SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+9.66%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$15.2B
AUM Growth
+$859M
Cap. Flow
-$152M
Cap. Flow %
-1%
Top 10 Hldgs %
31.98%
Holding
987
New
20
Increased
448
Reduced
393
Closed
19

Top Buys

1
APO icon
Apollo Global Management
APO
$61.6M
2
CRWD icon
CrowdStrike
CRWD
$24.7M
3
HXL icon
Hexcel
HXL
$17.2M
4
ZM icon
Zoom
ZM
$14.8M
5
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$14.2M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$102M
2
T icon
AT&T
T
$93M
3
WBD icon
Warner Bros
WBD
$75.5M
4
EPAM icon
EPAM Systems
EPAM
$36.9M
5
MSCI icon
MSCI
MSCI
$20.6M

Sector Composition

1 Technology 22.59%
2 Healthcare 11.64%
3 Financials 11.47%
4 Communication Services 9.03%
5 Consumer Discretionary 8.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ROP icon
201
Roper Technologies
ROP
$55.8B
$12.8M 0.08%
29,111
+300
+1% +$132K
D icon
202
Dominion Energy
D
$49.7B
$12.8M 0.08%
228,867
+2,400
+1% +$134K
MCHP icon
203
Microchip Technology
MCHP
$35.6B
$12.6M 0.08%
150,418
+900
+0.6% +$75.4K
JCI icon
204
Johnson Controls International
JCI
$69.5B
$12.6M 0.08%
208,842
+1,600
+0.8% +$96.4K
AZO icon
205
AutoZone
AZO
$70.6B
$12.6M 0.08%
5,106
-100
-2% -$246K
ADSK icon
206
Autodesk
ADSK
$69.5B
$12.5M 0.08%
60,023
+600
+1% +$125K
OXY icon
207
Occidental Petroleum
OXY
$45.2B
$12.5M 0.08%
199,639
+2,000
+1% +$125K
KMB icon
208
Kimberly-Clark
KMB
$43.1B
$12.4M 0.08%
92,716
+1,000
+1% +$134K
TFC icon
209
Truist Financial
TFC
$60B
$12.4M 0.08%
364,343
+3,800
+1% +$130K
DXCM icon
210
DexCom
DXCM
$31.6B
$12.3M 0.08%
106,100
+1,100
+1% +$128K
CTAS icon
211
Cintas
CTAS
$82.4B
$12.3M 0.08%
106,172
+1,200
+1% +$139K
MAR icon
212
Marriott International Class A Common Stock
MAR
$71.9B
$12.3M 0.08%
73,836
+700
+1% +$116K
MNST icon
213
Monster Beverage
MNST
$61B
$12.2M 0.08%
226,416
+2,000
+0.9% +$108K
PCAR icon
214
PACCAR
PCAR
$52B
$12M 0.08%
163,866
+1,549
+1% +$113K
SPG icon
215
Simon Property Group
SPG
$59.5B
$12M 0.08%
106,849
+1,000
+0.9% +$112K
WBD icon
216
Warner Bros
WBD
$30B
$12M 0.08%
791,525
-5,001,381
-86% -$75.5M
DHI icon
217
D.R. Horton
DHI
$54.2B
$11.9M 0.08%
122,299
+800
+0.7% +$78.2K
PH icon
218
Parker-Hannifin
PH
$96.1B
$11.8M 0.08%
35,196
+300
+0.9% +$101K
BIIB icon
219
Biogen
BIIB
$20.6B
$11.8M 0.08%
42,461
+400
+1% +$111K
CTVA icon
220
Corteva
CTVA
$49.1B
$11.8M 0.08%
195,710
+1,500
+0.8% +$90.5K
AMP icon
221
Ameriprise Financial
AMP
$46.1B
$11.7M 0.08%
38,278
– –
A icon
222
Agilent Technologies
A
$36.5B
$11.7M 0.08%
84,781
+800
+1% +$111K
COF icon
223
Capital One
COF
$142B
$11.6M 0.08%
120,956
+900
+0.7% +$86.5K
AIG icon
224
American International
AIG
$43.9B
$11.6M 0.08%
230,567
+2,100
+0.9% +$106K
TT icon
225
Trane Technologies
TT
$92.1B
$11.6M 0.08%
62,913
+300
+0.5% +$55.2K
7 8
9
10 11