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 | |
|---|---|---|---|---|---|---|
526
Axon Enterprise
AXON
$58.1B
| $2.87M | 0.02% |
16,419
+100
| +0.6% | +$17.5K |
|
527
PENN Entertainment
PENN
$2.93B
| $2.86M | 0.02% |
39,400
+2,100
| +6% | +$152K |
|
528
Targa Resources
TRGP
$34.5B
| $2.82M | 0.02% |
57,300
-300
| -0.5% | -$14.8K |
|
529
RH
RH
$4.51B
| $2.81M | 0.02% |
4,220
| – | – |
|
530
Universal Health Services
UHS
$11.8B
| $2.78M | 0.02% |
20,110
-600
| -3% | -$83K |
|
531
Paylocity
PCTY
$9.49B
| $2.76M | 0.02% |
9,825
+400
| +4% | +$112K |
|
532
East-West Bancorp
EWBC
$15.1B
| $2.75M | 0.02% |
35,511
-200
| -0.6% | -$15.5K |
|
533
NRG Energy
NRG
$29.5B
| $2.75M | 0.02% |
67,236
-100
| -0.1% | -$4.08K |
|
534
Henry Schein
HSIC
$8.21B
| $2.74M | 0.02% |
35,967
-300
| -0.8% | -$22.8K |
|
535
GameStop
GME
$10.6B
| $2.74M | 0.02% |
+62,400
| New | +$2.74M |
|
|
MRO
536
DELISTED
Marathon Oil Corporation
MRO
| $2.71M | 0.02% |
197,921
-200
| -0.1% | -$2.73K |
|
537
Comerica
CMA
$8.88B
| $2.71M | 0.02% |
33,601
-1,500
| -4% | -$121K |
|
538
Lear
LEA
$5.91B
| $2.7M | 0.02% |
17,240
+1,100
| +7% | +$172K |
|
539
Builders FirstSource
BLDR
$15.5B
| $2.69M | 0.02% |
51,900
-300
| -0.6% | -$15.5K |
|
540
Toro Company
TTC
$7.96B
| $2.61M | 0.01% |
26,796
-200
| -0.7% | -$19.5K |
|
541
Everest Group
EG
$14.2B
| $2.6M | 0.01% |
10,379
-100
| -1% | -$25.1K |
|
542
Carlisle Companies
CSL
$16.8B
| $2.59M | 0.01% |
13,049
-100
| -0.8% | -$19.9K |
|
543
Tapestry
TPR
$21.8B
| $2.59M | 0.01% |
70,003
-100
| -0.1% | -$3.7K |
|
544
Molson Coors Class B
TAP
$9.86B
| $2.59M | 0.01% |
55,799
-100
| -0.2% | -$4.64K |
|
545
Regency Centers
REG
$13.3B
| $2.59M | 0.01% |
38,412
-1,300
| -3% | -$87.5K |
|
546
W.R. Berkley
WRB
$27.5B
| $2.58M | 0.01% |
79,328
| – | – |
|
547
Essential Utilities
WTRG
$10.8B
| $2.58M | 0.01% |
55,993
-300
| -0.5% | -$13.8K |
|
548
Service Corp International
SCI
$11.1B
| $2.53M | 0.01% |
42,030
-300
| -0.7% | -$18.1K |
|
549
RPM International
RPM
$16.1B
| $2.52M | 0.01% |
32,497
-100
| -0.3% | -$7.76K |
|
550
Zions Bancorporation
ZION
$8.42B
| $2.52M | 0.01% |
40,716
-500
| -1% | -$30.9K |
|