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 | |
|---|---|---|---|---|---|---|
401
Pool Corp
POOL
$12.5B
| $4.95M | 0.03% |
11,400
| – | – |
|
402
Darden Restaurants
DRI
$24.6B
| $4.95M | 0.03% |
32,684
-200
| -0.6% | -$30.3K |
|
403
Alliant Energy
LNT
$16.5B
| $4.93M | 0.03% |
88,031
| – | – |
|
404
Western Digital
WDC
$32.8B
| $4.92M | 0.03% |
115,356
| – | – |
|
405
Seagate
STX
$40.7B
| $4.92M | 0.03% |
59,619
+2,600
| +5% | +$215K |
|
406
Revvity
RVTY
$10B
| $4.88M | 0.03% |
28,170
-251,900
| -90% | -$43.7M |
|
407
FirstEnergy
FE
$25B
| $4.87M | 0.03% |
136,670
-100
| -0.1% | -$3.56K |
|
408
Broadridge
BR
$29.7B
| $4.86M | 0.03% |
29,139
-181,000
| -86% | -$30.2M |
|
409
Arista Networks
ANET
$178B
| $4.84M | 0.03% |
225,120
+4,800
| +2% | +$103K |
|
410
Halliburton
HAL
$18.5B
| $4.84M | 0.03% |
223,619
| – | – |
|
411
M&T Bank
MTB
$31.1B
| $4.82M | 0.03% |
32,299
| – | – |
|
412
Bio-Techne
TECH
$8.42B
| $4.75M | 0.03% |
39,200
-76
| -0.2% | -$9.21K |
|
413
Tyler Technologies
TYL
$24.5B
| $4.72M | 0.03% |
10,300
+100
| +1% | +$45.9K |
|
|
DRE
414
DELISTED
Duke Realty Corp.
DRE
| $4.72M | 0.03% |
98,608
+700
| +0.7% | +$33.5K |
|
415
Take-Two Interactive
TTWO
$45.9B
| $4.71M | 0.03% |
30,541
+200
| +0.7% | +$30.8K |
|
416
Hologic
HOLX
$14.8B
| $4.7M | 0.03% |
63,620
-352,500
| -85% | -$26M |
|
417
W.W. Grainger
GWW
$47.7B
| $4.67M | 0.03% |
11,884
| – | – |
|
418
Teradyne
TER
$18.3B
| $4.66M | 0.03% |
42,700
-400
| -0.9% | -$43.7K |
|
419
Quest Diagnostics
DGX
$20.4B
| $4.59M | 0.03% |
31,592
-2,100
| -6% | -$305K |
|
420
MarketAxess Holdings
MKTX
$6.99B
| $4.58M | 0.03% |
10,881
| – | – |
|
421
Avery Dennison
AVY
$13B
| $4.56M | 0.03% |
21,982
-100
| -0.5% | -$20.7K |
|
422
Healthpeak Properties
DOC
$12.7B
| $4.53M | 0.03% |
135,309
-200
| -0.1% | -$6.7K |
|
423
Viatris
VTRS
$12.2B
| $4.49M | 0.03% |
331,202
-200
| -0.1% | -$2.71K |
|
424
Amcor
AMCR
$18.9B
| $4.49M | 0.03% |
387,153
-400
| -0.1% | -$4.64K |
|
425
Celanese
CE
$5.09B
| $4.43M | 0.03% |
29,437
-400
| -1% | -$60.3K |
|