SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Return 23.66%
This Quarter Return
+22.39%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11.4B
AUM Growth
+$2.34B
Cap. Flow
+$517M
Cap. Flow %
4.53%
Top 10 Hldgs %
24.68%
Holding
969
New
26
Increased
830
Reduced
54
Closed
38

Top Buys

1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$184M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$154M
3
CVS icon
CVS Health
CVS
+$105M
4
RTX icon
RTX Corp
RTX
+$60.4M
5
ETRN
Equitrans Midstream Corporation Common Stock
ETRN
+$53.9M

Top Sells

1
AGNC icon
AGNC Investment
AGNC
+$203M
2
META icon
Meta Platforms (Facebook)
META
+$93M
3
EXC icon
Exelon
EXC
+$89.8M
4
GIS icon
General Mills
GIS
+$46.6M
5
RHI icon
Robert Half
RHI
+$39.1M

Sector Composition

1 Technology 22.75%
2 Healthcare 13.43%
3 Financials 13.35%
4 Consumer Discretionary 8.62%
5 Communication Services 8.41%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
HPQ icon
251
HP
HPQ
$27.4B
$6.37M 0.06%
365,251
+25,526
+8% +$445K
PEG icon
252
Public Service Enterprise Group
PEG
$40B
$6.35M 0.06%
129,157
+13,235
+11% +$651K
ALXN
253
DELISTED
Alexion Pharmaceuticals Inc
ALXN
$6.33M 0.06%
56,361
-210,317
-79% -$23.6M
ROK icon
254
Rockwell Automation
ROK
$38.8B
$6.31M 0.06%
29,629
+3,139
+12% +$669K
ZBH icon
255
Zimmer Biomet
ZBH
$20.7B
$6.31M 0.06%
54,419
+5,862
+12% +$679K
FAST icon
256
Fastenal
FAST
$55.3B
$6.27M 0.05%
292,544
+29,600
+11% +$634K
MPC icon
257
Marathon Petroleum
MPC
$55.1B
$6.21M 0.05%
166,074
+17,258
+12% +$645K
PAYX icon
258
Paychex
PAYX
$48.7B
$6.18M 0.05%
81,544
+8,533
+12% +$646K
PRU icon
259
Prudential Financial
PRU
$37.2B
$6.15M 0.05%
100,921
+8,789
+10% +$535K
ED icon
260
Consolidated Edison
ED
$34.9B
$6.14M 0.05%
85,355
+9,127
+12% +$657K
VLO icon
261
Valero Energy
VLO
$48.9B
$6.13M 0.05%
104,159
+10,083
+11% +$593K
XLNX
262
DELISTED
Xilinx Inc
XLNX
$6.11M 0.05%
62,137
+4,566
+8% +$449K
MSI icon
263
Motorola Solutions
MSI
$79.7B
$6.09M 0.05%
43,431
+4,208
+11% +$590K
F icon
264
Ford
F
$46.5B
$6.07M 0.05%
997,653
+104,963
+12% +$638K
PH icon
265
Parker-Hannifin
PH
$96.3B
$6.02M 0.05%
32,828
+3,333
+11% +$611K
EARN
266
Ellington Residential Mortgage REIT
EARN
$212M
$5.97M 0.05%
580,000
– –
TWTR
267
DELISTED
Twitter, Inc.
TWTR
$5.97M 0.05%
200,394
+22,394
+13% +$667K
AWK icon
268
American Water Works
AWK
$27.3B
$5.95M 0.05%
46,232
+4,804
+12% +$618K
OTIS icon
269
Otis Worldwide
OTIS
$34.3B
$5.91M 0.05%
+103,971
New +$5.91M
WMB icon
270
Williams Companies
WMB
$69.4B
$5.89M 0.05%
309,851
+32,065
+12% +$610K
MAR icon
271
Marriott International Class A Common Stock
MAR
$72.8B
$5.89M 0.05%
68,710
+6,458
+10% +$554K
BALL icon
272
Ball Corp
BALL
$13.9B
$5.79M 0.05%
83,281
+8,229
+11% +$572K
CTAS icon
273
Cintas
CTAS
$81.7B
$5.73M 0.05%
86,084
+9,416
+12% +$627K
STT icon
274
State Street
STT
$31.7B
$5.71M 0.05%
89,867
+6,510
+8% +$414K
TDG icon
275
TransDigm Group
TDG
$72.9B
$5.69M 0.05%
12,876
-78,228
-86% -$34.6M
9 10
11
12 13