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 | |
|---|---|---|---|---|---|---|
226
Microchip Technology
MCHP
$35.2B
| $10.6M | 0.06% |
137,694
+200
| +0.1% | +$15.3K |
|
227
Schlumberger
SLB
$53.4B
| $10.4M | 0.06% |
351,146
-400
| -0.1% | -$11.9K |
|
228
Cognizant
CTSH
$34.8B
| $10.4M | 0.06% |
140,169
-503,600
| -78% | -$37.4M |
|
|
SIVB
229
DELISTED
SVB Financial Group
SIVB
| $10.4M | 0.06% |
16,072
+1,100
| +7% | +$712K |
|
230
Trane Technologies
TT
$92.3B
| $10.3M | 0.06% |
59,615
-500
| -0.8% | -$86.3K |
|
231
Digital Realty Trust
DLR
$55B
| $10.2M | 0.06% |
70,922
+100
| +0.1% | +$14.4K |
|
232
American Electric Power
AEP
$57.5B
| $10.2M | 0.06% |
125,623
| – | – |
|
233
Marriott International Class A Common Stock
MAR
$72.8B
| $10.2M | 0.06% |
68,710
+1,600
| +2% | +$237K |
|
234
Sempra
SRE
$51.8B
| $10.1M | 0.06% |
160,376
+2,000
| +1% | +$127K |
|
235
Peloton Interactive
PTON
$3.3B
| $10.1M | 0.06% |
116,477
| – | – |
|
236
Aptiv
APTV
$17.9B
| $10.1M | 0.06% |
67,888
-100
| -0.1% | -$14.9K |
|
237
Baxter International
BAX
$12.4B
| $10.1M | 0.06% |
125,555
-900
| -0.7% | -$72.4K |
|
238
Sysco
SYY
$39B
| $10.1M | 0.06% |
128,412
-200
| -0.2% | -$15.7K |
|
239
Kinder Morgan
KMI
$58.8B
| $10M | 0.06% |
597,836
-200
| -0% | -$3.35K |
|
240
ResMed
RMD
$40.9B
| $9.92M | 0.06% |
37,625
-100
| -0.3% | -$26.4K |
|
241
Motorola Solutions
MSI
$79.7B
| $9.88M | 0.06% |
42,531
-100
| -0.2% | -$23.2K |
|
242
Uber
UBER
$197B
| $9.86M | 0.06% |
+220,000
| New | +$9.86M |
|
243
CBRE Group
CBRE
$48.7B
| $9.78M | 0.06% |
100,457
-100
| -0.1% | -$9.74K |
|
244
Ross Stores
ROST
$49.6B
| $9.76M | 0.06% |
89,698
+100
| +0.1% | +$10.9K |
|
|
WBA
245
DELISTED
Walgreens Boots Alliance
WBA
| $9.69M | 0.06% |
205,967
-100
| -0% | -$4.71K |
|
246
Centene
CNC
$14.2B
| $9.68M | 0.06% |
155,280
-100
| -0.1% | -$6.23K |
|
|
XLNX
247
DELISTED
Xilinx Inc
XLNX
| $9.64M | 0.05% |
63,837
+300
| +0.5% | +$45.3K |
|
248
Travelers Companies
TRV
$61.8B
| $9.52M | 0.05% |
62,645
-600
| -0.9% | -$91.2K |
|
|
PXD
249
DELISTED
Pioneer Natural Resource Co.
PXD
| $9.49M | 0.05% |
57,016
-1,200
| -2% | -$200K |
|
250
Allstate
ALL
$52.8B
| $9.46M | 0.05% |
74,266
-1,000
| -1% | -$127K |
|