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 | |
|---|---|---|---|---|---|---|
76
Eli Lilly
LLY
$661B
| $47.9M | 0.27% |
207,194
-700
| -0.3% | -$162K |
|
77
Berkshire Hathaway Class A
BRK.A
$1.08T
| $47.7M | 0.27% |
116
| – | – |
|
78
Texas Instruments
TXN
$178B
| $46.3M | 0.26% |
240,629
-300
| -0.1% | -$57.7K |
|
79
McDonald's
MCD
$226B
| $45.2M | 0.26% |
187,563
| – | – |
|
80
Zoetis
ZTS
$67.6B
| $43.2M | 0.25% |
222,442
-300
| -0.1% | -$58.2K |
|
81
Medtronic
MDT
$118B
| $42.3M | 0.24% |
337,437
-800
| -0.2% | -$100K |
|
82
Fortinet
FTNT
$58.7B
| $41.4M | 0.24% |
709,625
-500
| -0.1% | -$29.2K |
|
83
Biogen
BIIB
$20.8B
| $41.1M | 0.23% |
145,183
-500
| -0.3% | -$141K |
|
84
Moody's
MCO
$89B
| $39.9M | 0.23% |
112,448
+3,600
| +3% | +$1.28M |
|
85
NextEra Energy, Inc.
NEE
$148B
| $38.7M | 0.22% |
492,560
-500
| -0.1% | -$39.3K |
|
86
Citigroup
C
$175B
| $38.4M | 0.22% |
547,014
-10,700
| -2% | -$751K |
|
87
Linde
LIN
$221B
| $38M | 0.22% |
129,664
-1,100
| -0.8% | -$323K |
|
88
Philip Morris
PM
$254B
| $37.1M | 0.21% |
391,351
-411,000
| -51% | -$39M |
|
89
Honeywell
HON
$136B
| $36.8M | 0.21% |
173,325
-1,300
| -0.7% | -$276K |
|
90
Qualcomm
QCOM
$170B
| $36.5M | 0.21% |
283,274
-284,300
| -50% | -$36.7M |
|
91
Agilent Technologies
A
$35.5B
| $36.3M | 0.21% |
230,206
-100
| -0% | -$15.8K |
|
92
Oracle
ORCL
$628B
| $36M | 0.21% |
413,628
-43,000
| -9% | -$3.75M |
|
93
Lowe's Companies
LOW
$146B
| $36M | 0.2% |
177,473
-175,700
| -50% | -$35.6M |
|
|
94
Morgan Stanley
MS
$237B
| $35.7M | 0.2% |
366,522
-667,000
| -65% | -$64.9M |
|
95
Air Products & Chemicals
APD
$64.8B
| $35.4M | 0.2% |
138,285
+14,900
| +12% | +$3.82M |
|
96
RTX Corp
RTX
$212B
| $34.5M | 0.2% |
401,042
-2,200
| -0.5% | -$189K |
|
97
IBM
IBM
$227B
| $34.3M | 0.2% |
258,177
+419
| +0.2% | +$55.7K |
|
98
Moderna
MRNA
$9.36B
| $33.9M | 0.19% |
+88,200
| New | +$33.9M |
|
99
Target
TGT
$42B
| $33.8M | 0.19% |
147,543
-100
| -0.1% | -$22.9K |
|
100
Goldman Sachs
GS
$221B
| $33.7M | 0.19% |
89,183
-141,900
| -61% | -$53.6M |
|