SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
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
+$17.6B
(+3.2%)
Cap. Flow
+$567M
Cap. Flow
% of AUM
3.22%
Top 10 Holdings %
Top 10 Hldgs %
33.38%
Holding
997
New
28
Increased
219
Reduced
549
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 | |
|---|---|---|---|---|---|---|
26
Home Depot
HD
$406B
| $125M | 0.71% |
381,956
-105,600
| -22% | -$34.7M |
|
27
JPMorgan Chase
JPM
$824B
| $123M | 0.7% |
750,343
-10,600
| -1% | -$1.74M |
|
28
CVS Health
CVS
$93B
| $116M | 0.66% |
1,372,763
-444,300
| -24% | -$37.7M |
|
29
Johnson & Johnson
JNJ
$429B
| $110M | 0.63% |
682,087
-282,300
| -29% | -$45.6M |
|
30
Accenture
ACN
$158B
| $104M | 0.59% |
325,053
-60,300
| -16% | -$19.3M |
|
31
Vistra
VST
$63.7B
| $101M | 0.58% |
5,935,300
| – | – |
|
32
Mastercard
MA
$536B
| $99.6M | 0.57% |
286,364
-21,100
| -7% | -$7.34M |
|
33
FTAI Aviation
FTAI
$15.5B
| $95.9M | 0.55% |
3,776,923
| – | – |
|
34
Berkshire Hathaway Class B
BRK.B
$1.08T
| $94.3M | 0.54% |
345,662
-11,400
| -3% | -$3.11M |
|
35
Rithm Capital
RITM
$6.55B
| $92.5M | 0.53% |
8,404,734
| – | – |
|
36
Thermo Fisher Scientific
TMO
$183B
| $90.7M | 0.52% |
158,818
| – | – |
|
37
EPAM Systems
EPAM
$9.69B
| $87.8M | 0.5% |
153,900
-37,600
| -20% | -$21.5M |
|
38
Procter & Gamble
PG
$370B
| $85.2M | 0.48% |
609,496
-408,300
| -40% | -$57.1M |
|
39
MSCI
MSCI
$42.7B
| $85M | 0.48% |
139,756
+11,900
| +9% | +$7.24M |
|
|
ARI
40
Apollo Commercial Real Estate
ARI
$1.49B
| $81M | 0.46% |
5,459,968
| – | – |
|
41
Gilead Sciences
GILD
$140B
| $79M | 0.45% |
1,131,360
-465,500
| -29% | -$32.5M |
|
42
Bank of America
BAC
$371B
| $78.9M | 0.45% |
1,859,402
-36,300
| -2% | -$1.54M |
|
43
Walt Disney
DIS
$211B
| $77.2M | 0.44% |
456,248
-500
| -0.1% | -$84.6K |
|
44
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.4B
| $74.1M | 0.42% |
673,200
| – | – |
|
45
Align Technology
ALGN
$9.59B
| $73.7M | 0.42% |
110,762
+400
| +0.4% | +$266K |
|
46
Intuit
INTU
$187B
| $68.5M | 0.39% |
126,948
+13,400
| +12% | +$7.23M |
|
47
Advanced Micro Devices
AMD
$263B
| $68.3M | 0.39% |
663,979
-5,900
| -0.9% | -$607K |
|
48
Netflix
NFLX
$521B
| $67.8M | 0.39% |
111,107
-18,081
| -14% | -$11M |
|
49
Wells Fargo
WFC
$258B
| $65.9M | 0.37% |
1,420,216
-8,000
| -0.6% | -$371K |
|
50
Comcast
CMCSA
$125B
| $64.3M | 0.37% |
1,150,046
-2,500
| -0.2% | -$140K |
|