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 | |
|---|---|---|---|---|---|---|
151
Becton Dickinson
BDX
$55.1B
| $17.7M | 0.1% |
73,899
-1,025
| -1% | -$246K |
|
152
Estee Lauder
EL
$32.1B
| $17.5M | 0.1% |
58,201
-100
| -0.2% | -$30K |
|
153
CME Group
CME
$94.4B
| $17.4M | 0.1% |
90,189
-100
| -0.1% | -$19.3K |
|
154
Stitch Fix
SFIX
$737M
| $17.1M | 0.1% |
426,983
| – | – |
|
155
CSX Corp
CSX
$60.6B
| $16.8M | 0.1% |
566,069
-5,200
| -0.9% | -$155K |
|
156
Fiserv
FI
$73.4B
| $16.8M | 0.1% |
155,158
-100
| -0.1% | -$10.9K |
|
157
Regeneron Pharmaceuticals
REGN
$60.8B
| $16.5M | 0.09% |
27,292
+100
| +0.4% | +$60.5K |
|
158
Southern Company
SO
$101B
| $16.5M | 0.09% |
265,882
-200
| -0.1% | -$12.4K |
|
159
Ford
F
$46.7B
| $16.5M | 0.09% |
1,163,253
-400
| -0% | -$5.66K |
|
160
Upstart Holdings
UPST
$6.44B
| $16.4M | 0.09% |
+51,885
| New | +$16.4M |
|
161
Autodesk
ADSK
$69.5B
| $16.4M | 0.09% |
57,403
-135,200
| -70% | -$38.6M |
|
162
Alibaba
BABA
$323B
| $16.3M | 0.09% |
110,250
| – | – |
|
163
Intercontinental Exchange
ICE
$99.8B
| $16.2M | 0.09% |
141,410
-100
| -0.1% | -$11.5K |
|
164
Illinois Tool Works
ITW
$77.6B
| $16.1M | 0.09% |
77,843
-300
| -0.4% | -$62K |
|
165
Colgate-Palmolive
CL
$68.8B
| $16M | 0.09% |
211,836
-800
| -0.4% | -$60.5K |
|
166
TSMC
TSM
$1.26T
| $15.9M | 0.09% |
142,600
| – | – |
|
|
ATVI
167
DELISTED
Activision Blizzard Inc.
ATVI
| $15.7M | 0.09% |
203,442
-100
| -0% | -$7.74K |
|
168
Health Care Select Sector SPDR Fund
XLV
$34B
| $15.7M | 0.09% |
123,528
-8,100
| -6% | -$1.03M |
|
169
Eaton
ETN
$136B
| $15.7M | 0.09% |
105,100
-100
| -0.1% | -$14.9K |
|
170
Boston Scientific
BSX
$159B
| $15.5M | 0.09% |
357,565
+400
| +0.1% | +$17.4K |
|
171
Progressive
PGR
$143B
| $15.1M | 0.09% |
166,975
-100
| -0.1% | -$9.04K |
|
172
HCA Healthcare
HCA
$98.5B
| $15M | 0.09% |
61,882
-4,200
| -6% | -$1.02M |
|
173
Stratasys
SSYS
$871M
| $15M | 0.09% |
697,503
| – | – |
|
174
Illumina
ILMN
$15.7B
| $15M | 0.09% |
37,916
+206
| +0.5% | +$81.3K |
|
175
Norfolk Southern
NSC
$62.3B
| $14.8M | 0.08% |
62,011
-900
| -1% | -$215K |
|