SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+22.39%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11.4B
AUM Growth
+$2.34B
(+26%)
Cap. Flow
+$517M
Cap. Flow
% of AUM
4.53%
Top 10 Holdings %
Top 10 Hldgs %
24.68%
Holding
969
New
26
Increased
830
Reduced
54
Closed
38
Top Buys
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
$184M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
$154M |
| 3 |
CVS Health
CVS
|
$105M |
| 4 |
RTX Corp
RTX
|
$60.4M |
| 5 |
ETRN
Equitrans Midstream Corporation Common Stock
ETRN
|
$53.9M |
Top Sells
| 1 |
AGNC Investment
AGNC
|
$203M |
| 2 |
Meta Platforms (Facebook)
META
|
$93M |
| 3 |
Exelon
EXC
|
$89.8M |
| 4 |
General Mills
GIS
|
$46.6M |
| 5 |
Robert Half
RHI
|
$39.1M |
Sector Composition
| 1 | Technology | 22.75% |
| 2 | Healthcare | 13.43% |
| 3 | Financials | 13.35% |
| 4 | Consumer Discretionary | 8.62% |
| 5 | Communication Services | 8.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
Prologis
PLD
$105B
| $17.6M | 0.15% |
188,644
+19,413
| +11% | +$1.81M |
|
127
Caterpillar
CAT
$197B
| $17.5M | 0.15% |
138,276
+11,610
| +9% | +$1.47M |
|
128
Dominion Energy
D
$50.2B
| $17.4M | 0.15% |
214,323
+25,669
| +14% | +$2.08M |
|
|
EFC
129
Ellington Financial
EFC
$1.37B
| $17.2M | 0.15% |
1,462,778
| – | – |
|
130
Intuitive Surgical
ISRG
$163B
| $17M | 0.15% |
89,421
-79,983
| -47% | -$15.2M |
|
131
Elevance Health
ELV
$69.4B
| $16.9M | 0.15% |
64,410
+6,266
| +11% | +$1.65M |
|
132
Regeneron Pharmaceuticals
REGN
$60.1B
| $16.1M | 0.14% |
25,792
+7,448
| +41% | +$4.64M |
|
133
Colgate-Palmolive
CL
$67.6B
| $16M | 0.14% |
218,736
+22,252
| +11% | +$1.63M |
|
134
Equinix
EQIX
$75.2B
| $15.9M | 0.14% |
22,590
+3,052
| +16% | +$2.14M |
|
135
Goldman Sachs
GS
$227B
| $15.6M | 0.14% |
79,083
+6,033
| +8% | +$1.19M |
|
136
TJX Companies
TJX
$157B
| $15.5M | 0.14% |
305,945
+27,965
| +10% | +$1.41M |
|
137
Target
TGT
$42.1B
| $15.3M | 0.13% |
127,743
+11,633
| +10% | +$1.4M |
|
138
GE Aerospace
GE
$299B
| $15.3M | 0.13% |
448,221
+26,798
| +6% | +$912K |
|
139
TransUnion
TRU
$17.3B
| $15.2M | 0.13% |
175,000
| – | – |
|
140
T-Mobile US
TMUS
$284B
| $15.2M | 0.13% |
145,500
+72,900
| +100% | +$7.59M |
|
141
Duke Energy
DUK
$94B
| $15M | 0.13% |
187,670
+20,519
| +12% | +$1.64M |
|
|
ATVI
142
DELISTED
Activision Blizzard Inc.
ATVI
| $14.9M | 0.13% |
196,742
+20,598
| +12% | +$1.56M |
|
143
CME Group
CME
$96.4B
| $14.9M | 0.13% |
91,589
+9,412
| +11% | +$1.53M |
|
144
Morgan Stanley
MS
$240B
| $14.8M | 0.13% |
305,845
+38,890
| +15% | +$1.88M |
|
145
Micron Technology
MU
$139B
| $14.6M | 0.13% |
284,063
+30,319
| +12% | +$1.56M |
|
146
Chubb
CB
$112B
| $14.6M | 0.13% |
115,239
+11,362
| +11% | +$1.44M |
|
147
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $14.3M | 0.12% |
142,428
+30,428
| +27% | +$3.04M |
|
148
BlackRock TCP Capital
TCPC
$611M
| $14.1M | 0.12% |
1,548,039
| – | – |
|
149
Applied Materials
AMAT
$126B
| $14.1M | 0.12% |
234,024
+22,315
| +11% | +$1.35M |
|
150
Marsh & McLennan
MMC
$101B
| $14M | 0.12% |
130,336
+14,635
| +13% | +$1.57M |
|