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
REGN icon
151
Regeneron Pharmaceuticals
REGN
$60.8B
$15.3M 0.12%
27,392
+1,600
+6% +$896K
CME icon
152
CME Group
CME
$94.4B
$15.3M 0.12%
91,489
-100
-0.1% -$16.7K
TCPC icon
153
BlackRock TCP Capital
TCPC
$616M
$15.2M 0.12%
1,548,039
– –
CSX icon
154
CSX Corp
CSX
$60.6B
$15.2M 0.12%
585,669
-900
-0.2% -$23.3K
MMC icon
155
Marsh & McLennan
MMC
$100B
$14.8M 0.12%
129,236
-1,100
-0.8% -$126K
TRU icon
156
TransUnion
TRU
$17.5B
$14.7M 0.12%
175,000
– –
SO icon
157
Southern Company
SO
$101B
$14.6M 0.12%
269,482
-200
-0.1% -$10.8K
SHW icon
158
Sherwin-Williams
SHW
$92.9B
$14.6M 0.12%
62,847
+900
+1% +$209K
ICE icon
159
Intercontinental Exchange
ICE
$99.8B
$14.3M 0.11%
143,210
+3,500
+3% +$350K
LRCX icon
160
Lam Research
LRCX
$130B
$14.1M 0.11%
425,850
+55,000
+15% +$1.82M
EL icon
161
Estee Lauder
EL
$32.1B
$14M 0.11%
64,201
+6,800
+12% +$1.48M
HUM icon
162
Humana
HUM
$37B
$14M 0.11%
33,755
– –
BSX icon
163
Boston Scientific
BSX
$159B
$13.9M 0.11%
365,065
+200
+0.1% +$7.64K
NSC icon
164
Norfolk Southern
NSC
$62.3B
$13.9M 0.11%
65,111
-300
-0.5% -$64.2K
GE icon
165
GE Aerospace
GE
$296B
$13.9M 0.11%
448,140
-81
-0% -$2.52K
TWTR
166
DELISTED
Twitter, Inc.
TWTR
$13.8M 0.11%
309,256
+108,862
+54% +$4.84M
CB icon
167
Chubb
CB
$111B
$13.4M 0.11%
115,139
-100
-0.1% -$11.6K
ECL icon
168
Ecolab
ECL
$77.6B
$13.3M 0.11%
66,395
+3,200
+5% +$639K
AON icon
169
Aon
AON
$79.9B
$13.2M 0.11%
64,124
+5,100
+9% +$1.05M
XLV icon
170
Health Care Select Sector SPDR Fund
XLV
$34B
$13.2M 0.1%
125,028
-17,400
-12% -$1.84M
EW icon
171
Edwards Lifesciences
EW
$47.5B
$13.1M 0.1%
164,143
+5,900
+4% +$471K
TFC icon
172
Truist Financial
TFC
$60B
$13.1M 0.1%
343,826
-300
-0.1% -$11.4K
NEM icon
173
Newmont
NEM
$83.7B
$13M 0.1%
204,926
-100
-0% -$6.35K
ADSK icon
174
Autodesk
ADSK
$69.5B
$12.9M 0.1%
56,003
– –
KMB icon
175
Kimberly-Clark
KMB
$43.1B
$12.9M 0.1%
87,067
+100
+0.1% +$14.8K
5 6
7
8 9