SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+9.95%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.6B
AUM Growth
+$1.17B
(+10%)
Cap. Flow
+$244M
Cap. Flow
% of AUM
1.94%
Top 10 Holdings %
Top 10 Hldgs %
25.04%
Holding
971
New
40
Increased
506
Reduced
189
Closed
15
Top Buys
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$95.1M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
$87.6M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
$81.4M |
| 4 |
Align Technology
ALGN
|
$22.7M |
| 5 |
PayPal
PYPL
|
$21M |
Top Sells
| 1 |
Apple
AAPL
|
$133M |
| 2 |
RTX Corp
RTX
|
$33.9M |
| 3 |
Booking.com
BKNG
|
$30.5M |
| 4 |
Automatic Data Processing
ADP
|
$29.8M |
| 5 |
NGHC
National General Holdings Corp
NGHC
|
$28.1M |
Sector Composition
| 1 | Technology | 21.94% |
| 2 | Healthcare | 13.28% |
| 3 | Financials | 12.53% |
| 4 | Consumer Discretionary | 9.25% |
| 5 | Communication Services | 8.92% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Public Service Enterprise Group
PEG
$40.5B
| $7.09M | 0.06% |
129,057
-100
| -0.1% | -$5.49K |
|
252
Corning
GLW
$61B
| $7.08M | 0.06% |
218,565
+24,700
| +13% | +$801K |
|
253
Prudential Financial
PRU
$37.2B
| $7.07M | 0.06% |
111,221
+10,300
| +10% | +$654K |
|
254
Yum! Brands
YUM
$40.1B
| $7.02M | 0.06% |
76,895
| – | – |
|
255
AutoZone
AZO
$70.6B
| $7.01M | 0.06% |
5,951
| – | – |
|
256
Travelers Companies
TRV
$62B
| $6.99M | 0.06% |
64,645
+100
| +0.2% | +$10.8K |
|
257
Ball Corp
BALL
$13.9B
| $6.92M | 0.06% |
83,281
| – | – |
|
258
Willis Towers Watson
WTW
$32.1B
| $6.87M | 0.05% |
32,911
| – | – |
|
259
Motorola Solutions
MSI
$79.8B
| $6.8M | 0.05% |
43,331
-100
| -0.2% | -$15.7K |
|
260
Clorox
CLX
$15.5B
| $6.77M | 0.05% |
32,203
+300
| +0.9% | +$63.1K |
|
261
American International
AIG
$43.9B
| $6.75M | 0.05% |
245,296
+25,300
| +12% | +$697K |
|
262
Paychex
PAYX
$48.7B
| $6.75M | 0.05% |
84,644
+3,100
| +4% | +$247K |
|
263
Lennar Class A
LEN
$36.7B
| $6.75M | 0.05% |
85,338
+12,912
| +18% | +$1.02M |
|
264
Aflac
AFL
$57.2B
| $6.71M | 0.05% |
184,505
+1,300
| +0.7% | +$47.3K |
|
|
XLNX
265
DELISTED
Xilinx Inc
XLNX
| $6.71M | 0.05% |
64,337
+2,200
| +4% | +$229K |
|
266
American Water Works
AWK
$28B
| $6.7M | 0.05% |
46,232
| – | – |
|
267
Skyworks Solutions
SWKS
$11.2B
| $6.7M | 0.05% |
46,020
+3,400
| +8% | +$495K |
|
|
ALXN
268
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $6.67M | 0.05% |
58,261
+1,900
| +3% | +$217K |
|
269
Parker-Hannifin
PH
$96.1B
| $6.64M | 0.05% |
32,828
| – | – |
|
270
Consolidated Edison
ED
$35.4B
| $6.64M | 0.05% |
85,355
| – | – |
|
271
Microchip Technology
MCHP
$35.6B
| $6.62M | 0.05% |
128,894
+3,600
| +3% | +$185K |
|
272
Stanley Black & Decker
SWK
$12.1B
| $6.61M | 0.05% |
40,768
+1,400
| +4% | +$227K |
|
273
Archer Daniels Midland
ADM
$30.2B
| $6.59M | 0.05% |
141,808
-100
| -0.1% | -$4.65K |
|
274
TransDigm Group
TDG
$71.6B
| $6.59M | 0.05% |
13,876
+1,000
| +8% | +$475K |
|
275
Fortive
FTV
$16.2B
| $6.55M | 0.05% |
102,726
+12,309
| +14% | +$785K |
|