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 |
NVIDIA
NVDA
|
$131M |
Top Sells
| 1 |
GE Aerospace
GE
|
$199M |
| 2 |
Apple
AAPL
|
$106M |
| 3 |
Microsoft
MSFT
|
$74.5M |
| 4 |
Simon Property Group
SPG
|
$65M |
| 5 |
Morgan Stanley
MS
|
$64.9M |
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 | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $2.02B | 11.5% | 4,711,440 +3,405,200 | +261% | +$1.46B |
|
|
2
Microsoft
MSFT
$3.77T
| $702M | 3.99% | 2,491,525 -264,200 | -10% | -$74.5M |
|
|
3
Apple
AAPL
$3.45T
| $672M | 3.82% | 4,752,154 -748,400 | -14% | -$106M |
|
4
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
| $482M | 2.74% | 3,626,900 +368,600 | +11% | +$49M |
|
5
Amazon
AMZN
$2.44T
| $460M | 2.61% | 139,927 +1,100 | +0.8% | +$3.61M |
|
6
iShares Core US Aggregate Bond ETF
AGG
$131B
| $335M | 1.9% | 2,913,300 | – | – |
|
7
Bristol-Myers Squibb
BMY
$96B
| $318M | 1.81% | 5,366,543 +1,405,700 | +35% | +$83.2M |
|
8
Alphabet (Google) Class A
GOOGL
$2.57T
| $296M | 1.68% | 110,679 | – | – |
|
9
AT&T
T
$209B
| $294M | 1.67% | 10,875,711 +3,031,900 | +39% | +$81.9M |
|
|
10
iShares MSCI USA Momentum Factor ETF
MTUM
$18.1B
| $289M | 1.64% | 1,645,540 +910,050 | +124% | +$160M |
|
|
ATH
11
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $269M | 1.53% | 3,902,800 | – | – |
|
12
Meta Platforms (Facebook)
META
$1.86T
| $256M | 1.46% | 754,257 -3,800 | -0.5% | -$1.29M |
|
|
13
Alphabet (Google) Class C
GOOG
$2.58T
| $192M | 1.09% | 71,861 -800 | -1% | -$2.13M |
|
14
Verizon
VZ
$186B
| $191M | 1.09% | 3,539,535 +738,800 | +26% | +$39.9M |
|
|
15
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
| $183M | 1.04% | 1,814,700 +1,712,200 | +1,670% | +$172M |
|
|
16
iShares MSCI USA Quality Factor ETF
QUAL
$54.2B
| $178M | 1.01% | 1,354,098 +1,269,248 | +1,496% | +$167M |
|
|
17
NVIDIA
NVDA
$4.24T
| $175M | 0.99% | 842,484 +631,713 | +300% | +$131M |
|
18
Tesla
TSLA
$1.08T
| $158M | 0.9% | 203,700 +10,000 | +5% | +$7.75M |
|
19
Salesforce
CRM
$245B
| $154M | 0.88% | 567,492 +95,700 | +20% | +$26M |
|
|
20
Simon Property Group
SPG
$59B
| $154M | 0.87% | 1,182,935 -500,100 | -30% | -$65M |
|
21
Visa
V
$683B
| $142M | 0.81% | 637,449 +66,200 | +12% | +$14.7M |
|
22
PayPal
PYPL
$67.1B
| $138M | 0.78% | 530,020 -300 | -0.1% | -$78.1K |
|
23
UGI
UGI
$7.44B
| $133M | 0.76% | 3,115,908 -200 | -0% | -$8.52K |
|
24
Adobe
ADBE
$151B
| $127M | 0.72% | 220,899 -600 | -0.3% | -$345K |
|
25
UnitedHealth
UNH
$281B
| $126M | 0.72% | 323,615 +9,500 | +3% | +$3.71M |
|