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 | |
|---|---|---|---|---|---|---|
201
Humana
HUM
$37B
| $12.6M | 0.07% |
32,255
-200
| -0.6% | -$77.8K |
|
202
Palantir
PLTR
$363B
| $12.3M | 0.07% |
513,000
| – | – |
|
203
Kinetik
KNTK
$2.58B
| $12.1M | 0.07% |
350,000
| – | – |
|
204
Freeport-McMoran
FCX
$66.5B
| $12M | 0.07% |
368,663
+200
| +0.1% | +$6.51K |
|
205
General Dynamics
GD
$86.8B
| $12M | 0.07% |
61,102
-271,100
| -82% | -$53.1M |
|
206
MetLife
MET
$52.9B
| $12M | 0.07% |
193,775
-4,200
| -2% | -$259K |
|
207
TE Connectivity
TEL
$61.7B
| $11.9M | 0.07% |
87,001
-600
| -0.7% | -$82.3K |
|
208
Vertex Pharmaceuticals
VRTX
$102B
| $11.8M | 0.07% |
65,134
+100
| +0.2% | +$18.1K |
|
209
Roper Technologies
ROP
$55.8B
| $11.8M | 0.07% |
26,447
| – | – |
|
210
L3Harris
LHX
$51B
| $11.8M | 0.07% |
53,534
-1,100
| -2% | -$242K |
|
|
INFO
211
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $11.7M | 0.07% |
100,089
+5,900
| +6% | +$688K |
|
212
Synopsys
SNPS
$111B
| $11.5M | 0.07% |
38,323
| – | – |
|
213
Carrier Global
CARR
$55.8B
| $11.3M | 0.06% |
217,843
+12,500
| +6% | +$647K |
|
214
Editas Medicine
EDIT
$248M
| $11.2M | 0.06% |
273,721
-70,000
| -20% | -$2.88M |
|
215
Marathon Petroleum
MPC
$54.8B
| $11.2M | 0.06% |
181,274
+100
| +0.1% | +$6.18K |
|
216
Kimberly-Clark
KMB
$43.1B
| $11.2M | 0.06% |
84,567
-300
| -0.4% | -$39.7K |
|
217
Amphenol
APH
$135B
| $11M | 0.06% |
300,392
| – | – |
|
218
Match Group
MTCH
$9.18B
| $10.9M | 0.06% |
+69,500
| New | +$10.9M |
|
219
Newmont
NEM
$83.7B
| $10.9M | 0.06% |
200,626
-800
| -0.4% | -$43.4K |
|
220
Prudential Financial
PRU
$37.2B
| $10.9M | 0.06% |
103,421
-1,900
| -2% | -$200K |
|
221
Cadence Design Systems
CDNS
$95.6B
| $10.8M | 0.06% |
71,554
-500
| -0.7% | -$75.7K |
|
222
Dow Inc
DOW
$17.4B
| $10.8M | 0.06% |
187,291
-500
| -0.3% | -$28.8K |
|
223
Bank of New York Mellon
BK
$73.1B
| $10.8M | 0.06% |
207,509
-3,400
| -2% | -$176K |
|
224
Electronic Arts
EA
$42.2B
| $10.6M | 0.06% |
74,852
-500
| -0.7% | -$71.1K |
|
225
O'Reilly Automotive
ORLY
$89B
| $10.6M | 0.06% |
259,605
-3,000
| -1% | -$122K |
|