SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+9.1%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$16.2B
AUM Growth
+$993M
Cap. Flow
-$134M
Cap. Flow %
-0.82%
Top 10 Hldgs %
33.54%
Holding
990
New
22
Increased
267
Reduced
593
Closed
21

Top Buys

1
NVDA icon
NVIDIA
NVDA
$44.4M
2
MSFT icon
Microsoft
MSFT
$31M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
$30.9M
4
MBB icon
iShares MBS ETF
MBB
$29.4M
5
T icon
AT&T
T
$18.9M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$63.7M
2
EXAS icon
Exact Sciences
EXAS
$38M
3
GLOB icon
Globant
GLOB
$33.7M
4
ANET icon
Arista Networks
ANET
$32.7M
5
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
$29M

Sector Composition

1 Technology 24.5%
2 Financials 11.19%
3 Healthcare 10.98%
4 Communication Services 8.9%
5 Consumer Discretionary 8.6%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
FDX icon
151
FedEx
FDX
$53.3B
$18.5M 0.11%
74,567
-4,400
-6% -$1.09M
XHB icon
152
SPDR S&P Homebuilders ETF
XHB
$2.01B
$18.5M 0.11%
+230,000
New +$18.5M
EOG icon
153
EOG Resources
EOG
$64.4B
$18.4M 0.11%
160,852
-36,578
-19% -$4.19M
CME icon
154
CME Group
CME
$94.2B
$18.3M 0.11%
98,944
+200
+0.2% +$37.1K
KLAC icon
155
KLA
KLAC
$117B
$18.3M 0.11%
37,768
-300
-0.8% -$146K
APD icon
156
Air Products & Chemicals
APD
$64.2B
$18.3M 0.11%
61,121
+100
+0.2% +$30K
SNPS icon
157
Synopsys
SNPS
$111B
$18.3M 0.11%
41,927
+100
+0.2% +$43.5K
NOC icon
158
Northrop Grumman
NOC
$82.6B
$17.9M 0.11%
39,218
-300
-0.8% -$137K
SPOT icon
159
Spotify
SPOT
$146B
$17.7M 0.11%
110,031
– –
WM icon
160
Waste Management
WM
$88.3B
$17.7M 0.11%
101,788
-200
-0.2% -$34.7K
CL icon
161
Colgate-Palmolive
CL
$68.6B
$17.6M 0.11%
228,129
-1,200
-0.5% -$92.4K
ICLR icon
162
Icon
ICLR
$13.7B
$17.4M 0.11%
69,670
– –
ATVI
163
DELISTED
Activision Blizzard Inc.
ATVI
$17.4M 0.11%
206,221
-300
-0.1% -$25.3K
HCA icon
164
HCA Healthcare
HCA
$97.5B
$17.2M 0.11%
56,709
-1,500
-3% -$455K
SHW icon
165
Sherwin-Williams
SHW
$93B
$17.1M 0.11%
64,556
-200
-0.3% -$53.1K
NXPI icon
166
NXP Semiconductors
NXPI
$56.9B
$17.1M 0.11%
83,468
+2,500
+3% +$512K
ODFL icon
167
Old Dominion Freight Line
ODFL
$31.5B
$17M 0.1%
91,788
-1,600
-2% -$296K
TGT icon
168
Target
TGT
$42.2B
$16.7M 0.1%
126,922
-9,736
-7% -$1.28M
MMM icon
169
3M
MMM
$82.6B
$16.5M 0.1%
196,987
-3,469
-2% -$290K
MCO icon
170
Moody's
MCO
$89.3B
$16.2M 0.1%
46,506
-6,700
-13% -$2.33M
FAST icon
171
Fastenal
FAST
$54.4B
$16.2M 0.1%
548,156
-11,000
-2% -$324K
ORLY icon
172
O'Reilly Automotive
ORLY
$88.1B
$16M 0.1%
251,445
-6,000
-2% -$382K
BABA icon
173
Alibaba
BABA
$321B
$15.8M 0.1%
189,250
– –
FCX icon
174
Freeport-McMoran
FCX
$66.6B
$15.8M 0.1%
394,133
+1,600
+0.4% +$64K
HUM icon
175
Humana
HUM
$37.2B
$15.3M 0.09%
34,325
– –
5 6
7
8 9