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
$14.4B
AUM Growth
+$740M
Cap. Flow
-$202M
Cap. Flow %
-1.41%
Top 10 Hldgs %
31.67%
Holding
983
New
17
Increased
553
Reduced
277
Closed
16

Top Buys

1
VZ icon
Verizon
VZ
$39.6M
2
ISRG icon
Intuitive Surgical
ISRG
$26.4M
3
XLE icon
Energy Select Sector SPDR Fund
XLE
$21.9M
4
V icon
Visa
V
$14.3M
5
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
$8.55M

Top Sells

1
APO icon
Apollo Global Management
APO
$101M
2
SPY icon
SPDR S&P 500 ETF Trust
SPY
$81.1M
3
MSFT icon
Microsoft
MSFT
$37.3M
4
META icon
Meta Platforms (Facebook)
META
$33.7M
5
ACN icon
Accenture
ACN
$26.7M

Sector Composition

1 Technology 19.7%
2 Healthcare 12.61%
3 Financials 11.97%
4 Communication Services 9.39%
5 Consumer Discretionary 7.59%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
HUM icon
151
Humana
HUM
$37.5B
$17.6M 0.12%
34,425
+200
+0.6% +$102K
PNC icon
152
PNC Financial Services
PNC
$81.7B
$17.3M 0.12%
109,656
-1,300
-1% -$205K
F icon
153
Ford
F
$46.5B
$17.2M 0.12%
1,482,879
-55,400
-4% -$644K
EL icon
154
Estee Lauder
EL
$31.5B
$17.1M 0.12%
68,838
-1,500
-2% -$372K
IDXX icon
155
Idexx Laboratories
IDXX
$51.2B
$17M 0.12%
41,655
-800
-2% -$326K
ETN icon
156
Eaton
ETN
$136B
$17M 0.12%
108,056
+300
+0.3% +$47.1K
AON icon
157
Aon
AON
$80.5B
$16.9M 0.12%
56,258
-800
-1% -$240K
LRCX icon
158
Lam Research
LRCX
$127B
$16.8M 0.12%
398,800
– –
TSM icon
159
TSMC
TSM
$1.22T
$16.7M 0.12%
224,600
– –
BABA icon
160
Alibaba
BABA
$312B
$16.7M 0.12%
189,250
– –
EQIX icon
161
Equinix
EQIX
$75.2B
$16.5M 0.11%
25,117
+500
+2% +$328K
CME icon
162
CME Group
CME
$96.4B
$16.4M 0.11%
97,744
+500
+0.5% +$84.1K
ADM icon
163
Archer Daniels Midland
ADM
$29.8B
$16.2M 0.11%
174,141
+6,900
+4% +$641K
USB icon
164
US Bancorp
USB
$76.5B
$16M 0.11%
367,482
+1,500
+0.4% +$65.4K
CCI icon
165
Crown Castle
CCI
$41.6B
$16M 0.11%
117,652
+400
+0.3% +$54.3K
WM icon
166
Waste Management
WM
$90.6B
$15.9M 0.11%
101,488
-300
-0.3% -$47.1K
VLO icon
167
Valero Energy
VLO
$48.3B
$15.9M 0.11%
124,962
+18,300
+17% +$2.32M
ATVI
168
DELISTED
Activision Blizzard Inc.
ATVI
$15.7M 0.11%
204,521
-100
-0% -$7.66K
TFC icon
169
Truist Financial
TFC
$60.7B
$15.5M 0.11%
360,543
+1,600
+0.4% +$68.8K
NSC icon
170
Norfolk Southern
NSC
$62.8B
$15.5M 0.11%
62,890
-700
-1% -$172K
EMR icon
171
Emerson Electric
EMR
$74.9B
$15.4M 0.11%
160,720
+700
+0.4% +$67.2K
SHW icon
172
Sherwin-Williams
SHW
$91.2B
$15.2M 0.11%
64,056
+200
+0.3% +$47.5K
GD icon
173
General Dynamics
GD
$86.7B
$15.2M 0.11%
61,212
-5,588
-8% -$1.39M
DG icon
174
Dollar General
DG
$23.9B
$15.1M 0.11%
61,354
-100
-0.2% -$24.6K
FCX icon
175
Freeport-McMoran
FCX
$66.1B
$14.8M 0.1%
388,433
+1,400
+0.4% +$53.2K
5 6
7
8 9