SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+1.57%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11B
AUM Growth
-$14.5M
(-0.13%)
Cap. Flow
-$86.7M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28
Top Buys
| 1 |
Exelon
EXC
|
$72.5M |
| 2 |
WEX
WEX
|
$24.1M |
| 3 |
Keysight
KEYS
|
$23.3M |
| 4 |
BlackRock TCP Capital
TCPC
|
$20.7M |
| 5 |
Global Payments
GPN
|
$15.3M |
Top Sells
| 1 |
Annaly Capital Management
NLY
|
$123M |
| 2 |
AGNC Investment
AGNC
|
$54.7M |
| 3 |
RHT
Red Hat Inc
RHT
|
$36.5M |
| 4 |
Rithm Capital
RITM
|
$27.4M |
| 5 |
SS&C Technologies
SSNC
|
$25.1M |
Sector Composition
| 1 | Technology | 17.67% |
| 2 | Financials | 14.13% |
| 3 | Healthcare | 12.59% |
| 4 | Real Estate | 11.88% |
| 5 | Industrials | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
851
Jack in the Box
JACK
$347M
| $683K | 0.01% |
7,500
-100
| -1% | -$9.11K |
|
852
LendingTree
TREE
$936M
| $683K | 0.01% |
2,200
| – | – |
|
853
Silgan Holdings
SLGN
$4.75B
| $678K | 0.01% |
22,562
-500
| -2% | -$15K |
|
854
Visteon
VC
$3.34B
| $669K | 0.01% |
8,100
-300
| -4% | -$24.8K |
|
855
Tenet Healthcare
THC
$16.7B
| $664K | 0.01% |
30,000
+5,300
| +21% | +$117K |
|
856
Sprouts Farmers Market
SFM
$13.7B
| $663K | 0.01% |
34,300
-600
| -2% | -$11.6K |
|
857
Urban Edge Properties
UE
$2.64B
| $661K | 0.01% |
33,400
-2,200
| -6% | -$43.5K |
|
858
Yelp
YELP
$1.97B
| $653K | 0.01% |
18,800
-2,200
| -10% | -$76.4K |
|
|
UFS
859
DELISTED
DOMTAR CORPORATION (New)
UFS
| $652K | 0.01% |
18,200
-500
| -3% | -$17.9K |
|
860
International Bancshares
IBOC
$4.44B
| $649K | 0.01% |
16,800
+700
| +4% | +$27K |
|
861
Vishay Intertechnology
VSH
$2.03B
| $649K | 0.01% |
38,352
-800
| -2% | -$13.5K |
|
862
Genworth Financial
GNW
$3.53B
| $642K | 0.01% |
146,000
-3,000
| -2% | -$13.2K |
|
|
DHC
863
Diversified Healthcare Trust
DHC
$925M
| $639K | 0.01% |
69,000
-1,400
| -2% | -$13K |
|
864
Trustmark
TRMK
$2.44B
| $638K | 0.01% |
18,700
-500
| -3% | -$17.1K |
|
865
AMC Networks
AMCX
$317M
| $632K | 0.01% |
12,850
-600
| -4% | -$29.5K |
|
866
Tri Pointe Homes
TPH
$3.14B
| $621K | 0.01% |
41,300
-800
| -2% | -$12K |
|
867
Deluxe
DLX
$860M
| $613K | 0.01% |
12,462
-500
| -4% | -$24.6K |
|
868
The GEO Group
GEO
$3.01B
| $610K | 0.01% |
35,150
-700
| -2% | -$12.1K |
|
|
CHX
869
DELISTED
ChampionX
CHX
| $607K | 0.01% |
22,431
-500
| -2% | -$13.5K |
|
870
Adtalem Global Education
ATGE
$4.87B
| $606K | 0.01% |
15,900
-800
| -5% | -$30.5K |
|
871
Dana Inc
DAN
$2.68B
| $604K | 0.01% |
41,800
-800
| -2% | -$11.6K |
|
872
Core Laboratories
CLB
$574M
| $601K | 0.01% |
12,900
-200
| -2% | -$9.32K |
|
873
Belden
BDC
$5.08B
| $597K | 0.01% |
11,200
-500
| -4% | -$26.7K |
|
874
CoreCivic
CXW
$2.15B
| $596K | 0.01% |
34,512
-700
| -2% | -$12.1K |
|
875
Commercial Metals
CMC
$6.4B
| $594K | 0.01% |
34,200
-700
| -2% | -$12.2K |
|