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 | |
|---|---|---|---|---|---|---|
901
Federated Hermes
FHI
$4.1B
| $795K | ﹤0.01% |
24,449
+900
| +4% | +$29.3K |
|
902
Spire
SR
$4.46B
| $793K | ﹤0.01% |
12,956
-100
| -0.8% | -$6.12K |
|
903
Brink's
BCO
$4.78B
| $789K | ﹤0.01% |
12,461
-100
| -0.8% | -$6.33K |
|
|
PSB
904
DELISTED
PS Business Parks, Inc.
PSB
| $785K | ﹤0.01% |
5,009
-100
| -2% | -$15.7K |
|
905
Allete
ALE
$3.69B
| $777K | ﹤0.01% |
13,050
-100
| -0.8% | -$5.95K |
|
|
NUVA
906
DELISTED
NuVasive, Inc.
NUVA
| $775K | ﹤0.01% |
12,950
-100
| -0.8% | -$5.99K |
|
907
COPT Defense Properties
CDP
$3.46B
| $760K | ﹤0.01% |
28,170
-100
| -0.4% | -$2.7K |
|
908
Texas Capital Bancshares
TCBI
$3.96B
| $760K | ﹤0.01% |
12,661
-100
| -0.8% | -$6K |
|
909
CNO Financial Group
CNO
$3.85B
| $753K | ﹤0.01% |
31,979
-1,200
| -4% | -$28.3K |
|
910
Blackbaud
BLKB
$3.23B
| $744K | ﹤0.01% |
10,572
-1,700
| -14% | -$120K |
|
911
NorthWestern Energy
NWE
$3.56B
| $743K | ﹤0.01% |
12,961
+200
| +2% | +$11.5K |
|
|
JWN
912
DELISTED
Nordstrom
JWN
| $738K | ﹤0.01% |
27,900
+500
| +2% | +$13.2K |
|
913
Pebblebrook Hotel Trust
PEB
$1.4B
| $738K | ﹤0.01% |
32,935
-200
| -0.6% | -$4.48K |
|
|
RCM
914
DELISTED
R1 RCM Inc. Common Stock
RCM
| $737K | ﹤0.01% |
33,500
-1,300
| -4% | -$28.6K |
|
915
Terex
TEX
$3.47B
| $736K | ﹤0.01% |
17,474
-100
| -0.6% | -$4.21K |
|
916
Kirby Corp
KEX
$4.97B
| $720K | ﹤0.01% |
15,013
-100
| -0.7% | -$4.8K |
|
917
Kennametal
KMT
$1.67B
| $718K | ﹤0.01% |
20,967
-100
| -0.5% | -$3.42K |
|
918
Cabot Corp
CBT
$4.31B
| $712K | ﹤0.01% |
14,209
-100
| -0.7% | -$5.01K |
|
919
MillerKnoll
MLKN
$1.47B
| $710K | ﹤0.01% |
18,849
+4,000
| +27% | +$151K |
|
920
News Corp Class B
NWS
$18.8B
| $710K | ﹤0.01% |
30,544
-100
| -0.3% | -$2.33K |
|
921
Ingevity
NGVT
$2.18B
| $707K | ﹤0.01% |
9,903
-200
| -2% | -$14.3K |
|
922
PROG Holdings
PRG
$1.4B
| $701K | ﹤0.01% |
16,687
-300
| -2% | -$12.6K |
|
923
Xerox
XRX
$493M
| $694K | ﹤0.01% |
34,400
-6,200
| -15% | -$125K |
|
924
CNX Resources
CNX
$4.18B
| $689K | ﹤0.01% |
54,588
-900
| -2% | -$11.4K |
|
925
Werner Enterprises
WERN
$1.71B
| $685K | ﹤0.01% |
15,463
+1,100
| +8% | +$48.7K |
|