SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+9.66%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$15.2B
AUM Growth
+$15.2B
(+6%)
Cap. Flow
-$134M
Cap. Flow
% of AUM
-0.88%
Top 10 Holdings %
Top 10 Hldgs %
31.98%
Holding
987
New
20
Increased
449
Reduced
392
Closed
19
Top Buys
| 1 |
Apollo Global Management
APO
|
$61.6M |
| 2 |
CrowdStrike
CRWD
|
$24.7M |
| 3 |
Hexcel
HXL
|
$17.2M |
| 4 |
Zoom
ZM
|
$14.8M |
| 5 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$14.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$102M |
| 2 |
AT&T
T
|
$93M |
| 3 |
Warner Bros
WBD
|
$75.5M |
| 4 |
EPAM Systems
EPAM
|
$36.9M |
| 5 |
MSCI
MSCI
|
$20.6M |
Sector Composition
| 1 | Technology | 22.59% |
| 2 | Healthcare | 11.64% |
| 3 | Financials | 11.47% |
| 4 | Communication Services | 9.03% |
| 5 | Consumer Discretionary | 8.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
iShares MSCI USA Quality Factor ETF
QUAL
$54.1B
| $52.4M | 0.34% |
422,300
-40,050
| -9% | -$4.97M |
|
52
Accenture
ACN
$158B
| $52.4M | 0.34% |
183,238
+1,700
| +0.9% | +$486K |
|
53
Palo Alto Networks
PANW
$128B
| $51.4M | 0.34% |
257,460
+15,400
| +6% | +$3.08M |
|
54
Adobe
ADBE
$148B
| $51.2M | 0.34% |
132,823
-700
| -0.5% | -$270K |
|
55
Abbott
ABT
$230B
| $50.4M | 0.33% |
497,757
+4,900
| +1% | +$496K |
|
56
Fortinet
FTNT
$58.7B
| $50.4M | 0.33% |
758,070
+1,800
| +0.2% | +$120K |
|
57
Walt Disney
DIS
$211B
| $50.2M | 0.33% |
501,666
+6,200
| +1% | +$621K |
|
58
Texas Instruments
TXN
$178B
| $49.7M | 0.33% |
267,265
+2,200
| +0.8% | +$409K |
|
59
Intel
INTC
$105B
| $48.3M | 0.32% |
1,479,883
+14,400
| +1% | +$470K |
|
60
Hershey
HSY
$37.4B
| $48.1M | 0.32% |
189,134
+400
| +0.2% | +$102K |
|
61
Linde
LIN
$221B
| $48.1M | 0.32% |
135,204
+800
| +0.6% | +$284K |
|
62
iShares Core US Aggregate Bond ETF
AGG
$130B
| $46.6M | 0.31% |
467,500
| – | – |
|
63
Danaher
DHR
$143B
| $45.4M | 0.3% |
180,046
+2,000
| +1% | +$504K |
|
64
Nike
NKE
$110B
| $45.3M | 0.3% |
369,515
-300
| -0.1% | -$36.8K |
|
65
RTX Corp
RTX
$212B
| $44.1M | 0.29% |
450,532
+2,800
| +0.6% | +$274K |
|
66
Comcast
CMCSA
$125B
| $43.8M | 0.29% |
1,155,189
-17,200
| -1% | -$652K |
|
67
Wells Fargo
WFC
$258B
| $42.7M | 0.28% |
1,143,549
+10,800
| +1% | +$404K |
|
68
Netflix
NFLX
$521B
| $42.2M | 0.28% |
122,249
+1,300
| +1% | +$449K |
|
69
NextEra Energy, Inc.
NEE
$148B
| $42.1M | 0.28% |
545,698
+5,600
| +1% | +$432K |
|
70
Qualcomm
QCOM
$170B
| $41.7M | 0.27% |
326,866
+1,500
| +0.5% | +$191K |
|
71
Philip Morris
PM
$254B
| $41.4M | 0.27% |
425,658
+4,300
| +1% | +$418K |
|
72
Paycom
PAYC
$12.5B
| $39.4M | 0.26% |
129,653
+100
| +0.1% | +$30.4K |
|
73
Oracle
ORCL
$628B
| $39.2M | 0.26% |
422,032
+4,400
| +1% | +$409K |
|
74
United Parcel Service
UPS
$72.3B
| $38.9M | 0.26% |
200,414
+2,100
| +1% | +$407K |
|
75
iShares MSCI USA Value Factor ETF
VLUE
$7.04B
| $38.2M | 0.25% |
412,550
-45,800
| -10% | -$4.24M |
|