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 | |
|---|---|---|---|---|---|---|
276
Ameriprise Financial
AMP
$46.4B
| $8.39M | 0.05% |
31,749
-600
| -2% | -$158K |
|
277
Zoom
ZM
$25.5B
| $8.39M | 0.05% |
32,066
| – | – |
|
278
Cintas
CTAS
$81.7B
| $8.38M | 0.05% |
88,084
-800
| -0.9% | -$76.1K |
|
279
International Flavors & Fragrances
IFF
$17B
| $8.36M | 0.05% |
62,545
| – | – |
|
280
TransDigm Group
TDG
$72.9B
| $8.23M | 0.05% |
13,176
-600
| -4% | -$375K |
|
281
West Pharmaceutical
WST
$18.2B
| $8.13M | 0.05% |
19,160
| – | – |
|
282
Verisk Analytics
VRSK
$38.1B
| $8.12M | 0.05% |
40,528
-200
| -0.5% | -$40.1K |
|
283
AvalonBay Communities
AVB
$27.7B
| $8.08M | 0.05% |
36,450
| – | – |
|
284
Fastenal
FAST
$55.3B
| $8.03M | 0.05% |
311,344
-200
| -0.1% | -$5.16K |
|
285
Mettler-Toledo International
MTD
$27.1B
| $8.02M | 0.05% |
5,825
| – | – |
|
286
Copart
CPRT
$47.1B
| $7.93M | 0.05% |
228,772
+4,800
| +2% | +$166K |
|
287
Williams Companies
WMB
$69.4B
| $7.91M | 0.05% |
305,051
-300
| -0.1% | -$7.78K |
|
288
Dutch Bros
BROS
$8.16B
| $7.8M | 0.04% |
+180,000
| New | +$7.8M |
|
289
Nucor
NUE
$33.1B
| $7.79M | 0.04% |
79,052
-1,500
| -2% | -$148K |
|
290
State Street
STT
$31.7B
| $7.78M | 0.04% |
91,767
+4,300
| +5% | +$364K |
|
291
Corteva
CTVA
$49.5B
| $7.76M | 0.04% |
184,319
-1,000
| -0.5% | -$42.1K |
|
292
Equifax
EFX
$31.2B
| $7.75M | 0.04% |
30,581
| – | – |
|
|
EVLO
293
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
| $7.74M | 0.04% |
55,000
+10,000
| +22% | +$1.41M |
|
294
Kroger
KR
$45B
| $7.74M | 0.04% |
191,357
-19,600
| -9% | -$792K |
|
295
Public Service Enterprise Group
PEG
$40B
| $7.73M | 0.04% |
126,957
| – | – |
|
296
Arthur J. Gallagher & Co
AJG
$76.7B
| $7.72M | 0.04% |
51,954
+400
| +0.8% | +$59.5K |
|
297
Phillips 66
PSX
$52.6B
| $7.7M | 0.04% |
110,002
-100
| -0.1% | -$7K |
|
298
American Water Works
AWK
$27.3B
| $7.7M | 0.04% |
45,532
-100
| -0.2% | -$16.9K |
|
299
Zimmer Biomet
ZBH
$20.7B
| $7.67M | 0.04% |
54,007
| – | – |
|
300
Southwest Airlines
LUV
$16.7B
| $7.64M | 0.04% |
148,607
-100
| -0.1% | -$5.14K |
|