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 | |
|---|---|---|---|---|---|---|
751
NorthWestern Energy
NWE
$3.56B
| $1.08M | 0.01% |
14,900
-3,000
| -17% | -$216K |
|
752
Clean Harbors
CLH
$12.7B
| $1.07M | 0.01% |
15,000
-3,100
| -17% | -$221K |
|
753
Texas Roadhouse
TXRH
$11.2B
| $1.06M | 0.01% |
19,800
-4,000
| -17% | -$215K |
|
754
HealthEquity
HQY
$7.88B
| $1.06M | 0.01% |
16,200
-3,100
| -16% | -$203K |
|
755
Valley National Bancorp
VLY
$6.01B
| $1.06M | 0.01% |
98,214
-20,100
| -17% | -$217K |
|
756
Wendy's
WEN
$1.97B
| $1.06M | 0.01% |
53,943
-10,900
| -17% | -$213K |
|
757
Goodyear
GT
$2.43B
| $1.05M | 0.01% |
68,816
-14,000
| -17% | -$214K |
|
|
SIX
758
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.05M | 0.01% |
21,200
-4,300
| -17% | -$214K |
|
759
Sabra Healthcare REIT
SBRA
$4.56B
| $1.05M | 0.01% |
53,100
-10,500
| -17% | -$207K |
|
|
AMED
760
DELISTED
Amedisys
AMED
| $1.04M | 0.01% |
8,600
-1,800
| -17% | -$219K |
|
761
KBR
KBR
$6.4B
| $1.04M | 0.01% |
41,842
-8,400
| -17% | -$210K |
|
762
NewMarket
NEU
$7.64B
| $1.04M | 0.01% |
2,600
-500
| -16% | -$200K |
|
763
Timken Company
TKR
$5.42B
| $1.04M | 0.01% |
20,300
-4,000
| -16% | -$205K |
|
764
Janus Henderson
JHG
$6.91B
| $1.04M | 0.01% |
48,537
-10,300
| -18% | -$220K |
|
765
Regal Rexnord
RRX
$9.66B
| $1.04M | 0.01% |
12,700
-2,600
| -17% | -$213K |
|
766
Under Armour Class C
UA
$2.13B
| $1.03M | 0.01% |
46,499
-9,000
| -16% | -$200K |
|
767
LivaNova
LIVN
$3.17B
| $1.03M | 0.01% |
14,300
-3,100
| -18% | -$223K |
|
768
Associated Banc-Corp
ASB
$4.42B
| $1.03M | 0.01% |
48,489
-10,100
| -17% | -$214K |
|
769
Hancock Whitney
HWC
$5.32B
| $1.02M | 0.01% |
25,400
-5,100
| -17% | -$204K |
|
770
United Therapeutics
UTHR
$18.1B
| $1.02M | 0.01% |
13,000
-2,600
| -17% | -$203K |
|
|
TCF
771
DELISTED
TCF Financial Corporation
TCF
| $1.01M | 0.01% |
48,560
-9,900
| -17% | -$206K |
|
772
Bank of Hawaii
BOH
$2.72B
| $1M | 0.01% |
12,090
-2,600
| -18% | -$215K |
|
|
CLGX
773
DELISTED
Corelogic, Inc.
CLGX
| $1M | 0.01% |
23,900
-4,600
| -16% | -$192K |
|
|
SGI
774
Somnigroup International Inc.
SGI
$18.3B
| $998K | 0.01% |
54,400
-11,200
| -17% | -$205K |
|
|
PSB
775
DELISTED
PS Business Parks, Inc.
PSB
| $994K | 0.01% |
+5,900
| New | +$994K |
|