SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
This Quarter Return
+0.61%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$14.4B
AUM Growth
+$14.4B
Cap. Flow
+$189M
Cap. Flow %
1.31%
Top 10 Hldgs %
23.26%
Holding
975
New
24
Increased
663
Reduced
199
Closed
20

Top Buys

1
AFL icon
Aflac
AFL
$277M
2
JPM icon
JPMorgan Chase
JPM
$140M
3
TSLA icon
Tesla
TSLA
$80.7M
4
WMT icon
Walmart
WMT
$74.7M
5
COR icon
Cencora
COR
$69.6M

Top Sells

1
VZ icon
Verizon
VZ
$123M
2
GS icon
Goldman Sachs
GS
$104M
3
VIAB
Viacom Inc. Class B
VIAB
$80.9M
4
PEP icon
PepsiCo
PEP
$78.6M
5
EG icon
Everest Group
EG
$66.7M

Sector Composition

1 Financials 20.9%
2 Healthcare 13.71%
3 Technology 12.39%
4 Consumer Discretionary 9.91%
5 Communication Services 8.32%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BIIB icon
76
Biogen
BIIB
$20.8B
$36.8M 0.26%
91,201
+700
+0.8% +$283K
MA icon
77
Mastercard
MA
$536B
$35.6M 0.25%
381,300
+4,700
+1% +$439K
CELG
78
DELISTED
Celgene Corp
CELG
$35.6M 0.25%
307,580
-1,300
-0.4% -$150K
NOC icon
79
Northrop Grumman
NOC
$83.2B
$35.4M 0.25%
223,189
+17,400
+8% +$2.76M
MCD icon
80
McDonald's
MCD
$226B
$35.3M 0.25%
371,789
+1,000
+0.3% +$95.1K
CAH icon
81
Cardinal Health
CAH
$36B
$34.9M 0.24%
417,431
+290,100
+228% +$24.3M
BA icon
82
Boeing
BA
$176B
$34.6M 0.24%
249,390
-3,300
-1% -$458K
TWTR
83
DELISTED
Twitter, Inc.
TWTR
$34.2M 0.24%
945,000
+425,000
+82% +$15.4M
IJH icon
84
iShares Core S&P Mid-Cap ETF
IJH
$99.4B
$33.2M 0.23%
221,400
+36,000
+19% +$5.4M
RAI
85
DELISTED
Reynolds American Inc
RAI
$31.9M 0.22%
426,952
+61,558
+17% +$4.6M
LLY icon
86
Eli Lilly
LLY
$661B
$31.6M 0.22%
378,702
+1,500
+0.4% +$125K
SBUX icon
87
Starbucks
SBUX
$99.2B
$31.2M 0.22%
581,964
+277,682
+91% -$1.43M
LYB icon
88
LyondellBasell Industries
LYB
$17.4B
$31M 0.22%
299,332
-221,300
-43% -$22.9M
RTN
89
DELISTED
Raytheon Company
RTN
$30.8M 0.21%
321,616
-200
-0.1% -$19.1K
DD
90
DELISTED
Du Pont De Nemours E I
DD
$30.3M 0.21%
473,035
+1,800
+0.4% +$115K
ABT icon
91
Abbott
ABT
$230B
$29.5M 0.2%
600,088
-4,700
-0.8% -$231K
COP icon
92
ConocoPhillips
COP
$118B
$29.4M 0.2%
478,215
+3,200
+0.7% +$197K
NKE icon
93
Nike
NKE
$110B
$29.2M 0.2%
270,132
+200
+0.1% +$21.6K
WAT icon
94
Waters Corp
WAT
$17.3B
$29.1M 0.2%
226,524
+87,100
+62% +$11.2M
EFC
95
Ellington Financial
EFC
$1.37B
$28.7M 0.2%
1,550,000
– –
WBA
96
DELISTED
Walgreens Boots Alliance
WBA
$28.6M 0.2%
338,417
+2,000
+0.6% +$169K
CA
97
DELISTED
CA, Inc.
CA
$28.3M 0.2%
964,524
+113,300
+13% +$3.32M
TWX
98
DELISTED
Time Warner Inc
TWX
$28M 0.19%
319,803
-600
-0.2% -$52.4K
DUK icon
99
Duke Energy
DUK
$94.5B
$27.8M 0.19%
393,836
-4,700
-1% -$332K
NCMI icon
100
National CineMedia
NCMI
$419M
$27.5M 0.19%
1,724,000
– –
2 3
4
5 6