SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
-6.51%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.9B
AUM Growth
-$1.46B
(-10%)
Cap. Flow
-$405M
Cap. Flow
% of AUM
-3.13%
Top 10 Holdings %
Top 10 Hldgs %
25.01%
Holding
989
New
34
Increased
178
Reduced
623
Closed
31
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$249M |
| 2 |
Union Pacific
UNP
|
$155M |
| 3 |
PG&E
PCG
|
$115M |
| 4 |
Gilead Sciences
GILD
|
$87.4M |
| 5 |
PayPal
PYPL
|
$78.8M |
Top Sells
| 1 |
Alphabet (Google) Class C
GOOG
|
$204M |
| 2 |
US Bancorp
USB
|
$181M |
| 3 |
Everest Group
EG
|
$145M |
| 4 |
AutoZone
AZO
|
$138M |
| 5 |
Verizon
VZ
|
$83.5M |
Sector Composition
| 1 | Financials | 19.02% |
| 2 | Healthcare | 14.57% |
| 3 | Technology | 12.48% |
| 4 | Industrials | 9.7% |
| 5 | Consumer Discretionary | 9.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
901
Knowles
KN
$1.87B
| $743K | 0.01% |
40,311
+1,500
| +4% | +$27.6K |
|
|
FCS
902
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $739K | 0.01% |
52,600
-400
| -0.8% | -$5.62K |
|
|
MDP
903
DELISTED
Meredith Corporation
MDP
| $728K | 0.01% |
17,100
+400
| +2% | +$17K |
|
904
DNOW Inc
DNOW
$1.69B
| $721K | 0.01% |
48,727
-100
| -0.2% | -$1.48K |
|
|
ALEX
905
Alexander & Baldwin
ALEX
$1.4B
| $718K | 0.01% |
20,920
+200
| +1% | +$6.86K |
|
906
Commercial Metals
CMC
$6.65B
| $714K | 0.01% |
52,700
| – | – |
|
907
Trustmark
TRMK
$2.48B
| $714K | 0.01% |
30,800
| – | – |
|
|
DF
908
DELISTED
Dean Foods Company
DF
| $710K | 0.01% |
42,950
| – | – |
|
909
Adtalem Global Education
ATGE
$4.89B
| $707K | 0.01% |
26,000
-100
| -0.4% | -$2.72K |
|
|
ISIL
910
DELISTED
Intersil Corp
ISIL
| $703K | 0.01% |
60,100
| – | – |
|
911
LiveRamp
RAMP
$1.85B
| $701K | 0.01% |
35,500
-100
| -0.3% | -$1.98K |
|
|
X
912
DELISTED
US Steel
X
| $694K | 0.01% |
66,600
+200
| +0.3% | +$2.08K |
|
|
WPX
913
DELISTED
WPX Energy, Inc.
WPX
| $694K | 0.01% |
104,900
+11,600
| +12% | +$76.7K |
|
914
New York Times
NYT
$9.66B
| $685K | 0.01% |
58,000
-1,800
| -3% | -$21.3K |
|
|
NSR
915
DELISTED
Neustar Inc
NSR
| $676K | 0.01% |
24,860
-400
| -2% | -$10.9K |
|
916
Carpenter Technology
CRS
$12.2B
| $673K | 0.01% |
22,600
-400
| -2% | -$11.9K |
|
917
Commault Systems
CVLT
$7.94B
| $655K | 0.01% |
19,300
-100
| -0.5% | -$3.39K |
|
|
GCI
918
DELISTED
Gannett Co., Inc
GCI
| $648K | 0.01% |
43,994
| – | – |
|
|
AVP
919
DELISTED
Avon Products, Inc.
AVP
| $644K | 0.01% |
198,155
-100
| -0.1% | -$325 |
|
|
P
920
DELISTED
Pandora Media Inc
P
| $640K | ﹤0.01% |
+30,000
| New | +$640K |
|
921
International Bancshares
IBOC
$4.54B
| $638K | ﹤0.01% |
25,500
-800
| -3% | -$20K |
|
|
PLCM
922
DELISTED
POLYCOM INC
PLCM
| $637K | ﹤0.01% |
60,822
-700
| -1% | -$7.33K |
|
923
Guess, Inc.
GES
$880M
| $634K | ﹤0.01% |
29,700
+400
| +1% | +$8.54K |
|
924
Oil States International
OIS
$345M
| $609K | ﹤0.01% |
23,300
-200
| -0.9% | -$5.23K |
|
925
Avanos Medical
AVNS
$592M
| $603K | ﹤0.01% |
21,220
| – | – |
|