SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+9.09%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$17B
AUM Growth
+$1.22B
Cap. Flow
-$68.4M
Cap. Flow %
-0.4%
Top 10 Hldgs %
25.67%
Holding
996
New
21
Increased
308
Reduced
572
Closed
27

Top Buys

1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$94.6M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$75.7M
3
MSFT icon
Microsoft
MSFT
+$68.9M
4
MS icon
Morgan Stanley
MS
+$58.9M
5
VST icon
Vistra
VST
+$54.1M

Top Sells

1
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$79.7M
2
CMCSA icon
Comcast
CMCSA
+$64.4M
3
ORCL icon
Oracle
ORCL
+$61.5M
4
SYF icon
Synchrony
SYF
+$56.3M
5
TMO icon
Thermo Fisher Scientific
TMO
+$55.4M

Sector Composition

1 Technology 22.71%
2 Healthcare 13.17%
3 Financials 12.09%
4 Communication Services 9.66%
5 Consumer Discretionary 9%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
DOW icon
226
Dow Inc
DOW
$17B
$11.9M 0.07%
187,791
+800
+0.4% +$50.6K
MET icon
227
MetLife
MET
$52.9B
$11.8M 0.07%
197,975
-3,600
-2% -$215K
TEL icon
228
TE Connectivity
TEL
$61.4B
$11.8M 0.07%
87,601
-100
-0.1% -$13.5K
KNTK icon
229
Kinetik
KNTK
$2.55B
$11.8M 0.07%
350,000
– –
LHX icon
230
L3Harris
LHX
$51.2B
$11.8M 0.07%
54,634
+1,300
+2% +$281K
KMB icon
231
Kimberly-Clark
KMB
$43.1B
$11.4M 0.07%
84,867
-135,200
-61% -$18.1M
CNC icon
232
Centene
CNC
$14.2B
$11.3M 0.07%
155,380
+2,400
+2% +$175K
QUAL icon
233
iShares MSCI USA Quality Factor ETF
QUAL
$54.4B
$11.3M 0.07%
84,850
+19,250
+29% +$2.56M
SLB icon
234
Schlumberger
SLB
$53.4B
$11.3M 0.07%
351,546
+600
+0.2% +$19.2K
PSNL icon
235
Personalis
PSNL
$472M
$11.2M 0.07%
443,798
– –
ROST icon
236
Ross Stores
ROST
$49.6B
$11.1M 0.07%
89,598
-6,100
-6% -$756K
TT icon
237
Trane Technologies
TT
$92.3B
$11.1M 0.07%
60,115
+300
+0.5% +$55.2K
AIG icon
238
American International
AIG
$43.6B
$11M 0.06%
230,696
-2,900
-1% -$138K
MPC icon
239
Marathon Petroleum
MPC
$55.1B
$10.9M 0.06%
181,174
+17,700
+11% +$1.07M
KMI icon
240
Kinder Morgan
KMI
$58.8B
$10.9M 0.06%
598,036
+83,800
+16% +$1.53M
WBA
241
DELISTED
Walgreens Boots Alliance
WBA
$10.8M 0.06%
206,067
-6,600
-3% -$347K
EA icon
242
Electronic Arts
EA
$42B
$10.8M 0.06%
75,352
+1,200
+2% +$173K
BK icon
243
Bank of New York Mellon
BK
$73.4B
$10.8M 0.06%
210,909
+3,200
+2% +$164K
PRU icon
244
Prudential Financial
PRU
$37.2B
$10.8M 0.06%
105,321
-1,200
-1% -$123K
VLUE icon
245
iShares MSCI USA Value Factor ETF
VLUE
$7.11B
$10.8M 0.06%
102,500
+93,250
+1,008% +$9.8M
APTV icon
246
Aptiv
APTV
$17.9B
$10.7M 0.06%
67,988
+200
+0.3% +$31.5K
DLR icon
247
Digital Realty Trust
DLR
$55B
$10.7M 0.06%
70,822
+300
+0.4% +$45.1K
DD icon
248
DuPont de Nemours
DD
$32.6B
$10.6M 0.06%
137,561
+2,400
+2% +$186K
ALXN
249
DELISTED
Alexion Pharmaceuticals Inc
ALXN
$10.6M 0.06%
57,961
+300
+0.5% +$55.1K
PPG icon
250
PPG Industries
PPG
$25.2B
$10.6M 0.06%
62,643
+1,100
+2% +$187K
8 9
10
11 12