SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
1-Year Return
23.66%
This Quarter Return
+0.37%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$17.6B
AUM Growth
+$549M
(+3.2%)
Cap. Flow
+$630M
Cap. Flow
% of AUM
3.58%
Top 10 Holdings %
Top 10 Hldgs %
33.38%
Holding
997
New
28
Increased
217
Reduced
551
Closed
22
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$1.46B |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
$172M |
| 3 |
iShares MSCI USA Quality Factor ETF
QUAL
|
$167M |
| 4 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$160M |
| 5 |
Bristol-Myers Squibb
BMY
|
$83.2M |
Top Sells
| 1 |
Apple
AAPL
|
$106M |
| 2 |
Microsoft
MSFT
|
$74.5M |
| 3 |
Simon Property Group
SPG
|
$65M |
| 4 |
Morgan Stanley
MS
|
$64.9M |
| 5 |
Cisco
CSCO
|
$59.2M |
Sector Composition
| 1 | Technology | 19.41% |
| 2 | Healthcare | 11.8% |
| 3 | Financials | 11.02% |
| 4 | Communication Services | 9.44% |
| 5 | Consumer Discretionary | 8.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
General Motors
GM
$55.5B
| $22.5M | 0.13% |
427,062
+43,600
| +11% | +$2.3M |
|
|
EFC
127
Ellington Financial
EFC
$1.38B
| $22.3M | 0.13% |
1,218,930
| – | – |
|
128
Automatic Data Processing
ADP
$120B
| $22M | 0.13% |
110,054
-700
| -0.6% | -$140K |
|
|
GPMT
129
Granite Point Mortgage Trust
GPMT
$143M
| $21.1M | 0.12% |
1,600,000
| – | – |
|
130
Lam Research
LRCX
$130B
| $21.1M | 0.12% |
369,850
-1,000
| -0.3% | -$56.9K |
|
131
PNC Financial Services
PNC
$80.5B
| $20.9M | 0.12% |
106,747
-100
| -0.1% | -$19.6K |
|
132
Mondelez International
MDLZ
$79.9B
| $20.4M | 0.12% |
351,003
-2,100
| -0.6% | -$122K |
|
133
US Bancorp
USB
$75.9B
| $20.1M | 0.11% |
338,799
-2,000
| -0.6% | -$119K |
|
134
Fidelity National Information Services
FIS
$35.9B
| $20M | 0.11% |
164,433
-800
| -0.5% | -$97.3K |
|
135
TJX Companies
TJX
$155B
| $20M | 0.11% |
302,945
-200
| -0.1% | -$13.2K |
|
136
Truist Financial
TFC
$60B
| $19.7M | 0.11% |
335,126
-3,000
| -0.9% | -$176K |
|
137
Marsh & McLennan
MMC
$100B
| $19.3M | 0.11% |
127,236
-600
| -0.5% | -$90.9K |
|
138
Chubb
CB
$111B
| $19.1M | 0.11% |
110,139
-2,900
| -3% | -$503K |
|
139
Capital One
COF
$142B
| $19.1M | 0.11% |
117,904
-1,500
| -1% | -$243K |
|
140
Duke Energy
DUK
$93.8B
| $18.9M | 0.11% |
193,170
-200
| -0.1% | -$19.5K |
|
141
T-Mobile US
TMUS
$284B
| $18.8M | 0.11% |
147,300
| – | – |
|
142
Crown Castle
CCI
$41.9B
| $18.8M | 0.11% |
108,507
-100
| -0.1% | -$17.3K |
|
143
Endava
DAVA
$553M
| $18.3M | 0.1% |
134,500
+26,500
| +25% | +$3.6M |
|
144
Edwards Lifesciences
EW
$47.5B
| $18.2M | 0.1% |
160,943
+300
| +0.2% | +$34K |
|
145
Cigna
CI
$81.5B
| $18.2M | 0.1% |
90,874
-900
| -1% | -$180K |
|
146
Sherwin-Williams
SHW
$92.9B
| $18.1M | 0.1% |
64,547
+700
| +1% | +$196K |
|
147
Aon
AON
$79.9B
| $18M | 0.1% |
62,924
| – | – |
|
148
BlackRock TCP Capital
TCPC
$616M
| $17.9M | 0.1% |
1,320,000
| – | – |
|
149
SiriusPoint
SPNT
$2.19B
| $17.9M | 0.1% |
1,930,000
| – | – |
|
150
Equinix
EQIX
$75.7B
| $17.8M | 0.1% |
22,490
| – | – |
|