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
AIG icon
201
American International
AIG
$43.9B
$13.7M 0.07%
240,230
+10,534
+5% +$599K
SLB icon
202
Schlumberger
SLB
$53.4B
$13.6M 0.07%
455,546
+104,400
+30% +$3.13M
GD icon
203
General Dynamics
GD
$86.8B
$13.6M 0.07%
65,190
+4,088
+7% +$852K
AMRS
204
DELISTED
Amyris Inc.
AMRS
$13.6M 0.07%
2,505,000
+1,460,000
+140% +$7.9M
SNAP icon
205
Snap
SNAP
$12.4B
$13.4M 0.07%
284,370
-400,000
-58% -$18.8M
INFO
206
DELISTED
IHS Markit Ltd. Common Shares
INFO
$13.3M 0.07%
100,389
+300
+0.3% +$39.9K
GPN icon
207
Global Payments
GPN
$21.3B
$13.1M 0.07%
97,207
+10,944
+13% +$1.48M
DXCM icon
208
DexCom
DXCM
$31.6B
$13.1M 0.07%
97,408
+400
+0.4% +$53.7K
ROP icon
209
Roper Technologies
ROP
$55.8B
$13.1M 0.07%
26,547
+100
+0.4% +$49.2K
CBRE icon
210
CBRE Group
CBRE
$48.9B
$12.8M 0.07%
118,243
+17,786
+18% +$1.93M
MET icon
211
MetLife
MET
$52.9B
$12.8M 0.07%
205,015
+11,240
+6% +$702K
WBA
212
DELISTED
Walgreens Boots Alliance
WBA
$12.7M 0.07%
243,069
+37,102
+18% +$1.94M
DLR icon
213
Digital Realty Trust
DLR
$55.7B
$12.6M 0.07%
71,422
+500
+0.7% +$88.4K
WNS icon
214
WNS Holdings
WNS
$3.24B
$12.6M 0.07%
+143,000
New +$12.6M
NEM icon
215
Newmont
NEM
$83.7B
$12.4M 0.07%
200,726
+100
+0% +$6.2K
RPT
216
Rithm Property Trust Inc.
RPT
$121M
$12.3M 0.06%
931,509
– –
BK icon
217
Bank of New York Mellon
BK
$73.1B
$12.2M 0.06%
210,527
+3,018
+1% +$175K
A icon
218
Agilent Technologies
A
$36.5B
$12.2M 0.06%
76,206
-154,000
-67% -$24.6M
MCHP icon
219
Microchip Technology
MCHP
$35.6B
$12.2M 0.06%
139,694
+2,000
+1% +$174K
UBER icon
220
Uber
UBER
$190B
$12.2M 0.06%
290,000
+70,000
+32% +$2.94M
LHX icon
221
L3Harris
LHX
$51B
$12.1M 0.06%
56,930
+3,396
+6% +$724K
KMB icon
222
Kimberly-Clark
KMB
$43.1B
$12.1M 0.06%
84,767
+200
+0.2% +$28.6K
TT icon
223
Trane Technologies
TT
$92.1B
$12.1M 0.06%
59,815
+200
+0.3% +$40.4K
SIVB
224
DELISTED
SVB Financial Group
SIVB
$12M 0.06%
17,748
+1,676
+10% +$1.14M
ORLY icon
225
O'Reilly Automotive
ORLY
$89B
$12M 0.06%
255,105
-4,500
-2% -$212K
7 8
9
10 11