SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
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
+$12.6B
(+10%)
Cap. Flow
+$731M
Cap. Flow
% of AUM
5.81%
Top 10 Holdings %
Top 10 Hldgs %
25.04%
Holding
971
New
40
Increased
507
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 | |
|---|---|---|---|---|---|---|
51
Wells Fargo
WFC
$256B
| $57.2M | 0.45% |
2,431,216
+98,400
| +4% | +$2.31M |
|
52
AGNC Investment
AGNC
$10.3B
| $57.1M | 0.45% |
4,103,600
-426,400
| -9% | -$5.93M |
|
53
Air Products & Chemicals
APD
$64.7B
| $56.4M | 0.45% |
189,285
+12,900
| +7% | +$3.84M |
|
54
Pfizer
PFE
$141B
| $56.1M | 0.45% |
1,528,132
+109,500
| +8% | +$4.02M |
|
|
ETRN
55
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $53.6M | 0.43% |
6,340,855
-199,900
| -3% | -$1.69M |
|
56
Zoetis
ZTS
$67.6B
| $53.1M | 0.42% |
321,242
-80,100
| -20% | -$13.2M |
|
57
Coca-Cola
KO
$296B
| $52.5M | 0.42% |
1,062,622
+75,400
| +8% | +$3.72M |
|
58
Vertex Pharmaceuticals
VRTX
$101B
| $50.1M | 0.4% |
183,934
+20,500
| +13% | +$5.58M |
|
59
Altria Group
MO
$112B
| $49.9M | 0.4% |
1,292,124
+31,500
| +2% | +$1.22M |
|
60
Walmart
WMT
$790B
| $49.6M | 0.39% |
354,291
-7,300
| -2% | -$1.02M |
|
61
Oracle
ORCL
$625B
| $49.2M | 0.39% |
824,128
-449,200
| -35% | -$26.8M |
|
|
ARI
62
Apollo Commercial Real Estate
ARI
$1.48B
| $49.2M | 0.39% |
5,459,968
| – | – |
|
63
Abbott
ABT
$229B
| $49.2M | 0.39% |
451,819
+100
| +0% | +$10.9K |
|
64
PepsiCo
PEP
$203B
| $49M | 0.39% |
353,298
-1,100
| -0.3% | -$152K |
|
65
Bank of America
BAC
$369B
| $46.9M | 0.37% |
1,945,502
-48,600
| -2% | -$1.17M |
|
66
Dollar General
DG
$24B
| $46.9M | 0.37% |
223,508
-10,800
| -5% | -$2.26M |
|
67
Fidelity National Information Services
FIS
$35.5B
| $46.8M | 0.37% |
318,133
+300
| +0.1% | +$44.2K |
|
68
Masco
MAS
$15.1B
| $45.6M | 0.36% |
827,954
-600
| -0.1% | -$33.1K |
|
69
Exelon
EXC
$43.5B
| $45.6M | 0.36% |
1,274,287
+25,400
| +2% | +$908K |
|
70
ServiceNow
NOW
$190B
| $45.1M | 0.36% |
92,900
+14,200
| +18% | +$6.89M |
|
71
Cognizant
CTSH
$35B
| $45M | 0.36% |
647,669
+6,600
| +1% | +$458K |
|
72
Nike
NKE
$110B
| $44.2M | 0.35% |
351,840
+35,100
| +11% | +$4.41M |
|
73
Avery Dennison
AVY
$13B
| $43.7M | 0.35% |
341,882
+1,300
| +0.4% | +$166K |
|
74
Financial Select Sector SPDR Fund
XLF
$53.4B
| $43M | 0.34% |
1,788,417
-8,500
| -0.5% | -$205K |
|
75
CBRE Group
CBRE
$47B
| $43M | 0.34% |
915,057
+20,600
| +2% | +$968K |
|