SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+3.9%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.7B
AUM Growth
+$242M
(+1.9%)
Cap. Flow
-$123M
Cap. Flow
% of AUM
-0.97%
Top 10 Holdings %
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23
Top Buys
| 1 |
AGNC Investment
AGNC
|
$82.5M |
| 2 |
Exelon
EXC
|
$74.4M |
| 3 |
TJX Companies
TJX
|
$29.4M |
| 4 |
Oracle
ORCL
|
$28M |
| 5 |
Robert Half
RHI
|
$27.6M |
Top Sells
| 1 |
Aflac
AFL
|
$140M |
| 2 |
XYZ
Block, Inc.
XYZ
|
$66M |
| 3 |
MON
Monsanto Co
MON
|
$61.8M |
| 4 |
Valero Energy
VLO
|
$40.7M |
| 5 |
TWX
Time Warner Inc
TWX
|
$39.4M |
Sector Composition
| 1 | Financials | 16.69% |
| 2 | Technology | 15.71% |
| 3 | Healthcare | 15.25% |
| 4 | Consumer Discretionary | 9.01% |
| 5 | Communication Services | 8.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Mastercard
MA
$536B
| $54.8M | 0.43% |
278,978
+7,150
| +3% | +$1.41M |
|
52
Amgen
AMGN
$153B
| $53.8M | 0.43% |
291,594
+94,800
| +48% | +$17.5M |
|
53
Financial Select Sector SPDR Fund
XLF
$53.6B
| $52.9M | 0.42% |
1,990,600
-277,000
| -12% | -$7.37M |
|
54
Merck
MRK
$210B
| $50.7M | 0.4% |
875,760
+2,934
| +0.3% | +$170K |
|
55
Citigroup
C
$175B
| $50.5M | 0.4% |
754,956
-1,700
| -0.2% | -$114K |
|
56
Netflix
NFLX
$521B
| $50.4M | 0.4% |
128,734
+1,000
| +0.8% | +$391K |
|
57
Coca-Cola
KO
$297B
| $49.7M | 0.39% |
1,133,838
+3,500
| +0.3% | +$154K |
|
58
Illumina
ILMN
$15.2B
| $48.5M | 0.38% |
178,420
+39,373
| +28% | +$10.7M |
|
|
59
TJX Companies
TJX
$155B
| $47.2M | 0.37% |
991,180
+618,800
| +166% | +$29.4M |
|
60
PepsiCo
PEP
$203B
| $45.7M | 0.36% |
419,829
+1,100
| +0.3% | +$120K |
|
|
ALXN
61
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $45.4M | 0.36% |
365,878
+600
| +0.2% | +$74.5K |
|
62
DuPont de Nemours
DD
$31.6B
| $45.3M | 0.36% |
340,589
-893
| -0.3% | -$119K |
|
63
Royal Caribbean
RCL
$96.4B
| $45.2M | 0.36% |
436,172
+55,800
| +15% | +$5.78M |
|
64
Comcast
CMCSA
$125B
| $44.6M | 0.35% |
1,359,622
-423,800
| -24% | -$13.9M |
|
|
MTGE
65
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $43.1M | 0.34% |
2,200,000
| – | – |
|
66
Alibaba
BABA
$325B
| $42.7M | 0.34% |
230,000
+52,000
| +29% | +$9.65M |
|
67
NVIDIA
NVDA
$4.15T
| $42.6M | 0.34% |
7,187,680
+64,000
| +0.9% | +$379K |
|
68
Bristol-Myers Squibb
BMY
$96.7B
| $41.5M | 0.33% |
750,617
+3,300
| +0.4% | +$183K |
|
69
Lockheed Martin
LMT
$105B
| $40.7M | 0.32% |
137,918
+56,200
| +69% | +$16.6M |
|
|
WBA
70
DELISTED
Walgreens Boots Alliance
WBA
| $39.7M | 0.31% |
661,161
+410,300
| +164% | +$24.6M |
|
71
Aptiv
APTV
$17.3B
| $39.3M | 0.31% |
428,422
-96,400
| -18% | -$8.83M |
|
|
TWTR
72
DELISTED
Twitter, Inc.
TWTR
| $39M | 0.31% |
893,900
+93,900
| +12% | +$4.1M |
|
|
GPMT
73
Granite Point Mortgage Trust
GPMT
$139M
| $38.7M | 0.31% |
2,108,739
| – | – |
|
74
LyondellBasell Industries
LYB
$17.4B
| $37.6M | 0.3% |
342,704
-28,100
| -8% | -$3.09M |
|
75
Walmart
WMT
$793B
| $36.7M | 0.29% |
1,285,002
+3,000
| +0.2% | +$85.7K |
|