SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+6.25%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.6B
AUM Growth
-$76.6M
Cap. Flow
-$547M
Cap. Flow %
-4.34%
Top 10 Hldgs %
25.12%
Holding
984
New
19
Increased
178
Reduced
571
Closed
26

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$70.4M
2
STZ icon
Constellation Brands
STZ
+$51.6M
3
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$48.6M
4
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$36.7M
5
BKNG icon
Booking.com
BKNG
+$34.9M

Top Sells

1
XYZ
Block, Inc.
XYZ
+$104M
2
CSCO icon
Cisco
CSCO
+$95.9M
3
WFC icon
Wells Fargo
WFC
+$57M
4
TSCO icon
Tractor Supply
TSCO
+$45.7M
5
GS icon
Goldman Sachs
GS
+$32.9M

Sector Composition

1 Financials 21.22%
2 Technology 13.6%
3 Healthcare 13.27%
4 Communication Services 10.66%
5 Industrials 8.77%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
KRC icon
526
Kilroy Realty
KRC
$5.05B
$2.72M 0.02%
37,100
– –
TIF
527
DELISTED
Tiffany & Co.
TIF
$2.71M 0.02%
35,034
-2,488
-7% -$193K
AVY icon
528
Avery Dennison
AVY
$13.1B
$2.71M 0.02%
38,626
+1,176
+3% +$82.6K
TNL icon
529
Travel + Leisure Co
TNL
$4.1B
$2.69M 0.02%
78,050
-6,893
-8% -$238K
OGE icon
530
OGE Energy
OGE
$8.75B
$2.69M 0.02%
80,420
– –
BF.B icon
531
Brown-Forman Class B
BF.B
$13B
$2.68M 0.02%
93,178
-6,281
-6% -$181K
SEIC icon
532
SEI Investments
SEIC
$10.8B
$2.67M 0.02%
54,100
-400
-0.7% -$19.7K
HBI icon
533
Hanesbrands
HBI
$2.28B
$2.67M 0.02%
123,592
-8,232
-6% -$178K
GL icon
534
Globe Life
GL
$11.4B
$2.66M 0.02%
36,110
-2,736
-7% -$202K
HWM icon
535
Howmet Aerospace
HWM
$72.3B
$2.66M 0.02%
+187,038
New +$2.66M
ACC
536
DELISTED
American Campus Communities, Inc.
ACC
$2.65M 0.02%
53,200
+700
+1% +$34.8K
GT icon
537
Goodyear
GT
$2.46B
$2.64M 0.02%
85,416
-6,224
-7% -$192K
PACW
538
DELISTED
PacWest Bancorp
PACW
$2.64M 0.02%
48,400
-100
-0.2% -$5.44K
FDS icon
539
Factset
FDS
$14.2B
$2.63M 0.02%
16,100
-300
-2% -$49K
FTI icon
540
TechnipFMC
FTI
$16.1B
$2.62M 0.02%
99,179
-6,613
-6% -$175K
NNN icon
541
NNN REIT
NNN
$8.12B
$2.62M 0.02%
59,200
– –
NFX
542
DELISTED
Newfield Exploration
NFX
$2.61M 0.02%
64,512
-4,760
-7% -$193K
AMG icon
543
Affiliated Managers Group
AMG
$6.57B
$2.61M 0.02%
17,956
-844
-4% -$123K
IRM icon
544
Iron Mountain
IRM
$27.3B
$2.6M 0.02%
80,146
-5,284
-6% -$172K
WRB icon
545
W.R. Berkley
WRB
$27.5B
$2.6M 0.02%
131,811
-1,687
-1% -$33.3K
XLFS
546
DELISTED
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO
XLFS
$2.59M 0.02%
+49,600
New +$2.59M
AFG icon
547
American Financial Group
AFG
$11.5B
$2.59M 0.02%
29,390
– –
HAR
548
DELISTED
Harman International Industries
HAR
$2.53M 0.02%
22,754
-1,560
-6% -$173K
AES icon
549
AES
AES
$9.06B
$2.51M 0.02%
215,605
-14,420
-6% -$168K
NDAQ icon
550
Nasdaq
NDAQ
$54.5B
$2.5M 0.02%
111,933
-7,452
-6% -$167K
20 21
22
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