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 | |
|---|---|---|---|---|---|---|
151
Southern Company
SO
$101B
| $14M | 0.12% |
269,682
+29,252
| +12% | +$1.52M |
|
152
Illumina
ILMN
$15.5B
| $13.9M | 0.12% |
38,635
+4,033
| +12% | +$1.45M |
|
153
CSX Corp
CSX
$60.9B
| $13.6M | 0.12% |
586,569
+51,876
| +10% | +$1.21M |
|
154
Autodesk
ADSK
$68.1B
| $13.4M | 0.12% |
56,003
+5,583
| +11% | +$1.34M |
|
155
Humana
HUM
$37.5B
| $13.1M | 0.11% |
33,755
+3,429
| +11% | +$1.33M |
|
156
Truist Financial
TFC
$60.7B
| $12.9M | 0.11% |
344,126
+36,699
| +12% | +$1.38M |
|
157
Illinois Tool Works
ITW
$77.4B
| $12.8M | 0.11% |
73,443
+6,446
| +10% | +$1.13M |
|
158
Boston Scientific
BSX
$159B
| $12.8M | 0.11% |
364,865
+45,369
| +14% | +$1.59M |
|
159
Intercontinental Exchange
ICE
$99.9B
| $12.8M | 0.11% |
139,710
+12,010
| +9% | +$1.1M |
|
160
Newmont
NEM
$82.3B
| $12.7M | 0.11% |
205,026
+17,071
| +9% | +$1.05M |
|
161
Ecolab
ECL
$78B
| $12.6M | 0.11% |
63,195
+5,766
| +10% | +$1.15M |
|
162
Deere & Co
DE
$128B
| $12.6M | 0.11% |
79,889
+7,735
| +11% | +$1.22M |
|
163
Kimberly-Clark
KMB
$42.9B
| $12.3M | 0.11% |
86,967
+8,321
| +11% | +$1.18M |
|
164
Northrop Grumman
NOC
$83B
| $12.2M | 0.11% |
39,633
+3,716
| +10% | +$1.14M |
|
165
Lam Research
LRCX
$127B
| $12M | 0.11% |
370,850
+38,250
| +12% | +$1.24M |
|
|
CERN
166
DELISTED
Cerner Corp
CERN
| $12M | 0.1% |
174,703
-274,265
| -61% | -$18.8M |
|
167
Progressive
PGR
$146B
| $12M | 0.1% |
149,475
+15,494
| +12% | +$1.24M |
|
168
Sherwin-Williams
SHW
$91.2B
| $11.9M | 0.1% |
61,947
+5,274
| +9% | +$1.02M |
|
169
Ally Financial
ALLY
$12.8B
| $11.9M | 0.1% |
600,000
| – | – |
|
170
Analog Devices
ADI
$121B
| $11.5M | 0.1% |
94,103
+9,608
| +11% | +$1.18M |
|
171
ConocoPhillips
COP
$120B
| $11.5M | 0.1% |
273,880
+22,325
| +9% | +$938K |
|
|
GPMT
172
Granite Point Mortgage Trust
GPMT
$141M
| $11.5M | 0.1% |
1,600,000
| – | – |
|
173
Norfolk Southern
NSC
$62.8B
| $11.5M | 0.1% |
65,411
+5,662
| +9% | +$994K |
|
174
PNC Financial Services
PNC
$81.7B
| $11.4M | 0.1% |
108,347
+7,871
| +8% | +$828K |
|
175
Aon
AON
$80.5B
| $11.4M | 0.1% |
59,024
+5,377
| +10% | +$1.04M |
|