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 | |
|---|---|---|---|---|---|---|
326
Labcorp
LH
$23.1B
| $6.82M | 0.04% |
28,224
-142,706
| -83% | -$34.5M |
|
327
Hershey
HSY
$38B
| $6.69M | 0.04% |
39,505
-300
| -0.8% | -$50.8K |
|
328
Alexandria Real Estate Equities
ARE
$14.3B
| $6.66M | 0.04% |
34,835
+400
| +1% | +$76.4K |
|
329
LyondellBasell Industries
LYB
$17.5B
| $6.63M | 0.04% |
70,670
+1,600
| +2% | +$150K |
|
330
Etsy
ETSY
$5.55B
| $6.61M | 0.04% |
31,800
-200
| -0.6% | -$41.6K |
|
331
Baker Hughes
BKR
$44.8B
| $6.59M | 0.04% |
266,561
+25,200
| +10% | +$623K |
|
332
Occidental Petroleum
OXY
$44.4B
| $6.59M | 0.04% |
222,762
+11,600
| +5% | +$343K |
|
333
Garmin
GRMN
$45.9B
| $6.57M | 0.04% |
42,287
+500
| +1% | +$77.7K |
|
334
Realty Income
O
$54.4B
| $6.56M | 0.04% |
104,380
+3,922
| +4% | +$246K |
|
335
Tyson Foods
TSN
$19.9B
| $6.55M | 0.04% |
82,982
-100
| -0.1% | -$7.89K |
|
336
Oneok
OKE
$45.2B
| $6.49M | 0.04% |
111,909
-100
| -0.1% | -$5.8K |
|
337
Generac Holdings
GNRC
$10.7B
| $6.46M | 0.04% |
15,800
| – | – |
|
338
Consolidated Edison
ED
$35B
| $6.44M | 0.04% |
88,755
+2,600
| +3% | +$189K |
|
339
Tractor Supply
TSCO
$31.3B
| $6.44M | 0.04% |
158,945
-1,500
| -0.9% | -$60.8K |
|
340
Albemarle
ALB
$8.54B
| $6.43M | 0.04% |
29,385
| – | – |
|
341
Gartner
IT
$18.7B
| $6.4M | 0.04% |
21,051
-600
| -3% | -$182K |
|
342
Fortive
FTV
$16.1B
| $6.35M | 0.04% |
89,963
+4,900
| +6% | +$346K |
|
343
Republic Services
RSG
$71.5B
| $6.34M | 0.04% |
52,787
-100
| -0.2% | -$12K |
|
344
Hartford Financial Services
HIG
$36.8B
| $6.32M | 0.04% |
89,987
-2,600
| -3% | -$183K |
|
345
CDW
CDW
$22.1B
| $6.28M | 0.04% |
34,525
-700
| -2% | -$127K |
|
|
KSU
346
DELISTED
Kansas City Southern
KSU
| $6.19M | 0.04% |
22,860
| – | – |
|
347
Paycom
PAYC
$12.5B
| $6.13M | 0.03% |
12,372
-300
| -2% | -$149K |
|
|
RUBY
348
DELISTED
Rubius Therapeutics, Inc
RUBY
| $6.08M | 0.03% |
340,000
| – | – |
|
349
Caesars Entertainment
CZR
$5.28B
| $6.02M | 0.03% |
53,600
+1,100
| +2% | +$124K |
|
350
Expedia Group
EXPE
$26.9B
| $5.98M | 0.03% |
36,509
+1,000
| +3% | +$164K |
|