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 | |
|---|---|---|---|---|---|---|
426
Domino's
DPZ
$15.6B
| $4.43M | 0.03% |
9,279
-500
| -5% | -$238K |
|
427
NVR
NVR
$22.9B
| $4.43M | 0.03% |
923
| – | – |
|
428
Wabtec
WAB
$32.5B
| $4.42M | 0.03% |
51,225
+2,800
| +6% | +$241K |
|
429
Teleflex
TFX
$5.76B
| $4.41M | 0.03% |
11,707
| – | – |
|
430
Conagra Brands
CAG
$9.3B
| $4.4M | 0.03% |
129,817
| – | – |
|
431
Genuine Parts
GPC
$19.3B
| $4.36M | 0.02% |
35,957
-400
| -1% | -$48.5K |
|
432
CMS Energy
CMS
$21.2B
| $4.34M | 0.02% |
72,685
-100
| -0.1% | -$5.97K |
|
433
Jacobs Solutions
J
$17.2B
| $4.34M | 0.02% |
39,582
| – | – |
|
434
MGM Resorts International
MGM
$9.8B
| $4.33M | 0.02% |
100,429
-1,900
| -2% | -$82K |
|
435
Cincinnati Financial
CINF
$24B
| $4.3M | 0.02% |
37,641
| – | – |
|
436
Raymond James Financial
RJF
$33B
| $4.3M | 0.02% |
46,553
+450
| +1% | +$41.5K |
|
437
Akamai
AKAM
$11.2B
| $4.27M | 0.02% |
40,839
-100
| -0.2% | -$10.5K |
|
438
Principal Financial Group
PFG
$17.8B
| $4.23M | 0.02% |
65,643
-1,000
| -2% | -$64.4K |
|
439
Textron
TXT
$14.4B
| $4.2M | 0.02% |
60,218
-400
| -0.7% | -$27.9K |
|
440
Atmos Energy
ATO
$26.3B
| $4.19M | 0.02% |
47,537
| – | – |
|
441
Bath & Body Works
BBWI
$5.82B
| $4.19M | 0.02% |
66,523
-6,365
| -9% | -$401K |
|
442
Factset
FDS
$14.1B
| $4.16M | 0.02% |
10,525
-100
| -0.9% | -$39.5K |
|
|
SBNY
443
DELISTED
Signature Bank
SBNY
| $4.12M | 0.02% |
15,145
+600
| +4% | +$163K |
|
444
Kellanova
K
$27.6B
| $4.1M | 0.02% |
68,333
+852
| +1% | +$51.1K |
|
445
Diamondback Energy
FANG
$39.5B
| $4.05M | 0.02% |
42,762
-2,700
| -6% | -$256K |
|
446
Omnicom Group
OMC
$15.1B
| $4.04M | 0.02% |
55,803
-300
| -0.5% | -$21.7K |
|
447
Interpublic Group of Companies
IPG
$9.74B
| $4.04M | 0.02% |
110,125
-1,552,100
| -93% | -$56.9M |
|
448
Bio-Rad Laboratories Class A
BIO
$7.74B
| $4.03M | 0.02% |
5,400
| – | – |
|
449
Quanta Services
PWR
$55.6B
| $3.98M | 0.02% |
34,983
| – | – |
|
450
Molina Healthcare
MOH
$9.84B
| $3.96M | 0.02% |
14,603
-100
| -0.7% | -$27.1K |
|