200
| +0.5% | +$10.3K |
|
598
Watsco
WSO
$16.6B
| $2.12M | 0.02% |
11,900
+100
| +0.8% | +$17.8K |
|
599
Kimco Realty
KIM
$15.3B
| $2.1M | 0.02% |
125,538
-300
| -0.2% | -$5.02K |
|
600
Campbell Soup
CPB
$10.1B
| $2.1M | 0.02% |
57,359
+400
| +0.7% | +$14.7K |
|