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 | |
|---|---|---|---|---|---|---|
951
Dell
DELL
$84.4B
| $531K | ﹤0.01% |
10,062
-111,643
| -92% | -$5.89M |
|
952
Jack in the Box
JACK
$386M
| $524K | ﹤0.01% |
5,388
-200
| -4% | -$19.5K |
|
953
Nu Skin
NUS
$569M
| $507K | ﹤0.01% |
12,535
-100
| -0.8% | -$4.05K |
|
954
Urban Edge Properties
UE
$2.67B
| $505K | ﹤0.01% |
27,554
-200
| -0.7% | -$3.67K |
|
955
NETSCOUT
NTCT
$1.79B
| $501K | ﹤0.01% |
18,587
| – | – |
|
956
Openlane
KAR
$3.09B
| $490K | ﹤0.01% |
29,890
-1,500
| -5% | -$24.6K |
|
957
Urban Outfitters
URBN
$6.35B
| $489K | ﹤0.01% |
16,466
-900
| -5% | -$26.7K |
|
958
Telephone and Data Systems
TDS
$4.54B
| $483K | ﹤0.01% |
24,774
-300
| -1% | -$5.85K |
|
959
Grocery Outlet
GO
$1.8B
| $472K | ﹤0.01% |
21,900
| – | – |
|
960
Worthington Enterprises
WOR
$3.24B
| $438K | ﹤0.01% |
13,467
-811
| -6% | -$26.4K |
|
961
Greif
GEF
$3.57B
| $431K | ﹤0.01% |
6,678
| – | – |
|
962
LendingTree
TREE
$978M
| $401K | ﹤0.01% |
2,868
+100
| +4% | +$14K |
|
963
Mercury Insurance
MCY
$4.29B
| $371K | ﹤0.01% |
6,667
| – | – |
|
964
Pilgrim's Pride
PPC
$10.5B
| $356K | ﹤0.01% |
12,250
| – | – |
|
965
ON Semiconductor
ON
$20.1B
| $348K | ﹤0.01% |
7,600
| – | – |
|
966
PG&E
PCG
$33.2B
| $337K | ﹤0.01% |
35,100
| – | – |
|
|
SUMO
967
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
| $328K | ﹤0.01% |
+20,366
| New | +$328K |
|
968
Fidelity National Financial
FNF
$16.5B
| $322K | ﹤0.01% |
7,384
| – | – |
|
969
Veeva Systems
VEEV
$44.7B
| $288K | ﹤0.01% |
1,000
| – | – |
|
970
PubMatic
PUBM
$383M
| $276K | ﹤0.01% |
+10,461
| New | +$276K |
|
971
Ally Financial
ALLY
$12.7B
| $271K | ﹤0.01% |
5,300
| – | – |
|
972
Liberty Global Class C
LBTYK
$4.12B
| $268K | ﹤0.01% |
9,100
| – | – |
|
973
Equitable Holdings
EQH
$16B
| $240K | ﹤0.01% |
8,100
| – | – |
|
974
SS&C Technologies
SSNC
$21.7B
| $229K | ﹤0.01% |
3,300
| – | – |
|
975
Annaly Capital Management
NLY
$14.2B
| $187K | ﹤0.01% |
5,550
| – | – |
|