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 | |
|---|---|---|---|---|---|---|
576
Aecom
ACM
$16.6B
| $2.28M | 0.01% |
36,052
-800
| -2% | -$50.5K |
|
577
Neurocrine Biosciences
NBIX
$14.2B
| $2.27M | 0.01% |
23,700
-100
| -0.4% | -$9.59K |
|
578
Sunrun
RUN
$3.76B
| $2.27M | 0.01% |
51,600
+11,000
| +27% | +$484K |
|
|
SYNH
579
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $2.27M | 0.01% |
25,903
+400
| +2% | +$35K |
|
580
Reliance Steel & Aluminium
RS
$15.4B
| $2.26M | 0.01% |
15,882
-200
| -1% | -$28.5K |
|
581
Cleveland-Cliffs
CLF
$5.53B
| $2.26M | 0.01% |
113,900
-1,900
| -2% | -$37.6K |
|
|
LSI
582
DELISTED
Life Storage, Inc.
LSI
| $2.25M | 0.01% |
19,615
+200
| +1% | +$23K |
|
|
XEC
583
DELISTED
CIMAREX ENERGY CO
XEC
| $2.25M | 0.01% |
25,792
-100
| -0.4% | -$8.72K |
|
584
First Horizon
FHN
$11.6B
| $2.24M | 0.01% |
137,604
-2,303,200
| -94% | -$37.5M |
|
585
Wynn Resorts
WYNN
$12.8B
| $2.24M | 0.01% |
26,420
| – | – |
|
586
Crocs
CROX
$4.46B
| $2.24M | 0.01% |
15,600
-800
| -5% | -$115K |
|
587
Lamb Weston
LW
$7.72B
| $2.24M | 0.01% |
36,423
-400
| -1% | -$24.5K |
|
588
Lattice Semiconductor
LSCC
$9.07B
| $2.21M | 0.01% |
34,200
-200
| -0.6% | -$12.9K |
|
589
Invesco
IVZ
$9.95B
| $2.21M | 0.01% |
91,661
-9,400
| -9% | -$227K |
|
590
Franklin Resources
BEN
$12.8B
| $2.19M | 0.01% |
73,614
+2,300
| +3% | +$68.4K |
|
|
DISCK
591
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $2.19M | 0.01% |
90,171
+700
| +0.8% | +$17K |
|
592
Coterra Energy
CTRA
$18.5B
| $2.18M | 0.01% |
100,319
-200
| -0.2% | -$4.35K |
|
593
Mercado Libre
MELI
$120B
| $2.18M | 0.01% |
1,300
| – | – |
|
594
A.O. Smith
AOS
$10.1B
| $2.18M | 0.01% |
35,727
-400
| -1% | -$24.4K |
|
595
Watsco
WSO
$16.4B
| $2.18M | 0.01% |
8,241
-100
| -1% | -$26.5K |
|
596
Huntington Ingalls Industries
HII
$10.6B
| $2.18M | 0.01% |
11,279
| – | – |
|
597
Western Union
WU
$2.76B
| $2.17M | 0.01% |
107,407
-900
| -0.8% | -$18.2K |
|
598
Rollins
ROL
$27.5B
| $2.14M | 0.01% |
60,699
+1,200
| +2% | +$42.4K |
|
|
Y
599
DELISTED
Alleghany Corporation
Y
| $2.14M | 0.01% |
3,431
-100
| -3% | -$62.4K |
|
600
Jabil
JBL
$23.1B
| $2.13M | 0.01% |
36,542
+2,800
| +8% | +$163K |
|