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 | |
|---|---|---|---|---|---|---|
|
JNPR
551
DELISTED
Juniper Networks
JNPR
| $2.51M | 0.01% |
91,223
-800
| -0.9% | -$22K |
|
552
Lennox International
LII
$19.9B
| $2.51M | 0.01% |
8,530
-100
| -1% | -$29.4K |
|
553
Deckers Outdoor
DECK
$17.1B
| $2.51M | 0.01% |
41,772
| – | – |
|
554
Five Below
FIVE
$8B
| $2.48M | 0.01% |
14,040
-100
| -0.7% | -$17.7K |
|
555
Norwegian Cruise Line
NCLH
$11.5B
| $2.48M | 0.01% |
92,868
-100
| -0.1% | -$2.67K |
|
|
HRC
556
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $2.48M | 0.01% |
16,537
-200
| -1% | -$30K |
|
557
Hubbell
HUBB
$24B
| $2.47M | 0.01% |
13,659
| – | – |
|
558
Lamar Advertising Co
LAMR
$13B
| $2.46M | 0.01% |
21,686
-200
| -0.9% | -$22.7K |
|
559
Owens Corning
OC
$12.8B
| $2.44M | 0.01% |
28,485
-400
| -1% | -$34.2K |
|
560
Manhattan Associates
MANH
$13B
| $2.43M | 0.01% |
15,897
-100
| -0.6% | -$15.3K |
|
|
NVTA
561
DELISTED
Invitae Corporation
NVTA
| $2.42M | 0.01% |
84,939
| – | – |
|
562
Lithia Motors
LAD
$8.74B
| $2.41M | 0.01% |
7,600
+100
| +1% | +$31.7K |
|
|
CONE
563
DELISTED
CyrusOne Inc Common Stock
CONE
| $2.41M | 0.01% |
31,064
+200
| +0.6% | +$15.5K |
|
564
NiSource
NI
$19.1B
| $2.39M | 0.01% |
98,506
-100
| -0.1% | -$2.42K |
|
565
Middleby
MIDD
$7.04B
| $2.37M | 0.01% |
13,900
-100
| -0.7% | -$17.1K |
|
566
Newell Brands
NWL
$2.52B
| $2.36M | 0.01% |
106,771
-100
| -0.1% | -$2.21K |
|
567
First Solar
FSLR
$22.2B
| $2.36M | 0.01% |
24,739
+3,300
| +15% | +$315K |
|
568
Knight Transportation
KNX
$6.9B
| $2.35M | 0.01% |
46,017
+10,800
| +31% | +$552K |
|
569
Arrow Electronics
ARW
$6.51B
| $2.33M | 0.01% |
20,775
-700
| -3% | -$78.6K |
|
570
Cable One
CABO
$899M
| $2.33M | 0.01% |
1,284
-100
| -7% | -$181K |
|
571
Assurant
AIZ
$10.6B
| $2.32M | 0.01% |
14,723
-500
| -3% | -$78.9K |
|
572
Globe Life
GL
$11.3B
| $2.31M | 0.01% |
25,958
-400
| -2% | -$35.6K |
|
573
News Corp Class A
NWSA
$16.4B
| $2.31M | 0.01% |
98,235
-100
| -0.1% | -$2.35K |
|
574
Penumbra
PEN
$11B
| $2.31M | 0.01% |
8,651
+100
| +1% | +$26.6K |
|
|
SGI
575
Somnigroup International Inc.
SGI
$18B
| $2.29M | 0.01% |
49,228
+3,100
| +7% | +$144K |
|