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 | |
|---|---|---|---|---|---|---|
826
LivaNova
LIVN
$3.18B
| $1.06M | 0.01% |
13,366
+1,100
| +9% | +$87.1K |
|
827
UMB Financial
UMBF
$9.54B
| $1.04M | 0.01% |
10,798
-200
| -2% | -$19.3K |
|
828
Choice Hotels
CHH
$5.31B
| $1.04M | 0.01% |
8,246
+1,000
| +14% | +$126K |
|
829
Papa John's
PZZA
$1.63B
| $1.04M | 0.01% |
8,194
-100
| -1% | -$12.7K |
|
830
Victoria's Secret
VSCO
$2.05B
| $1.04M | 0.01% |
+18,800
| New | +$1.04M |
|
831
Foot Locker
FL
$2.29B
| $1.03M | 0.01% |
22,524
-3,500
| -13% | -$160K |
|
832
Hancock Whitney
HWC
$5.33B
| $1.03M | 0.01% |
21,786
-100
| -0.5% | -$4.71K |
|
|
UNVR
833
DELISTED
Univar Solutions Inc.
UNVR
| $1.02M | 0.01% |
42,800
+100
| +0.2% | +$2.38K |
|
834
Viasat
VSAT
$4.04B
| $1.01M | 0.01% |
18,324
+1,200
| +7% | +$66.1K |
|
835
RLI Corp
RLI
$6.27B
| $1M | 0.01% |
20,018
| – | – |
|
|
HPP
836
Hudson Pacific Properties
HPP
$1.15B
| $1M | 0.01% |
38,163
+100
| +0.3% | +$2.63K |
|
837
Murphy USA
MUSA
$7.56B
| $1M | 0.01% |
5,987
-300
| -5% | -$50.2K |
|
838
Kemper
KMPR
$3.35B
| $999K | 0.01% |
14,953
-300
| -2% | -$20K |
|
839
Insperity
NSP
$2B
| $999K | 0.01% |
9,025
| – | – |
|
|
SAIL
840
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $999K | 0.01% |
23,300
| – | – |
|
|
SAFM
841
DELISTED
Sanderson Farms Inc
SAFM
| $999K | 0.01% |
5,309
+300
| +6% | +$56.5K |
|
842
Black Hills Corp
BKH
$4.26B
| $998K | 0.01% |
15,898
+100
| +0.6% | +$6.28K |
|
843
Southwest Gas
SWX
$5.58B
| $993K | 0.01% |
14,845
+200
| +1% | +$13.4K |
|
844
Grand Canyon Education
LOPE
$5.77B
| $991K | 0.01% |
11,272
-400
| -3% | -$35.2K |
|
845
American Eagle Outfitters
AEO
$3.17B
| $986K | 0.01% |
38,222
+200
| +0.5% | +$5.16K |
|
846
Adient
ADNT
$1.99B
| $978K | 0.01% |
23,586
-200
| -0.8% | -$8.29K |
|
847
Dropbox
DBX
$8.19B
| $978K | 0.01% |
+33,459
| New | +$978K |
|
|
MIME
848
DELISTED
Mimecast Limited
MIME
| $973K | 0.01% |
+15,300
| New | +$973K |
|
849
Wendy's
WEN
$1.92B
| $968K | 0.01% |
44,668
| – | – |
|
850
Sensient Technologies
SXT
$4.81B
| $963K | 0.01% |
10,568
-100
| -0.9% | -$9.11K |
|