SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+9.66%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$15.2B
AUM Growth
+$15.2B
(+6%)
Cap. Flow
-$134M
Cap. Flow
% of AUM
-0.88%
Top 10 Holdings %
Top 10 Hldgs %
31.98%
Holding
987
New
20
Increased
449
Reduced
392
Closed
19
Top Buys
| 1 |
Apollo Global Management
APO
|
$61.6M |
| 2 |
CrowdStrike
CRWD
|
$24.7M |
| 3 |
Hexcel
HXL
|
$17.2M |
| 4 |
Zoom
ZM
|
$14.8M |
| 5 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$14.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$102M |
| 2 |
AT&T
T
|
$93M |
| 3 |
Warner Bros
WBD
|
$75.5M |
| 4 |
EPAM Systems
EPAM
|
$36.9M |
| 5 |
MSCI
MSCI
|
$20.6M |
Sector Composition
| 1 | Technology | 22.59% |
| 2 | Healthcare | 11.64% |
| 3 | Financials | 11.47% |
| 4 | Communication Services | 9.03% |
| 5 | Consumer Discretionary | 8.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
Vertex Pharmaceuticals
VRTX
$102B
| $23.3M | 0.15% |
73,823
+900
| +1% | +$284K |
|
127
Cigna
CI
$80.2B
| $23M | 0.15% |
89,941
-1,100
| -1% | -$281K |
|
128
Progressive
PGR
$145B
| $23M | 0.15% |
160,588
+1,600
| +1% | +$229K |
|
129
Edwards Lifesciences
EW
$47.7B
| $23M | 0.15% |
277,551
+1,700
| +0.6% | +$141K |
|
130
Fiserv
FI
$74.3B
| $22.8M | 0.15% |
201,306
+1,800
| +0.9% | +$203K |
|
131
Target
TGT
$42B
| $22.6M | 0.15% |
136,658
+1,300
| +1% | +$215K |
|
132
EOG Resources
EOG
$65.8B
| $22.6M | 0.15% |
197,430
+1,700
| +0.9% | +$195K |
|
133
Zoetis
ZTS
$67.6B
| $22.3M | 0.15% |
133,964
+1,300
| +1% | +$216K |
|
134
Chubb
CB
$111B
| $22.1M | 0.15% |
113,987
+1,200
| +1% | +$233K |
|
135
Charles Schwab
SCHW
$175B
| $21.9M | 0.14% |
418,866
+4,300
| +1% | +$225K |
|
136
Illinois Tool Works
ITW
$76.2B
| $21.7M | 0.14% |
89,336
+200
| +0.2% | +$48.7K |
|
137
iShares MBS ETF
MBB
$40.9B
| $21.4M | 0.14% |
225,800
| – | – |
|
138
Lam Research
LRCX
$124B
| $21.1M | 0.14% |
398,800
| – | – |
|
139
Idexx Laboratories
IDXX
$50.7B
| $21M | 0.14% |
41,955
+300
| +0.7% | +$150K |
|
140
Southern Company
SO
$101B
| $20.8M | 0.14% |
298,923
+3,000
| +1% | +$209K |
|
141
Energy Select Sector SPDR Fund
XLE
$27.1B
| $20.7M | 0.14% |
250,000
| – | – |
|
142
Marathon Petroleum
MPC
$54.4B
| $20.5M | 0.13% |
151,726
-2,700
| -2% | -$364K |
|
143
Duke Energy
DUK
$94.5B
| $20.4M | 0.13% |
211,436
+2,200
| +1% | +$212K |
|
144
General Motors
GM
$55B
| $19.9M | 0.13% |
543,708
-3,200
| -0.6% | -$117K |
|
145
Boston Scientific
BSX
$159B
| $19.7M | 0.13% |
393,308
+4,000
| +1% | +$200K |
|
146
Alibaba
BABA
$325B
| $19.3M | 0.13% |
189,250
| – | – |
|
147
Becton Dickinson
BDX
$54.3B
| $19.3M | 0.13% |
77,988
+500
| +0.6% | +$124K |
|
148
Schlumberger
SLB
$52.2B
| $19.2M | 0.13% |
390,038
+4,700
| +1% | +$231K |
|
149
CME Group
CME
$97.1B
| $18.9M | 0.12% |
98,744
+1,000
| +1% | +$192K |
|
150
Eaton
ETN
$134B
| $18.7M | 0.12% |
109,256
+1,200
| +1% | +$206K |
|