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 | |
|---|---|---|---|---|---|---|
601
Campbell Soup
CPB
$9.96B
| $2.13M | 0.01% |
50,971
-100
| -0.2% | -$4.18K |
|
602
DXC Technology
DXC
$2.55B
| $2.13M | 0.01% |
63,266
-800
| -1% | -$26.9K |
|
603
MKS Inc. Common Stock
MKSI
$7.43B
| $2.1M | 0.01% |
13,940
| – | – |
|
604
Jazz Pharmaceuticals
JAZZ
$7.71B
| $2.1M | 0.01% |
16,100
+200
| +1% | +$26K |
|
605
Organon & Co
OGN
$2.69B
| $2.09M | 0.01% |
63,701
+100
| +0.2% | +$3.28K |
|
|
AZPN
606
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $2.09M | 0.01% |
17,000
-100
| -0.6% | -$12.3K |
|
607
United Therapeutics
UTHR
$18B
| $2.08M | 0.01% |
11,293
| – | – |
|
608
Churchill Downs
CHDN
$6.79B
| $2.08M | 0.01% |
17,344
-200
| -1% | -$24K |
|
609
American Financial Group
AFG
$11.5B
| $2.08M | 0.01% |
16,529
-800
| -5% | -$101K |
|
610
Federal Realty Investment Trust
FRT
$8.68B
| $2.07M | 0.01% |
17,578
-200
| -1% | -$23.6K |
|
611
Sealed Air
SEE
$4.85B
| $2.06M | 0.01% |
37,666
-500
| -1% | -$27.4K |
|
612
New York Times
NYT
$9.37B
| $2.06M | 0.01% |
41,821
+5,200
| +14% | +$256K |
|
613
Genpact
G
$7.48B
| $2.06M | 0.01% |
43,300
-600
| -1% | -$28.5K |
|
614
Pinnacle West Capital
PNW
$10.5B
| $2.05M | 0.01% |
28,328
| – | – |
|
615
DaVita
DVA
$9.49B
| $2.04M | 0.01% |
17,510
-800
| -4% | -$93K |
|
616
APA Corp
APA
$8.23B
| $2.03M | 0.01% |
94,896
-100
| -0.1% | -$2.14K |
|
617
Tetra Tech
TTEK
$9.37B
| $2.02M | 0.01% |
67,725
-500
| -0.7% | -$14.9K |
|
618
Light & Wonder
LNW
$7.47B
| $2.01M | 0.01% |
24,145
+9,900
| +69% | +$823K |
|
619
Ciena
CIEN
$18.2B
| $1.99M | 0.01% |
38,763
-300
| -0.8% | -$15.4K |
|
620
Reinsurance Group of America
RGA
$12.6B
| $1.98M | 0.01% |
17,797
-100
| -0.6% | -$11.1K |
|
621
Gentex
GNTX
$6.16B
| $1.98M | 0.01% |
59,896
-1,000
| -2% | -$33K |
|
622
WEX
WEX
$5.81B
| $1.97M | 0.01% |
11,193
-100
| -0.9% | -$17.6K |
|
623
AptarGroup
ATR
$8.95B
| $1.97M | 0.01% |
16,492
-100
| -0.6% | -$11.9K |
|
624
Dick's Sporting Goods
DKS
$18.2B
| $1.96M | 0.01% |
16,397
-100
| -0.6% | -$12K |
|
|
STOR
625
DELISTED
STORE Capital Corporation
STOR
| $1.96M | 0.01% |
61,287
-100
| -0.2% | -$3.2K |
|