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
+$12.7B
(+1.9%)
Cap. Flow
-$107M
Cap. Flow
% of AUM
-0.85%
Top 10 Holdings %
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
659
Reduced
196
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 | |
|---|---|---|---|---|---|---|
101
PayPal
PYPL
$66.5B
| $27.5M | 0.22% |
330,434
-1,700
| -0.5% | -$142K |
|
102
Schlumberger
SLB
$52.2B
| $27.5M | 0.22% |
410,072
+2,600
| +0.6% | +$174K |
|
103
Cencora
COR
$57.2B
| $27.2M | 0.21% |
318,684
+270,800
| +566% | +$23.1M |
|
104
Costco
COST
$421B
| $27.1M | 0.21% |
129,836
+600
| +0.5% | +$125K |
|
105
Quest Diagnostics
DGX
$20.1B
| $26.5M | 0.21% |
241,463
-71,400
| -23% | -$7.85M |
|
|
ABMD
106
DELISTED
Abiomed Inc
ABMD
| $25.6M | 0.2% |
62,500
-82,800
| -57% | -$33.9M |
|
107
General Dynamics
GD
$86.8B
| $24.7M | 0.19% |
132,427
-96,100
| -42% | -$17.9M |
|
108
Qualcomm
QCOM
$170B
| $24.6M | 0.19% |
438,971
+3,100
| +0.7% | +$174K |
|
109
Eli Lilly
LLY
$661B
| $24.1M | 0.19% |
282,838
-1,000
| -0.4% | -$85.3K |
|
110
ConocoPhillips
COP
$118B
| $24.1M | 0.19% |
346,455
+700
| +0.2% | +$48.7K |
|
111
United Parcel Service
UPS
$72.3B
| $24.1M | 0.19% |
226,886
+1,600
| +0.7% | +$170K |
|
112
Caterpillar
CAT
$194B
| $24M | 0.19% |
177,066
+1,100
| +0.6% | +$149K |
|
|
EFC
113
Ellington Financial
EFC
$1.37B
| $23.5M | 0.19% |
1,502,778
| – | – |
|
114
NextEra Energy, Inc.
NEE
$148B
| $23.3M | 0.18% |
139,573
+1,100
| +0.8% | +$184K |
|
115
Moody's
MCO
$89B
| $23.3M | 0.18% |
136,615
+1,100
| +0.8% | +$188K |
|
116
Lowe's Companies
LOW
$146B
| $23.3M | 0.18% |
243,375
-13,750
| -5% | -$1.31M |
|
117
Goldman Sachs
GS
$221B
| $23M | 0.18% |
104,050
| – | – |
|
118
First Solar
FSLR
$21.6B
| $22.2M | 0.18% |
422,273
+400
| +0.1% | +$21.1K |
|
119
EOG Resources
EOG
$65.8B
| $21.3M | 0.17% |
171,428
+1,100
| +0.6% | +$137K |
|
120
Starbucks
SBUX
$99.2B
| $20M | 0.16% |
408,560
-5,200
| -1% | -$254K |
|
121
Automatic Data Processing
ADP
$121B
| $19.6M | 0.16% |
146,381
+15,900
| +12% | +$2.13M |
|
122
Morgan Stanley
MS
$237B
| $19.1M | 0.15% |
403,555
-2,600
| -0.6% | -$123K |
|
123
Occidental Petroleum
OXY
$45.6B
| $19M | 0.15% |
226,756
+1,500
| +0.7% | +$126K |
|
124
Becton Dickinson
BDX
$54.3B
| $19M | 0.15% |
79,153
+68,300
| +629% | +$16.4M |
|
125
American Tower
AMT
$91.9B
| $18.8M | 0.15% |
130,726
+900
| +0.7% | +$130K |
|