SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+10.58%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$19.1B
AUM Growth
+$1.49B
Cap. Flow
-$56.5M
Cap. Flow %
-0.3%
Top 10 Hldgs %
34.97%
Holding
1,006
New
31
Increased
699
Reduced
152
Closed
31

Top Buys

1
T icon
AT&T
T
$307M
2
BMY icon
Bristol-Myers Squibb
BMY
$39.2M
3
LYV icon
Live Nation Entertainment
LYV
$30M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
$24.9M
5
META icon
Meta Platforms (Facebook)
META
$24.8M

Top Sells

1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
$174M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$167M
3
UGI icon
UGI
UGI
$140M
4
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$125M
5
ARI
Apollo Commercial Real Estate
ARI
$81M

Sector Composition

1 Technology 21.87%
2 Healthcare 12.35%
3 Communication Services 10.37%
4 Financials 10.28%
5 Consumer Discretionary 8.67%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EBAY icon
251
eBay
EBAY
$42.3B
$10.5M 0.06%
157,642
-25,100
-14% -$1.67M
STZ icon
252
Constellation Brands
STZ
$26.2B
$10.4M 0.05%
41,387
-900
-2% -$226K
ALL icon
253
Allstate
ALL
$53.1B
$10.4M 0.05%
88,166
+13,900
+19% +$1.64M
NUE icon
254
Nucor
NUE
$33.8B
$10.4M 0.05%
90,784
+11,732
+15% +$1.34M
PH icon
255
Parker-Hannifin
PH
$96.1B
$10.3M 0.05%
32,528
+100
+0.3% +$31.8K
EXAS icon
256
Exact Sciences
EXAS
$10.2B
$10.3M 0.05%
132,204
– –
GIS icon
257
General Mills
GIS
$27B
$10.3M 0.05%
152,521
+300
+0.2% +$20.2K
EA icon
258
Electronic Arts
EA
$42.2B
$10.3M 0.05%
77,760
+2,908
+4% +$384K
YUM icon
259
Yum! Brands
YUM
$40.1B
$10.2M 0.05%
73,795
-400
-0.5% -$55.5K
ROST icon
260
Ross Stores
ROST
$49.4B
$10.2M 0.05%
89,498
-200
-0.2% -$22.9K
SYY icon
261
Sysco
SYY
$39.4B
$10.1M 0.05%
129,112
+700
+0.5% +$55K
MTD icon
262
Mettler-Toledo International
MTD
$26.9B
$9.89M 0.05%
5,825
– –
KR icon
263
Kroger
KR
$44.8B
$9.83M 0.05%
217,267
+25,910
+14% +$1.17M
WST icon
264
West Pharmaceutical
WST
$18B
$9.72M 0.05%
20,728
+1,568
+8% +$735K
TRV icon
265
Travelers Companies
TRV
$62B
$9.69M 0.05%
61,945
-700
-1% -$110K
IFF icon
266
International Flavors & Fragrances
IFF
$16.9B
$9.65M 0.05%
64,045
+1,500
+2% +$226K
RMD icon
267
ResMed
RMD
$40.6B
$9.57M 0.05%
36,725
-900
-2% -$234K
AVB icon
268
AvalonBay Communities
AVB
$27.8B
$9.55M 0.05%
37,798
+1,348
+4% +$340K
ADM icon
269
Archer Daniels Midland
ADM
$30.2B
$9.52M 0.05%
140,808
+400
+0.3% +$27K
MTCH icon
270
Match Group
MTCH
$9.18B
$9.43M 0.05%
71,300
+1,800
+3% +$238K
WELL icon
271
Welltower
WELL
$112B
$9.4M 0.05%
109,596
+3,500
+3% +$300K
PLTR icon
272
Palantir
PLTR
$363B
$9.34M 0.05%
513,000
– –
FRC
273
DELISTED
First Republic Bank
FRC
$9.32M 0.05%
45,112
+800
+2% +$165K
OTIS icon
274
Otis Worldwide
OTIS
$34.1B
$9.31M 0.05%
106,971
-200
-0.2% -$17.4K
VRSK icon
275
Verisk Analytics
VRSK
$37.8B
$9.27M 0.05%
40,528
– –
9 10
11
12 13