SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
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
+$11.4B
Cap. Flow
+$524M
Cap. Flow %
4.59%
Top 10 Hldgs %
24.68%
Holding
969
New
26
Increased
831
Reduced
53
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
DHR icon
101
Danaher
DHR
$143B
$28.4M 0.25%
160,738
+14,271
+10% +$2.52M
NGHC
102
DELISTED
National General Holdings Corp
NGHC
$28.1M 0.25%
1,300,000
– –
LHX icon
103
L3Harris
LHX
$50.9B
$28M 0.25%
165,134
-35,517
-18% -$6.03M
IJH icon
104
iShares Core S&P Mid-Cap ETF
IJH
$99B
$27.9M 0.24%
156,953
-1,538
-1% -$273K
C icon
105
Citigroup
C
$174B
$27.2M 0.24%
531,714
+31,258
+6% +$1.6M
LOW icon
106
Lowe's Companies
LOW
$146B
$26.1M 0.23%
192,873
+17,198
+10% +$2.32M
BA icon
107
Boeing
BA
$175B
$25.1M 0.22%
136,871
+14,221
+12% +$2.61M
GILD icon
108
Gilead Sciences
GILD
$140B
$24.6M 0.22%
320,260
-485,664
-60% -$37.4M
NLSN
109
DELISTED
Nielsen Holdings plc
NLSN
$24.2M 0.21%
1,625,956
+1,544,412
+1,894% +$23M
KEYS icon
110
Keysight
KEYS
$28.4B
$24M 0.21%
237,802
-45,198
-16% -$4.56M
PRSP
111
DELISTED
Perspecta Inc. Common Stock
PRSP
$23.9M 0.21%
1,028,353
+990,153
+2,592% +$23M
XYZ
112
Block, Inc.
XYZ
$46B
$23.1M 0.2%
+220,000
New +$23.1M
MMM icon
113
3M
MMM
$80.7B
$22.9M 0.2%
146,874
+15,098
+11% +$2.36M
SBUX icon
114
Starbucks
SBUX
$98.8B
$22M 0.19%
298,342
+27,582
+10% +$2.03M
BLK icon
115
Blackrock
BLK
$170B
$21.4M 0.19%
39,398
+12,418
+46% +$6.76M
DLX icon
116
Deluxe
DLX
$853M
$20.9M 0.18%
888,360
+876,698
+7,518% +$20.6M
UPS icon
117
United Parcel Service
UPS
$72B
$20M 0.18%
179,819
+19,133
+12% +$2.13M
INTU icon
118
Intuit
INTU
$185B
$19.7M 0.17%
66,648
+6,964
+12% +$2.06M
CHTR icon
119
Charter Communications
CHTR
$35.6B
$19.6M 0.17%
38,516
+2,616
+7% +$1.33M
TWO
120
Two Harbors Investment
TWO
$1.04B
$19.2M 0.17%
3,800,000
-7,331,542
-66% -$37M
UTHR icon
121
United Therapeutics
UTHR
$18.1B
$18.9M 0.17%
156,493
+144,293
+1,183% +$17.5M
MDLZ icon
122
Mondelez International
MDLZ
$79.2B
$18.6M 0.16%
364,603
+34,547
+10% +$1.77M
BDX icon
123
Becton Dickinson
BDX
$54B
$18M 0.16%
75,297
+13,244
+21% +$3.17M
CCI icon
124
Crown Castle
CCI
$42.3B
$17.8M 0.16%
106,407
+11,083
+12% +$1.85M
CI icon
125
Cigna
CI
$80.2B
$17.7M 0.16%
94,274
+8,704
+10% +$1.63M
3 4
5
6 7