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
CERN
301
DELISTED
Cerner Corp
CERN
$5.63M 0.04%
77,903
-96,800
-55% -$7M
AVB icon
302
AvalonBay Communities
AVB
$27.8B
$5.62M 0.04%
37,650
+1,700
+5% +$254K
DLTR icon
303
Dollar Tree
DLTR
$20.6B
$5.53M 0.04%
60,585
– –
SLB icon
304
Schlumberger
SLB
$53.4B
$5.51M 0.04%
354,246
-200
-0.1% -$3.11K
EDIT icon
305
Editas Medicine
EDIT
$248M
$5.5M 0.04%
+196,142
New +$5.5M
CTVA icon
306
Corteva
CTVA
$49.1B
$5.5M 0.04%
191,019
-100
-0.1% -$2.88K
WY icon
307
Weyerhaeuser
WY
$18.9B
$5.43M 0.04%
190,469
-100
-0.1% -$2.85K
O icon
308
Realty Income
O
$54.2B
$5.35M 0.04%
90,860
+309
+0.3% +$18.2K
EOG icon
309
EOG Resources
EOG
$64.4B
$5.34M 0.04%
148,524
-100
-0.1% -$3.59K
STT icon
310
State Street
STT
$32B
$5.34M 0.04%
89,967
+100
+0.1% +$5.93K
LYB icon
311
LyondellBasell Industries
LYB
$17.7B
$5.33M 0.04%
75,670
+10,000
+15% +$705K
VRSN icon
312
VeriSign
VRSN
$26.2B
$5.29M 0.04%
25,802
-200
-0.8% -$41K
MKTX icon
313
MarketAxess Holdings
MKTX
$7.01B
$5.19M 0.04%
10,781
+1,100
+11% +$530K
WST icon
314
West Pharmaceutical
WST
$18B
$5.19M 0.04%
18,860
+100
+0.5% +$27.5K
AMP icon
315
Ameriprise Financial
AMP
$46.1B
$5.17M 0.04%
33,549
+2,300
+7% +$354K
AJG icon
316
Arthur J. Gallagher & Co
AJG
$76.7B
$5.16M 0.04%
48,854
+400
+0.8% +$42.2K
TSN icon
317
Tyson Foods
TSN
$20B
$5.14M 0.04%
86,482
+11,300
+15% +$672K
CPAY icon
318
Corpay
CPAY
$22.4B
$5.11M 0.04%
21,454
-96,500
-82% -$23M
ETR icon
319
Entergy
ETR
$39.2B
$5.04M 0.04%
102,222
– –
FDS icon
320
Factset
FDS
$14B
$5.03M 0.04%
15,025
+1,200
+9% +$402K
RSG icon
321
Republic Services
RSG
$71.7B
$5.01M 0.04%
53,687
– –
TTWO icon
322
Take-Two Interactive
TTWO
$44.2B
$5M 0.04%
30,241
+1,100
+4% +$182K
AEE icon
323
Ameren
AEE
$27.2B
$4.99M 0.04%
63,093
– –
DAL icon
324
Delta Air Lines
DAL
$39.9B
$4.98M 0.04%
162,730
+17,800
+12% +$544K
EIX icon
325
Edison International
EIX
$21B
$4.91M 0.04%
96,496
– –
11 12
13
14 15