SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+0.37%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$17.6B
AUM Growth
+$549M
(+3.2%)
Cap. Flow
+$630M
Cap. Flow
% of AUM
3.58%
Top 10 Holdings %
Top 10 Hldgs %
33.38%
Holding
997
New
28
Increased
217
Reduced
551
Closed
22
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
+$1.46B |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$172M |
| 3 |
iShares MSCI USA Quality Factor ETF
QUAL
|
+$167M |
| 4 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
+$160M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$83.2M |
Top Sells
| 1 |
Apple
AAPL
|
+$106M |
| 2 |
Microsoft
MSFT
|
+$74.5M |
| 3 |
Simon Property Group
SPG
|
+$65M |
| 4 |
Morgan Stanley
MS
|
+$64.9M |
| 5 |
Cisco
CSCO
|
+$59.2M |
Sector Composition
| 1 | Technology | 19.41% |
| 2 | Healthcare | 11.8% |
| 3 | Financials | 11.02% |
| 4 | Communication Services | 9.44% |
| 5 | Consumer Discretionary | 8.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Rockwell Automation
ROK
$38.8B
| $9.39M | 0.05% |
31,929
-100
| -0.3% | -$29.4K |
|
252
Suburban Propane Partners
SPH
$1.2B
| $9.36M | 0.05% |
610,000
| – | – |
|
253
Paychex
PAYX
$48.7B
| $9.35M | 0.05% |
83,144
-200
| -0.2% | -$22.5K |
|
254
HP
HPQ
$27.1B
| $9.31M | 0.05% |
340,351
-300
| -0.1% | -$8.21K |
|
255
AutoZone
AZO
$71B
| $9.26M | 0.05% |
5,451
| – | – |
|
256
Hilton Worldwide
HLT
$65.3B
| $9.24M | 0.05% |
69,950
-100
| -0.1% | -$13.2K |
|
|
DFS
257
DELISTED
Discover Financial Services
DFS
| $9.24M | 0.05% |
75,178
-1,500
| -2% | -$184K |
|
258
DuPont de Nemours
DD
$32.6B
| $9.19M | 0.05% |
135,161
-2,400
| -2% | -$163K |
|
259
General Mills
GIS
$26.9B
| $9.11M | 0.05% |
152,221
-1,100
| -0.7% | -$65.8K |
|
260
SBA Communications
SBAC
$20.6B
| $9.1M | 0.05% |
27,541
+100
| +0.4% | +$33.1K |
|
261
Yum! Brands
YUM
$41.1B
| $9.08M | 0.05% |
74,195
-700
| -0.9% | -$85.6K |
|
262
Parker-Hannifin
PH
$95.7B
| $9.07M | 0.05% |
32,428
| – | – |
|
263
Aflac
AFL
$56.9B
| $9M | 0.05% |
172,705
-4,000
| -2% | -$209K |
|
264
PPG Industries
PPG
$25.2B
| $8.96M | 0.05% |
62,643
| – | – |
|
265
Monster Beverage
MNST
$61.9B
| $8.92M | 0.05% |
200,784
+2,600
| +1% | +$115K |
|
266
Constellation Brands
STZ
$25.7B
| $8.91M | 0.05% |
42,287
-200
| -0.5% | -$42.1K |
|
267
Otis Worldwide
OTIS
$34.3B
| $8.82M | 0.05% |
107,171
-503,600
| -82% | -$41.4M |
|
268
Icon
ICLR
$13.1B
| $8.77M | 0.05% |
33,470
| – | – |
|
269
Welltower
WELL
$113B
| $8.74M | 0.05% |
106,096
+1,100
| +1% | +$90.6K |
|
270
Cummins
CMI
$54.8B
| $8.62M | 0.05% |
38,384
-700
| -2% | -$157K |
|
|
FRC
271
DELISTED
First Republic Bank
FRC
| $8.55M | 0.05% |
44,312
+100
| +0.2% | +$19.3K |
|
272
Personalis
PSNL
$472M
| $8.54M | 0.05% |
443,798
| – | – |
|
273
Xcel Energy
XEL
$42.4B
| $8.45M | 0.05% |
135,159
-100
| -0.1% | -$6.25K |
|
274
D.R. Horton
DHI
$53B
| $8.44M | 0.05% |
100,485
-600
| -0.6% | -$50.4K |
|
275
Archer Daniels Midland
ADM
$29.9B
| $8.43M | 0.05% |
140,408
| – | – |
|