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 | |
|---|---|---|---|---|---|---|
|
FL
651
DELISTED
Foot Locker
FL
| $1.37M | 0.01% |
31,828
+4,900
| +18% | +$212K |
|
652
Xerox
XRX
$462M
| $1.37M | 0.01% |
45,718
-1,100
| -2% | -$32.9K |
|
653
EastGroup Properties
EGP
$8.76B
| $1.36M | 0.01% |
10,900
| – | – |
|
654
Black Hills Corp
BKH
$4.26B
| $1.36M | 0.01% |
17,690
+1,600
| +10% | +$123K |
|
655
Harley-Davidson
HOG
$3.67B
| $1.36M | 0.01% |
37,677
-400
| -1% | -$14.4K |
|
656
Highwoods Properties
HIW
$3.45B
| $1.35M | 0.01% |
30,100
-600
| -2% | -$27K |
|
657
Ashland
ASH
$2.43B
| $1.35M | 0.01% |
17,553
-1,000
| -5% | -$77K |
|
|
SRCL
658
DELISTED
Stericycle Inc
SRCL
| $1.35M | 0.01% |
26,481
+1,100
| +4% | +$56K |
|
659
TD Synnex
SNX
$12.5B
| $1.34M | 0.01% |
23,808
-800
| -3% | -$45.2K |
|
|
JBGS
660
JBG SMITH
JBGS
$1.43B
| $1.34M | 0.01% |
34,225
-1,500
| -4% | -$58.8K |
|
661
Jefferies Financial Group
JEF
$13.4B
| $1.34M | 0.01% |
76,302
+8,553
| +13% | +$150K |
|
662
Avnet
AVT
$4.48B
| $1.34M | 0.01% |
30,040
-1,400
| -4% | -$62.3K |
|
663
Hanesbrands
HBI
$2.21B
| $1.33M | 0.01% |
86,892
+400
| +0.5% | +$6.13K |
|
664
DaVita
DVA
$9.55B
| $1.33M | 0.01% |
23,258
-7,000
| -23% | -$399K |
|
665
First Financial Bankshares
FFIN
$5.14B
| $1.31M | 0.01% |
39,400
-800
| -2% | -$26.7K |
|
666
Allete
ALE
$3.69B
| $1.31M | 0.01% |
15,000
-300
| -2% | -$26.2K |
|
667
Brighthouse Financial
BHF
$2.76B
| $1.31M | 0.01% |
32,280
-2,000
| -6% | -$80.9K |
|
|
COR
668
DELISTED
Coresite Realty Corporation
COR
| $1.3M | 0.01% |
10,700
-200
| -2% | -$24.4K |
|
669
Brunswick
BC
$4.19B
| $1.3M | 0.01% |
24,900
-900
| -3% | -$46.9K |
|
|
WPX
670
DELISTED
WPX Energy, Inc.
WPX
| $1.3M | 0.01% |
122,600
+5,100
| +4% | +$54K |
|
671
Landstar System
LSTR
$4.47B
| $1.3M | 0.01% |
11,500
-400
| -3% | -$45K |
|
672
Leggett & Platt
LEG
$1.32B
| $1.29M | 0.01% |
31,577
+200
| +0.6% | +$8.19K |
|
673
Selective Insurance
SIGI
$4.73B
| $1.29M | 0.01% |
+17,200
| New | +$1.29M |
|
674
Blackbaud
BLKB
$3.26B
| $1.29M | 0.01% |
14,300
-300
| -2% | -$27.1K |
|
675
Flowers Foods
FLO
$3.06B
| $1.29M | 0.01% |
55,850
+1,400
| +3% | +$32.4K |
|