SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+6.42%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.7B
AUM Growth
+$329M
(+2.7%)
Cap. Flow
-$348M
Cap. Flow
% of AUM
-2.75%
Top 10 Holdings %
Top 10 Hldgs %
24.56%
Holding
955
New
11
Increased
21
Reduced
876
Closed
16
Top Buys
| 1 |
Gilead Sciences
GILD
|
$46.8M |
| 2 |
CVS Health
CVS
|
$43.4M |
| 3 |
AGNC Investment
AGNC
|
$40.2M |
| 4 |
GPMT
Granite Point Mortgage Trust
GPMT
|
$26.2M |
| 5 |
Visa
V
|
$19.2M |
Top Sells
| 1 |
Honeywell
HON
|
$72.5M |
| 2 |
VR
Validus Hold Ltd
VR
|
$37.5M |
| 3 |
Walt Disney
DIS
|
$35M |
| 4 |
XYZ
Block, Inc.
XYZ
|
$32.8M |
| 5 |
Adobe
ADBE
|
$32.5M |
Sector Composition
| 1 | Financials | 19.93% |
| 2 | Technology | 14.56% |
| 3 | Healthcare | 13.76% |
| 4 | Communication Services | 10.45% |
| 5 | Industrials | 7.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
651
Core Laboratories
CLB
$592M
| $1.74M | 0.01% |
15,900
-700
| -4% | -$76.7K |
|
652
Brunswick
BC
$4.35B
| $1.74M | 0.01% |
31,500
-1,900
| -6% | -$105K |
|
653
Emcor
EME
$28B
| $1.73M | 0.01% |
21,100
-1,200
| -5% | -$98.1K |
|
654
Avnet
AVT
$4.49B
| $1.72M | 0.01% |
43,440
-2,800
| -6% | -$111K |
|
655
Foot Locker
FL
$2.29B
| $1.7M | 0.01% |
36,328
-3,500
| -9% | -$164K |
|
|
SRCL
656
DELISTED
Stericycle Inc
SRCL
| $1.7M | 0.01% |
24,981
-900
| -3% | -$61.2K |
|
657
AGCO
AGCO
$8.28B
| $1.69M | 0.01% |
23,700
-1,100
| -4% | -$78.6K |
|
658
National Fuel Gas
NFG
$7.82B
| $1.69M | 0.01% |
30,780
-1,400
| -4% | -$76.9K |
|
659
ITT
ITT
$13.3B
| $1.69M | 0.01% |
31,600
-1,500
| -5% | -$80K |
|
660
Ralph Lauren
RL
$18.9B
| $1.68M | 0.01% |
16,241
-600
| -4% | -$62.2K |
|
|
DLPH
661
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $1.68M | 0.01% |
+32,000
| New | +$1.68M |
|
662
Maximus
MMS
$4.97B
| $1.68M | 0.01% |
23,400
-1,000
| -4% | -$71.6K |
|
663
Teradata
TDC
$1.99B
| $1.67M | 0.01% |
43,500
-3,900
| -8% | -$150K |
|
664
Dana Inc
DAN
$2.7B
| $1.67M | 0.01% |
52,100
-2,300
| -4% | -$73.6K |
|
665
Jabil
JBL
$22.5B
| $1.67M | 0.01% |
63,500
-3,900
| -6% | -$102K |
|
|
SCG
666
DELISTED
Scana
SCG
| $1.66M | 0.01% |
41,816
-1,600
| -4% | -$63.6K |
|
667
Wintrust Financial
WTFC
$9.34B
| $1.66M | 0.01% |
20,100
-900
| -4% | -$74.1K |
|
668
Fair Isaac
FICO
$36.8B
| $1.66M | 0.01% |
10,800
-700
| -6% | -$107K |
|
669
Idacorp
IDA
$6.77B
| $1.65M | 0.01% |
18,080
-900
| -5% | -$82.2K |
|
670
Hanover Insurance
THG
$6.35B
| $1.65M | 0.01% |
15,250
-700
| -4% | -$75.6K |
|
671
Brighthouse Financial
BHF
$2.48B
| $1.65M | 0.01% |
28,080
-1,000
| -3% | -$58.7K |
|
|
UMPQ
672
DELISTED
Umpqua Holdings Corp
UMPQ
| $1.65M | 0.01% |
79,200
-3,600
| -4% | -$74.9K |
|
673
Blackbaud
BLKB
$3.23B
| $1.64M | 0.01% |
17,300
-800
| -4% | -$75.6K |
|
|
DHC
674
Diversified Healthcare Trust
DHC
$995M
| $1.64M | 0.01% |
85,400
-3,900
| -4% | -$74.7K |
|
|
ARRS
675
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $1.63M | 0.01% |
63,400
-3,000
| -5% | -$77.1K |
|