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 | |
|---|---|---|---|---|---|---|
|
GAP
801
The Gap, Inc.
GAP
$8.83B
| $910K | 0.01% |
50,646
-10,900
| -18% | -$196K |
|
802
Thor Industries
THO
$5.94B
| $906K | 0.01% |
15,500
-3,100
| -17% | -$181K |
|
|
NUVA
803
DELISTED
NuVasive, Inc.
NUVA
| $902K | 0.01% |
15,400
-3,000
| -16% | -$176K |
|
804
Kennametal
KMT
$1.67B
| $901K | 0.01% |
24,360
-5,000
| -17% | -$185K |
|
805
Treehouse Foods
THS
$917M
| $898K | 0.01% |
16,600
-3,400
| -17% | -$184K |
|
806
Graham Holdings Company
GHC
$4.93B
| $897K | 0.01% |
1,300
-300
| -19% | -$207K |
|
807
Caesars Entertainment
CZR
$5.48B
| $889K | 0.01% |
19,300
-3,900
| -17% | -$180K |
|
808
Home BancShares
HOMB
$5.88B
| $882K | 0.01% |
45,800
-9,500
| -17% | -$183K |
|
809
COPT Defense Properties
CDP
$3.46B
| $873K | 0.01% |
33,100
-6,200
| -16% | -$164K |
|
|
TCF
810
DELISTED
TCF Financial Corporation Common Stock
TCF
| $872K | 0.01% |
21,200
-4,300
| -17% | -$177K |
|
|
CMD
811
DELISTED
Cantel Medical Corporation
CMD
| $871K | 0.01% |
10,800
-2,100
| -16% | -$169K |
|
812
EnerSys
ENS
$3.89B
| $870K | 0.01% |
12,700
-2,600
| -17% | -$178K |
|
|
MZTI
813
The Marzetti Company Common Stock
MZTI
$5.08B
| $865K | 0.01% |
5,820
-1,100
| -16% | -$163K |
|
814
UMB Financial
UMBF
$9.45B
| $862K | 0.01% |
13,100
-2,600
| -17% | -$171K |
|
815
Navient
NAVI
$1.37B
| $860K | 0.01% |
63,000
-14,600
| -19% | -$199K |
|
816
Macerich
MAC
$4.74B
| $851K | 0.01% |
25,408
-5,100
| -17% | -$171K |
|
817
Dana Inc
DAN
$2.7B
| $849K | 0.01% |
42,600
-8,500
| -17% | -$169K |
|
818
GATX Corp
GATX
$5.97B
| $848K | 0.01% |
10,690
-2,400
| -18% | -$190K |
|
819
Telephone and Data Systems
TDS
$4.54B
| $846K | 0.01% |
27,836
-5,600
| -17% | -$170K |
|
|
UFS
820
DELISTED
DOMTAR CORPORATION (New)
UFS
| $833K | 0.01% |
18,700
-3,700
| -17% | -$165K |
|
821
WaFd
WAFD
$2.5B
| $832K | 0.01% |
23,823
-5,100
| -18% | -$178K |
|
822
Cabot Corp
CBT
$4.31B
| $824K | 0.01% |
17,280
-3,900
| -18% | -$186K |
|
823
Valmont Industries
VMI
$7.46B
| $824K | 0.01% |
6,500
-1,300
| -17% | -$165K |
|
824
American Eagle Outfitters
AEO
$3.26B
| $819K | 0.01% |
48,475
-11,300
| -19% | -$191K |
|
825
Fulton Financial
FULT
$3.53B
| $819K | 0.01% |
50,000
-10,600
| -17% | -$174K |
|