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 | |
|---|---|---|---|---|---|---|
676
First Industrial Realty Trust
FR
$6.9B
| $1.68M | 0.01% |
32,301
-200
| -0.6% | -$10.4K |
|
677
Vornado Realty Trust
VNO
$7.81B
| $1.68M | 0.01% |
39,968
+500
| +1% | +$21K |
|
678
Exelixis
EXEL
$10.1B
| $1.67M | 0.01% |
78,958
| – | – |
|
679
OGE Energy
OGE
$8.82B
| $1.65M | 0.01% |
50,171
-300
| -0.6% | -$9.89K |
|
680
Prosperity Bancshares
PB
$6.46B
| $1.65M | 0.01% |
23,254
-200
| -0.9% | -$14.2K |
|
681
Ziff Davis
ZD
$1.58B
| $1.65M | 0.01% |
13,889
-230,345
| -94% | -$27.4M |
|
682
Old Republic International
ORI
$10B
| $1.65M | 0.01% |
71,270
-200
| -0.3% | -$4.63K |
|
683
Brixmor Property Group
BRX
$8.5B
| $1.65M | 0.01% |
74,384
-400
| -0.5% | -$8.85K |
|
684
RenaissanceRe
RNR
$11.3B
| $1.64M | 0.01% |
11,793
-700
| -6% | -$97.6K |
|
685
Arrowhead Research
ARWR
$3.76B
| $1.63M | 0.01% |
26,128
-100
| -0.4% | -$6.24K |
|
686
Mattel
MAT
$5.96B
| $1.62M | 0.01% |
87,418
-500
| -0.6% | -$9.28K |
|
687
Post Holdings
POST
$5.77B
| $1.62M | 0.01% |
22,442
-305
| -1% | -$22K |
|
688
Synovus
SNV
$7.2B
| $1.61M | 0.01% |
36,705
-700
| -2% | -$30.7K |
|
689
Toll Brothers
TOL
$14.3B
| $1.61M | 0.01% |
29,027
+700
| +2% | +$38.7K |
|
690
Texas Roadhouse
TXRH
$11.1B
| $1.6M | 0.01% |
17,492
+1,000
| +6% | +$91.4K |
|
691
Lumentum
LITE
$10.4B
| $1.59M | 0.01% |
19,034
-100
| -0.5% | -$8.35K |
|
692
Synaptics
SYNA
$2.73B
| $1.59M | 0.01% |
8,835
| – | – |
|
693
Perrigo
PRGO
$3.07B
| $1.59M | 0.01% |
33,500
-51
| -0.2% | -$2.42K |
|
694
Fox Class B
FOX
$25.3B
| $1.58M | 0.01% |
42,601
-893,400
| -95% | -$33.2M |
|
695
Saia
SAIA
$8.16B
| $1.57M | 0.01% |
+6,600
| New | +$1.57M |
|
696
Teradata
TDC
$2.01B
| $1.57M | 0.01% |
27,364
-300
| -1% | -$17.2K |
|
697
Affiliated Managers Group
AMG
$6.57B
| $1.57M | 0.01% |
10,366
-100
| -1% | -$15.1K |
|
|
SRCL
698
DELISTED
Stericycle Inc
SRCL
| $1.57M | 0.01% |
23,046
-100
| -0.4% | -$6.8K |
|
699
Royal Gold
RGLD
$12.3B
| $1.57M | 0.01% |
16,387
-100
| -0.6% | -$9.55K |
|
700
Coherent
COHR
$15.5B
| $1.56M | 0.01% |
26,286
-100
| -0.4% | -$5.94K |
|