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
TSM icon
126
TSMC
TSM
$1.26T
$24.7M 0.13%
205,700
+63,100
+44% +$7.59M
BKNG icon
127
Booking.com
BKNG
$178B
$24.7M 0.13%
10,304
– –
USB icon
128
US Bancorp
USB
$75.9B
$24.7M 0.13%
439,699
+100,900
+30% +$5.67M
DE icon
129
Deere & Co
DE
$128B
$24.3M 0.13%
70,989
-300
-0.4% -$103K
MBB icon
130
iShares MBS ETF
MBB
$41.3B
$24.3M 0.13%
225,800
– –
COP icon
131
ConocoPhillips
COP
$116B
$24M 0.13%
332,098
-4,100
-1% -$296K
ADI icon
132
Analog Devices
ADI
$122B
$23.8M 0.12%
135,301
-1,123
-0.8% -$197K
MDLZ icon
133
Mondelez International
MDLZ
$79.9B
$23.3M 0.12%
351,203
+200
+0.1% +$13.3K
TJX icon
134
TJX Companies
TJX
$155B
$23M 0.12%
302,745
-200
-0.1% -$15.2K
QUAL icon
135
iShares MSCI USA Quality Factor ETF
QUAL
$54.3B
$22.8M 0.12%
156,633
-1,197,465
-88% -$174M
CCI icon
136
Crown Castle
CCI
$41.9B
$22.7M 0.12%
108,807
+300
+0.3% +$62.6K
CI icon
137
Cigna
CI
$81.5B
$22.3M 0.12%
97,212
+6,338
+7% +$1.46M
APH icon
138
Amphenol
APH
$135B
$22.2M 0.12%
507,792
+207,400
+69% +$9.07M
MMC icon
139
Marsh & McLennan
MMC
$100B
$22.1M 0.12%
127,136
-100
-0.1% -$17.4K
PNC icon
140
PNC Financial Services
PNC
$80.5B
$21.3M 0.11%
106,447
-300
-0.3% -$60.2K
ITW icon
141
Illinois Tool Works
ITW
$77.6B
$21.1M 0.11%
85,387
+7,544
+10% +$1.86M
CSX icon
142
CSX Corp
CSX
$60.6B
$21M 0.11%
558,369
-7,700
-1% -$290K
CB icon
143
Chubb
CB
$111B
$21M 0.11%
108,439
-1,700
-2% -$329K
TWTR
144
DELISTED
Twitter, Inc.
TWTR
$20.9M 0.11%
482,956
+900
+0.2% +$38.9K
FIS icon
145
Fidelity National Information Services
FIS
$35.9B
$20.8M 0.11%
190,955
+26,522
+16% +$2.89M
CME icon
146
CME Group
CME
$94.4B
$20.7M 0.11%
90,489
+300
+0.3% +$68.5K
DUK icon
147
Duke Energy
DUK
$93.8B
$20.3M 0.11%
193,670
+500
+0.3% +$52.5K
CHTR icon
148
Charter Communications
CHTR
$35.7B
$20.3M 0.11%
31,116
-700
-2% -$456K
TFC icon
149
Truist Financial
TFC
$60B
$19.7M 0.1%
336,126
+1,000
+0.3% +$58.5K
EQIX icon
150
Equinix
EQIX
$75.7B
$19.2M 0.1%
22,690
+200
+0.9% +$169K
4 5
6
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