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
CTVA icon
301
Corteva
CTVA
$49.2B
$8.22M 0.05%
185,319
-1,400
-0.7% -$62.1K
AZO icon
302
AutoZone
AZO
$71.8B
$8.13M 0.05%
5,451
-100
-2% -$149K
WMB icon
303
Williams Companies
WMB
$70.3B
$8.11M 0.05%
305,351
+700
+0.2% +$18.6K
FAST icon
304
Fastenal
FAST
$55B
$8.1M 0.05%
311,544
+2,600
+0.8% +$67.6K
KR icon
305
Kroger
KR
$44.7B
$8.08M 0.05%
210,957
-5,600
-3% -$215K
PARA
306
DELISTED
Paramount Global Class B
PARA
$8.08M 0.05%
178,787
+7,000
+4% +$316K
PATH icon
307
UiPath
PATH
$6.37B
$8.08M 0.05%
+118,956
New +$8.08M
MTD icon
308
Mettler-Toledo International
MTD
$26.5B
$8.07M 0.05%
5,825
-200
-3% -$277K
AMP icon
309
Ameriprise Financial
AMP
$46.5B
$8.05M 0.05%
32,349
-400
-1% -$99.6K
VLO icon
310
Valero Energy
VLO
$50.3B
$8.02M 0.05%
102,759
-3,800
-4% -$297K
LEN icon
311
Lennar Class A
LEN
$35.6B
$7.98M 0.05%
82,962
+310
+0.4% +$29.8K
LUV icon
312
Southwest Airlines
LUV
$16.3B
$7.9M 0.05%
148,707
-2,500
-2% -$133K
BBY icon
313
Best Buy
BBY
$16.2B
$7.82M 0.05%
67,985
-302,600
-82% -$34.8M
AME icon
314
Ametek
AME
$43.3B
$7.75M 0.05%
58,063
+200
+0.3% +$26.7K
NUE icon
315
Nucor
NUE
$32.4B
$7.73M 0.05%
80,552
-400
-0.5% -$38.4K
KHC icon
316
Kraft Heinz
KHC
$31.6B
$7.65M 0.04%
187,519
-1,012,500
-84% -$41.3M
ANSS
317
DELISTED
Ansys
ANSS
$7.62M 0.04%
21,954
+200
+0.9% +$69.4K
AVB icon
318
AvalonBay Communities
AVB
$27.8B
$7.61M 0.04%
36,450
-300
-0.8% -$62.6K
PEG icon
319
Public Service Enterprise Group
PEG
$39.9B
$7.58M 0.04%
126,957
+200
+0.2% +$11.9K
EWT icon
320
iShares MSCI Taiwan ETF
EWT
$6.4B
$7.55M 0.04%
118,008
– –
WTW icon
321
Willis Towers Watson
WTW
$32.1B
$7.46M 0.04%
32,411
– –
CPRT icon
322
Copart
CPRT
$46.5B
$7.38M 0.04%
223,972
+800
+0.4% +$26.4K
MXIM
323
DELISTED
Maxim Integrated Products
MXIM
$7.33M 0.04%
69,558
– –
EFX icon
324
Equifax
EFX
$31B
$7.32M 0.04%
30,581
– –
AJG icon
325
Arthur J. Gallagher & Co
AJG
$76.5B
$7.22M 0.04%
51,554
+2,900
+6% +$406K
11 12
13
14 15