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
ROK icon
276
Rockwell Automation
ROK
$38.2B
$6.54M 0.05%
29,629
– –
OTIS icon
277
Otis Worldwide
OTIS
$34.1B
$6.48M 0.05%
103,871
-100
-0.1% -$6.24K
EARN
278
Ellington Residential Mortgage REIT
EARN
$212M
$6.44M 0.05%
580,000
– –
RMD icon
279
ResMed
RMD
$40.6B
$6.33M 0.05%
36,925
– –
APTV icon
280
Aptiv
APTV
$17.5B
$6.32M 0.05%
68,888
+500
+0.7% +$45.8K
KMI icon
281
Kinder Morgan
KMI
$59.1B
$6.3M 0.05%
511,036
+14,300
+3% +$176K
CPRT icon
282
Copart
CPRT
$47B
$6.3M 0.05%
239,572
+28,400
+13% +$747K
MAR icon
283
Marriott International Class A Common Stock
MAR
$71.9B
$6.29M 0.05%
67,910
-800
-1% -$74.1K
VFC icon
284
VF Corp
VFC
$5.86B
$6.17M 0.05%
87,757
+6,300
+8% +$443K
MKC icon
285
McCormick & Company Non-Voting
MKC
$19B
$6.13M 0.05%
63,202
– –
MTD icon
286
Mettler-Toledo International
MTD
$26.9B
$6.11M 0.05%
6,325
+200
+3% +$193K
WMB icon
287
Williams Companies
WMB
$69.9B
$6.09M 0.05%
309,651
-200
-0.1% -$3.93K
HLT icon
288
Hilton Worldwide
HLT
$64B
$6.04M 0.05%
70,750
-100
-0.1% -$8.53K
SPOT icon
289
Spotify
SPOT
$146B
$5.95M 0.05%
+24,546
New +$5.95M
PSX icon
290
Phillips 66
PSX
$53.2B
$5.95M 0.05%
114,802
+3,300
+3% +$171K
CHD icon
291
Church & Dwight Co
CHD
$23.3B
$5.91M 0.05%
63,095
+300
+0.5% +$28.1K
LUV icon
292
Southwest Airlines
LUV
$16.5B
$5.9M 0.05%
157,307
+20,300
+15% +$761K
WELL icon
293
Welltower
WELL
$112B
$5.87M 0.05%
106,496
-100
-0.1% -$5.51K
HSY icon
294
Hershey
HSY
$37.6B
$5.85M 0.05%
40,805
+3,200
+9% +$459K
AME icon
295
Ametek
AME
$43.3B
$5.82M 0.05%
58,563
– –
KHC icon
296
Kraft Heinz
KHC
$32.3B
$5.82M 0.05%
194,319
+35,200
+22% +$1.05M
FCX icon
297
Freeport-McMoran
FCX
$66.5B
$5.8M 0.05%
370,563
-300
-0.1% -$4.69K
MPC icon
298
Marathon Petroleum
MPC
$54.8B
$5.75M 0.05%
196,074
+30,000
+18% +$880K
PPL icon
299
PPL Corp
PPL
$26.6B
$5.66M 0.05%
208,064
+11,700
+6% +$318K
DTE icon
300
DTE Energy
DTE
$28.4B
$5.65M 0.04%
57,720
-117
-0.2% -$11.5K
10 11
12
13 14