SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
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
+$11.1B
(-11%)
Cap. Flow
-$1.78B
Cap. Flow
% of AUM
-16.09%
Top 10 Holdings %
Top 10 Hldgs %
22.79%
Holding
963
New
13
Increased
19
Reduced
888
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 | |
|---|---|---|---|---|---|---|
951
National Vision
EYE
$1.82B
| – | – | -70,549 | Closed | -$2.22M |
|
952
Anywhere Real Estate
HOUS
$684M
| – | – | -40,500 | Closed | -$462K |
|
953
nLIGHT
LASR
$1.44B
| – | – | -10,055 | Closed | -$224K |
|
954
L3Harris
LHX
$51.9B
| – | – | -33,957 | Closed | -$5.42M |
|
955
Pitney Bowes
PBI
$2.09B
| – | – | -66,900 | Closed | -$460K |
|
956
Workday
WDAY
$61.6B
| – | – | -52,800 | Closed | -$10.2M |
|
957
Energy Select Sector SPDR Fund
XLE
$27.6B
| – | – | -20,500 | Closed | -$1.36M |
|
|
NPTN
958
DELISTED
NEOPHOTONICS CORP
NPTN
| – | – | -97,188 | Closed | -$611K |
|
|
BMS
959
DELISTED
Bemis
BMS
| – | – | -32,500 | Closed | -$1.8M |
|
|
ULTI
960
DELISTED
Ultimate Software Group Inc
ULTI
| – | – | -11,300 | Closed | -$3.73M |
|
|
RDC
961
DELISTED
Rowan Companies Plc
RDC
| – | – | -45,300 | Closed | -$489K |
|
|
ARRS
962
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| – | – | -58,300 | Closed | -$1.84M |
|
|
IDTI
963
DELISTED
Integrated Device Technology I
IDTI
| – | – | -46,020 | Closed | -$2.26M |
|