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 | |
|---|---|---|---|---|---|---|
601
Synovus
SNV
$7.15B
| $1.63M | 0.01% |
46,605
-10,100
| -18% | -$353K |
|
602
Acuity Brands
AYI
$10.4B
| $1.63M | 0.01% |
11,800
-2,400
| -17% | -$331K |
|
603
Ingredion
INGR
$8.24B
| $1.63M | 0.01% |
19,700
-4,100
| -17% | -$338K |
|
604
SL Green Realty
SLG
$4.4B
| $1.62M | 0.01% |
20,875
-4,029
| -16% | -$313K |
|
605
Curtiss-Wright
CW
$18.1B
| $1.62M | 0.01% |
12,700
-2,600
| -17% | -$331K |
|
606
Wyndham Hotels & Resorts
WH
$6.59B
| $1.61M | 0.01% |
28,837
-6,100
| -17% | -$340K |
|
607
A.O. Smith
AOS
$10.3B
| $1.59M | 0.01% |
33,800
-7,100
| -17% | -$335K |
|
608
Sealed Air
SEE
$4.82B
| $1.59M | 0.01% |
37,248
-7,600
| -17% | -$325K |
|
609
Kemper
KMPR
$3.39B
| $1.59M | 0.01% |
18,450
-3,200
| -15% | -$276K |
|
610
Monolithic Power Systems
MPWR
$41.5B
| $1.59M | 0.01% |
11,700
-2,400
| -17% | -$326K |
|
611
Macy's
M
$4.64B
| $1.59M | 0.01% |
73,930
-14,700
| -17% | -$316K |
|
|
PBCT
612
DELISTED
People's United Financial Inc
PBCT
| $1.58M | 0.01% |
94,375
-18,900
| -17% | -$317K |
|
613
Brixmor Property Group
BRX
$8.63B
| $1.58M | 0.01% |
88,200
-18,300
| -17% | -$327K |
|
614
XPO
XPO
$15.4B
| $1.57M | 0.01% |
78,646
-33,829
| -30% | -$676K |
|
615
Assurant
AIZ
$10.7B
| $1.57M | 0.01% |
14,757
-2,900
| -16% | -$309K |
|
616
Cousins Properties
CUZ
$4.95B
| $1.56M | 0.01% |
43,020
+5,545
| +15% | +$201K |
|
617
Watsco
WSO
$16.6B
| $1.55M | 0.01% |
9,500
-2,000
| -17% | -$327K |
|
618
Polaris
PII
$3.33B
| $1.55M | 0.01% |
17,000
-3,400
| -17% | -$310K |
|
619
Tenable Holdings
TENB
$3.76B
| $1.55M | 0.01% |
+54,303
| New | +$1.55M |
|
620
Hanover Insurance
THG
$6.35B
| $1.55M | 0.01% |
12,050
-2,400
| -17% | -$308K |
|
621
Lincoln Electric
LECO
$13.5B
| $1.53M | 0.01% |
18,600
-3,900
| -17% | -$321K |
|
622
Williams-Sonoma
WSM
$24.7B
| $1.52M | 0.01% |
46,600
-10,600
| -19% | -$345K |
|
623
Bread Financial
BFH
$3.09B
| $1.51M | 0.01% |
13,536
-3,007
| -18% | -$336K |
|
624
CACI
CACI
$10.4B
| $1.51M | 0.01% |
7,400
-1,500
| -17% | -$307K |
|
625
Deckers Outdoor
DECK
$17.9B
| $1.51M | 0.01% |
51,600
-10,800
| -17% | -$317K |
|