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
WM icon
176
Waste Management
WM
$88.6B
$16.2M 0.08%
96,874
-400
-0.4% -$66.8K
D icon
177
Dominion Energy
D
$49.7B
$16M 0.08%
203,923
+900
+0.4% +$70.7K
EOG icon
178
EOG Resources
EOG
$64.4B
$15.6M 0.08%
175,502
+16,778
+11% +$1.49M
HCA icon
179
HCA Healthcare
HCA
$98.5B
$15.5M 0.08%
60,282
-1,600
-3% -$411K
FCX icon
180
Freeport-McMoran
FCX
$66.5B
$15.4M 0.08%
369,663
+1,000
+0.3% +$41.7K
TEL icon
181
TE Connectivity
TEL
$61.7B
$15.4M 0.08%
95,377
+8,376
+10% +$1.35M
ODFL icon
182
Old Dominion Freight Line
ODFL
$31.7B
$15.3M 0.08%
85,312
+35,016
+70% +$6.27M
BSX icon
183
Boston Scientific
BSX
$159B
$15.2M 0.08%
358,765
+1,200
+0.3% +$51K
CPRT icon
184
Copart
CPRT
$47B
$15.2M 0.08%
400,340
+171,568
+75% +$6.5M
HUM icon
185
Humana
HUM
$37B
$15M 0.08%
32,355
+100
+0.3% +$46.4K
ILMN icon
186
Illumina
ILMN
$15.7B
$15M 0.08%
40,486
+2,570
+7% +$951K
DHI icon
187
D.R. Horton
DHI
$54.2B
$14.6M 0.08%
134,633
+34,148
+34% +$3.7M
HPQ icon
188
HP
HPQ
$27.4B
$14.6M 0.08%
386,589
+46,238
+14% +$1.74M
ATVI
189
DELISTED
Activision Blizzard Inc.
ATVI
$14.4M 0.08%
216,002
+12,560
+6% +$836K
FDS icon
190
Factset
FDS
$14B
$14.4M 0.08%
29,560
+19,035
+181% +$9.25M
TROW icon
191
T Rowe Price
TROW
$23.8B
$14.4M 0.08%
73,030
+8,392
+13% +$1.65M
SPOT icon
192
Spotify
SPOT
$146B
$14.3M 0.07%
60,931
– –
SNPS icon
193
Synopsys
SNPS
$111B
$14.2M 0.07%
38,423
+100
+0.3% +$36.9K
XLNX
194
DELISTED
Xilinx Inc
XLNX
$14.1M 0.07%
66,541
+2,704
+4% +$573K
VRTX icon
195
Vertex Pharmaceuticals
VRTX
$102B
$14.1M 0.07%
64,034
-1,100
-2% -$242K
EMR icon
196
Emerson Electric
EMR
$74.6B
$14M 0.07%
150,504
+400
+0.3% +$37.2K
CTSH icon
197
Cognizant
CTSH
$35.1B
$13.9M 0.07%
157,125
+16,956
+12% +$1.5M
CDNS icon
198
Cadence Design Systems
CDNS
$95.6B
$13.9M 0.07%
74,762
+3,208
+4% +$598K
DG icon
199
Dollar General
DG
$24.1B
$13.8M 0.07%
58,708
-600
-1% -$141K
CNC icon
200
Centene
CNC
$14.2B
$13.8M 0.07%
167,756
+12,476
+8% +$1.03M
6 7
8
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