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
CACI icon
126
CACI
CACI
$10.4B
$29.9M 0.18%
117,283
+107,900
+1,150% +$27.5M
GE icon
127
GE Aerospace
GE
$296B
$29.7M 0.17%
442,763
-9,691
-2% -$650K
SNX icon
128
TD Synnex
SNX
$12.3B
$29.4M 0.17%
241,107
+225,800
+1,475% +$27.5M
ZD icon
129
Ziff Davis
ZD
$1.56B
$29.2M 0.17%
244,234
+226,205
+1,255% +$27.1M
MU icon
130
Micron Technology
MU
$147B
$27.8M 0.16%
326,963
-8,800
-3% -$748K
HOLX icon
131
Hologic
HOLX
$14.8B
$27.8M 0.16%
416,120
+351,500
+544% +$23.5M
DE icon
132
Deere & Co
DE
$128B
$27.6M 0.16%
78,389
-300
-0.4% -$106K
SCHW icon
133
Charles Schwab
SCHW
$167B
$27.5M 0.16%
377,040
+1,400
+0.4% +$102K
ISRG icon
134
Intuitive Surgical
ISRG
$167B
$27.4M 0.16%
89,421
-900
-1% -$276K
PRGS icon
135
Progress Software
PRGS
$1.88B
$27M 0.16%
+583,400
New +$27M
XLF icon
136
Financial Select Sector SPDR Fund
XLF
$53.2B
$26.8M 0.16%
730,417
+44,300
+6% +$1.63M
SFIX icon
137
Stitch Fix
SFIX
$737M
$25.7M 0.15%
426,983
-80,000
-16% -$4.82M
BABA icon
138
Alibaba
BABA
$323B
$25M 0.15%
110,250
– –
CHTR icon
139
Charter Communications
CHTR
$35.7B
$25M 0.15%
34,616
-900
-3% -$649K
ELV icon
140
Elevance Health
ELV
$70.6B
$24.5M 0.14%
64,210
-200
-0.3% -$76.4K
MBB icon
141
iShares MBS ETF
MBB
$41.3B
$24.4M 0.14%
225,800
– –
LRCX icon
142
Lam Research
LRCX
$130B
$24.1M 0.14%
370,850
-32,000
-8% -$2.08M
GPMT
143
Granite Point Mortgage Trust
GPMT
$143M
$23.6M 0.14%
1,600,000
– –
FIS icon
144
Fidelity National Information Services
FIS
$35.9B
$23.4M 0.14%
165,233
+3,200
+2% +$453K
EFC
145
Ellington Financial
EFC
$1.38B
$23.3M 0.14%
1,218,930
-243,848
-17% -$4.67M
ALGT icon
146
Allegiant Air
ALGT
$1.18B
$23.3M 0.14%
120,000
+85,000
+243% +$16.5M
PLD icon
147
Prologis
PLD
$105B
$23.1M 0.14%
193,344
-1,300
-0.7% -$155K
GM icon
148
General Motors
GM
$55.5B
$22.7M 0.13%
383,462
-10,200
-3% -$604K
BKNG icon
149
Booking.com
BKNG
$178B
$22.5M 0.13%
10,304
-1,300
-11% -$2.84M
MDLZ icon
150
Mondelez International
MDLZ
$79.9B
$22M 0.13%
353,103
-1,300
-0.4% -$81.2K
4 5
6
7 8