SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
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
+$1.17B
(+10%)
Cap. Flow
+$244M
Cap. Flow
% of AUM
1.94%
Top 10 Holdings %
Top 10 Hldgs %
25.04%
Holding
971
New
40
Increased
506
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 | |
|---|---|---|---|---|---|---|
|
TWO
126
Two Harbors Investment
TWO
$1.08B
| $19.3M | 0.15% |
950,000
| – | – |
|
127
Goldman Sachs
GS
$227B
| $18.8M | 0.15% |
93,783
+14,700
| +19% | +$2.95M |
|
128
TJX Companies
TJX
$157B
| $18.4M | 0.15% |
329,745
+23,800
| +8% | +$1.32M |
|
129
Elevance Health
ELV
$69.4B
| $18.2M | 0.14% |
67,710
+3,300
| +5% | +$886K |
|
|
EFC
130
Ellington Financial
EFC
$1.37B
| $17.9M | 0.14% |
1,462,778
| – | – |
|
131
Crown Castle
CCI
$41.6B
| $17.8M | 0.14% |
107,107
+700
| +0.7% | +$117K |
|
132
FedEx
FDX
$53.2B
| $17.8M | 0.14% |
70,787
+9,400
| +15% | +$2.36M |
|
133
Deere & Co
DE
$128B
| $17.7M | 0.14% |
79,989
+100
| +0.1% | +$22.2K |
|
134
Duke Energy
DUK
$94B
| $17.4M | 0.14% |
196,870
+9,200
| +5% | +$815K |
|
135
Becton Dickinson
BDX
$54.8B
| $17.2M | 0.14% |
75,847
-1,332
| -2% | -$302K |
|
136
Equinix
EQIX
$75.2B
| $17.2M | 0.14% |
22,590
| – | – |
|
137
Cigna
CI
$81.2B
| $17M | 0.14% |
100,474
+6,200
| +7% | +$1.05M |
|
138
T-Mobile US
TMUS
$284B
| $17M | 0.14% |
148,500
+3,000
| +2% | +$343K |
|
139
Dominion Energy
D
$50.2B
| $16.9M | 0.13% |
214,423
+100
| +0% | +$7.89K |
|
140
Colgate-Palmolive
CL
$67.6B
| $16.9M | 0.13% |
218,736
| – | – |
|
141
Micron Technology
MU
$139B
| $16.6M | 0.13% |
353,263
+69,200
| +24% | +$3.25M |
|
|
ATVI
142
DELISTED
Activision Blizzard Inc.
ATVI
| $16.4M | 0.13% |
203,142
+6,400
| +3% | +$518K |
|
143
Genpact
G
$7.84B
| $16.4M | 0.13% |
420,000
+167,500
| +66% | +$6.52M |
|
144
Illinois Tool Works
ITW
$77.4B
| $16.3M | 0.13% |
84,443
+11,000
| +15% | +$2.13M |
|
145
Stitch Fix
SFIX
$732M
| $16.3M | 0.13% |
+600,998
| New | +$16.3M |
|
|
146
Automatic Data Processing
ADP
$122B
| $15.9M | 0.13% |
113,954
-213,800
| -65% | -$29.8M |
|
147
United Therapeutics
UTHR
$17.2B
| $15.8M | 0.13% |
156,693
+200
| +0.1% | +$20.2K |
|
148
Morgan Stanley
MS
$240B
| $15.8M | 0.13% |
326,245
+20,400
| +7% | +$986K |
|
149
Progressive
PGR
$146B
| $15.6M | 0.12% |
164,575
+15,100
| +10% | +$1.43M |
|
150
Applied Materials
AMAT
$126B
| $15.4M | 0.12% |
258,524
+24,500
| +10% | +$1.46M |
|