SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+9.95%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$12.6B
AUM Growth
+$1.17B
Cap. Flow
+$244M
Cap. Flow %
1.94%
Top 10 Hldgs %
25.04%
Holding
971
New
40
Increased
506
Reduced
189
Closed
15

Top Buys

1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$95.1M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
$87.6M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$81.4M
4
ALGN icon
Align Technology
ALGN
$22.7M
5
PYPL icon
PayPal
PYPL
$21M

Top Sells

1
AAPL icon
Apple
AAPL
$133M
2
RTX icon
RTX Corp
RTX
$33.9M
3
BKNG icon
Booking.com
BKNG
$30.5M
4
ADP icon
Automatic Data Processing
ADP
$29.8M
5
NGHC
National General Holdings Corp
NGHC
$28.1M

Sector Composition

1 Technology 21.94%
2 Healthcare 13.28%
3 Financials 12.53%
4 Consumer Discretionary 9.25%
5 Communication Services 8.92%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
SYY icon
226
Sysco
SYY
$39.1B
$8.08M 0.06%
129,812
+200
+0.2% +$12.4K
MET icon
227
MetLife
MET
$52.6B
$8.02M 0.06%
215,775
+18,800
+10% +$699K
A icon
228
Agilent Technologies
A
$36.5B
$7.95M 0.06%
78,706
-200
-0.3% -$20.2K
KLAC icon
229
KLA
KLAC
$117B
$7.9M 0.06%
40,793
+1,200
+3% +$232K
WBA
230
DELISTED
Walgreens Boots Alliance
WBA
$7.88M 0.06%
219,267
+31,100
+17% +$1.12M
SSYS icon
231
Stratasys
SSYS
$863M
$7.87M 0.06%
+631,413
New +$7.87M
HPQ icon
232
HP
HPQ
$27.3B
$7.82M 0.06%
411,651
+46,400
+13% +$881K
WEC icon
233
WEC Energy
WEC
$34.5B
$7.8M 0.06%
80,510
-100
-0.1% -$9.69K
CDNS icon
234
Cadence Design Systems
CDNS
$94.9B
$7.78M 0.06%
72,954
+1,700
+2% +$181K
BBY icon
235
Best Buy
BBY
$16.2B
$7.76M 0.06%
69,685
+11,600
+20% +$1.29M
KR icon
236
Kroger
KR
$44.7B
$7.73M 0.06%
228,057
+27,300
+14% +$926K
RPT
237
Rithm Property Trust Inc.
RPT
$120M
$7.72M 0.06%
931,509
– –
VRSK icon
238
Verisk Analytics
VRSK
$37.5B
$7.68M 0.06%
41,428
– –
PPG icon
239
PPG Industries
PPG
$24.7B
$7.67M 0.06%
62,843
+2,600
+4% +$317K
MSCI icon
240
MSCI
MSCI
$43B
$7.62M 0.06%
21,356
-400
-2% -$143K
ALL icon
241
Allstate
ALL
$53.4B
$7.5M 0.06%
79,666
-600
-0.7% -$56.5K
INFO
242
DELISTED
IHS Markit Ltd. Common Shares
INFO
$7.47M 0.06%
95,189
-6,700
-7% -$526K
FAST icon
243
Fastenal
FAST
$54.7B
$7.43M 0.06%
329,744
+37,200
+13% +$839K
TT icon
244
Trane Technologies
TT
$91.1B
$7.41M 0.06%
61,115
– –
CTAS icon
245
Cintas
CTAS
$82B
$7.4M 0.06%
88,884
+2,800
+3% +$233K
ES icon
246
Eversource Energy
ES
$23.4B
$7.3M 0.06%
87,393
+1,500
+2% +$125K
ZBH icon
247
Zimmer Biomet
ZBH
$20.9B
$7.19M 0.06%
54,419
– –
ANSS
248
DELISTED
Ansys
ANSS
$7.15M 0.06%
21,854
-100
-0.5% -$32.7K
BK icon
249
Bank of New York Mellon
BK
$73.1B
$7.14M 0.06%
208,009
+2,200
+1% +$75.5K
DHI icon
250
D.R. Horton
DHI
$54.2B
$7.11M 0.06%
93,985
+9,500
+11% +$718K
8 9
10
11 12