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 | |
|---|---|---|---|---|---|---|
851
World Kinect Corp
WKC
$1.52B
| $716K | 0.01% |
19,900
-4,000
| -17% | -$144K |
|
852
Patterson-UTI
PTEN
$2.13B
| $710K | 0.01% |
61,700
-14,500
| -19% | -$167K |
|
853
AutoNation
AN
$8.31B
| $709K | 0.01% |
16,900
-3,600
| -18% | -$151K |
|
854
Silgan Holdings
SLGN
$4.77B
| $706K | 0.01% |
23,062
-4,500
| -16% | -$138K |
|
855
Belden
BDC
$5.03B
| $697K | 0.01% |
11,700
-2,300
| -16% | -$137K |
|
|
CVET
856
DELISTED
Covetrus, Inc. Common Stock
CVET
| $696K | 0.01% |
28,457
-5,600
| -16% | -$137K |
|
857
Green Dot
GDOT
$760M
| $694K | 0.01% |
14,200
-2,800
| -16% | -$137K |
|
858
Dick's Sporting Goods
DKS
$16.8B
| $693K | 0.01% |
20,000
-6,300
| -24% | -$218K |
|
859
Core Laboratories
CLB
$553M
| $685K | 0.01% |
13,100
-2,700
| -17% | -$141K |
|
860
Carpenter Technology
CRS
$11.8B
| $672K | 0.01% |
14,000
-2,900
| -17% | -$139K |
|
861
Granite Construction
GVA
$4.63B
| $667K | 0.01% |
13,845
-2,800
| -17% | -$135K |
|
862
Avis
CAR
$5.53B
| $665K | 0.01% |
18,900
-3,800
| -17% | -$134K |
|
863
Healthcare Services Group
HCSG
$1.14B
| $664K | 0.01% |
21,900
-4,400
| -17% | -$133K |
|
864
Ligand Pharmaceuticals
LGND
$3.25B
| $662K | 0.01% |
5,800
-1,500
| -21% | -$171K |
|
865
Sprouts Farmers Market
SFM
$13.5B
| $659K | 0.01% |
34,900
-9,300
| -21% | -$176K |
|
|
MDP
866
DELISTED
Meredith Corporation
MDP
| $655K | 0.01% |
11,900
-2,400
| -17% | -$132K |
|
867
Vishay Intertechnology
VSH
$2.03B
| $647K | 0.01% |
39,152
-8,000
| -17% | -$132K |
|
868
Pediatrix Medical
MD
$1.45B
| $646K | 0.01% |
25,600
-5,700
| -18% | -$144K |
|
869
KB Home
KBH
$4.34B
| $643K | 0.01% |
25,000
-5,200
| -17% | -$134K |
|
870
Trustmark
TRMK
$2.42B
| $638K | 0.01% |
19,200
-4,000
| -17% | -$133K |
|
871
Boyd Gaming
BYD
$6.84B
| $638K | 0.01% |
23,700
-4,800
| -17% | -$129K |
|
872
Adient
ADNT
$1.97B
| $624K | 0.01% |
25,700
-5,300
| -17% | -$129K |
|
873
Commercial Metals
CMC
$6.36B
| $623K | 0.01% |
34,900
-7,000
| -17% | -$125K |
|
|
VRE
874
Veris Residential
VRE
$1.47B
| $622K | 0.01% |
26,700
-5,500
| -17% | -$128K |
|
875
Jack in the Box
JACK
$339M
| $619K | 0.01% |
7,600
-1,600
| -17% | -$130K |
|