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 | |
|---|---|---|---|---|---|---|
851
Progyny
PGNY
$1.94B
| $963K | 0.01% |
17,200
+7,800
| +83% | +$437K |
|
|
DOC
852
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $960K | 0.01% |
54,467
+200
| +0.4% | +$3.53K |
|
853
Sabre
SABR
$675M
| $957K | 0.01% |
80,801
+300
| +0.4% | +$3.55K |
|
854
Under Armour
UAA
$2.2B
| $956K | 0.01% |
47,358
-100
| -0.2% | -$2.02K |
|
855
MSC Industrial Direct
MSM
$5.14B
| $945K | 0.01% |
11,788
-100
| -0.8% | -$8.02K |
|
856
Brighthouse Financial
BHF
$2.48B
| $944K | 0.01% |
20,865
-800
| -4% | -$36.2K |
|
857
Qualys
QLYS
$4.87B
| $935K | 0.01% |
8,400
-100
| -1% | -$11.1K |
|
858
FNB Corp
FNB
$5.92B
| $930K | 0.01% |
80,057
-400
| -0.5% | -$4.65K |
|
859
EPR Properties
EPR
$4.05B
| $925K | 0.01% |
18,729
-100
| -0.5% | -$4.94K |
|
860
Avnet
AVT
$4.49B
| $923K | 0.01% |
24,963
-100
| -0.4% | -$3.7K |
|
861
Commercial Metals
CMC
$6.63B
| $921K | 0.01% |
30,238
-100
| -0.3% | -$3.05K |
|
862
Ollie's Bargain Outlet
OLLI
$8.18B
| $919K | 0.01% |
15,240
+900
| +6% | +$54.3K |
|
863
Under Armour Class C
UA
$2.13B
| $916K | 0.01% |
52,299
+2,900
| +6% | +$50.8K |
|
864
Cerence
CRNC
$399M
| $913K | 0.01% |
+9,500
| New | +$913K |
|
865
Murphy Oil
MUR
$3.56B
| $909K | 0.01% |
36,395
-200
| -0.5% | -$5K |
|
|
CCMP
866
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $907K | 0.01% |
7,362
| – | – |
|
867
ACI Worldwide
ACIW
$5.19B
| $903K | 0.01% |
29,398
-400
| -1% | -$12.3K |
|
868
Haemonetics
HAE
$2.62B
| $900K | 0.01% |
12,756
-100
| -0.8% | -$7.06K |
|
869
Hain Celestial
HAIN
$164M
| $899K | 0.01% |
21,013
+400
| +2% | +$17.1K |
|
870
Home BancShares
HOMB
$5.88B
| $891K | 0.01% |
37,868
-500
| -1% | -$11.8K |
|
871
Macerich
MAC
$4.74B
| $891K | 0.01% |
53,349
+11,200
| +27% | +$187K |
|
872
FirstCash
FCFS
$6.53B
| $884K | 0.01% |
10,098
-200
| -2% | -$17.5K |
|
873
KB Home
KBH
$4.63B
| $876K | 0.01% |
22,497
+100
| +0.4% | +$3.89K |
|
874
Kinsale Capital Group
KNSL
$10.6B
| $873K | 0.01% |
5,400
| – | – |
|
875
Commault Systems
CVLT
$7.96B
| $866K | ﹤0.01% |
11,503
-100
| -0.9% | -$7.53K |
|