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 | |
|---|---|---|---|---|---|---|
776
LiveRamp
RAMP
$1.86B
| $989K | 0.01% |
20,400
-3,900
| -16% | -$189K |
|
777
MSC Industrial Direct
MSM
$5.14B
| $988K | 0.01% |
13,300
-2,800
| -17% | -$208K |
|
778
Boston Beer
SAM
$2.47B
| $982K | 0.01% |
2,600
-500
| -16% | -$189K |
|
|
COHR
779
DELISTED
Coherent Inc
COHR
| $982K | 0.01% |
7,200
-1,500
| -17% | -$205K |
|
|
LM
780
DELISTED
Legg Mason, Inc.
LM
| $980K | 0.01% |
25,600
-4,900
| -16% | -$188K |
|
|
WRI
781
DELISTED
Weingarten Realty Investors
WRI
| $971K | 0.01% |
35,400
-7,200
| -17% | -$197K |
|
782
TEGNA Inc
TGNA
$3.38B
| $970K | 0.01% |
64,000
-12,900
| -17% | -$196K |
|
|
PRSP
783
DELISTED
Perspecta Inc. Common Stock
PRSP
| $969K | 0.01% |
41,400
-8,700
| -17% | -$204K |
|
784
Helen of Troy
HELE
$587M
| $966K | 0.01% |
7,400
-1,700
| -19% | -$222K |
|
785
Coty
COTY
$3.81B
| $965K | 0.01% |
71,989
-57,900
| -45% | -$776K |
|
786
Transocean
RIG
$2.9B
| $963K | 0.01% |
150,300
-30,200
| -17% | -$193K |
|
787
Globus Medical
GMED
$8.18B
| $960K | 0.01% |
22,700
-4,400
| -16% | -$186K |
|
788
Louisiana-Pacific
LPX
$6.9B
| $957K | 0.01% |
36,499
-11,800
| -24% | -$309K |
|
789
Semtech
SMTC
$5.26B
| $947K | 0.01% |
+19,700
| New | +$947K |
|
790
ASGN Inc
ASGN
$2.32B
| $945K | 0.01% |
15,600
-3,200
| -17% | -$194K |
|
791
MasTec
MTZ
$14B
| $943K | 0.01% |
18,300
-3,700
| -17% | -$191K |
|
792
ATI
ATI
$10.7B
| $940K | 0.01% |
37,300
-7,500
| -17% | -$189K |
|
|
WWE
793
DELISTED
World Wrestling Entertainment
WWE
| $932K | 0.01% |
12,900
-2,700
| -17% | -$195K |
|
794
Federated Hermes
FHI
$4.1B
| $926K | 0.01% |
28,500
-5,600
| -16% | -$182K |
|
|
SYNH
795
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $925K | 0.01% |
18,100
-3,600
| -17% | -$184K |
|
796
Sensient Technologies
SXT
$4.79B
| $924K | 0.01% |
12,570
-2,500
| -17% | -$184K |
|
797
LendingTree
TREE
$978M
| $924K | 0.01% |
2,200
-500
| -19% | -$210K |
|
798
Ryder
R
$7.64B
| $921K | 0.01% |
15,800
-3,100
| -16% | -$181K |
|
799
Acadia Healthcare
ACHC
$2.19B
| $919K | 0.01% |
26,300
-5,200
| -17% | -$182K |
|
800
Texas Capital Bancshares
TCBI
$3.96B
| $914K | 0.01% |
14,900
-3,000
| -17% | -$184K |
|