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
NOC icon
176
Northrop Grumman
NOC
$83B
$12.5M 0.1%
39,533
-100
-0.3% -$31.5K
GM icon
177
General Motors
GM
$55.4B
$12.3M 0.1%
415,762
+94,100
+29% +$2.78M
PNC icon
178
PNC Financial Services
PNC
$81.7B
$11.9M 0.09%
108,347
– –
ILMN icon
179
Illumina
ILMN
$15.5B
$11.9M 0.09%
39,561
+926
+2% +$278K
ETN icon
180
Eaton
ETN
$136B
$11.7M 0.09%
+114,200
New +$11.7M
SCHW icon
181
Charles Schwab
SCHW
$177B
$11.6M 0.09%
321,240
+28,600
+10% +$1.04M
GPMT
182
Granite Point Mortgage Trust
GPMT
$141M
$11.3M 0.09%
1,600,000
– –
WM icon
183
Waste Management
WM
$90.6B
$11.2M 0.09%
99,174
– –
EFX icon
184
Equifax
EFX
$29.6B
$11.1M 0.09%
70,981
+40,000
+129% +$6.28M
ADI icon
185
Analog Devices
ADI
$121B
$11M 0.09%
94,303
+200
+0.2% +$23.3K
WNS icon
186
WNS Holdings
WNS
$3.24B
$10.8M 0.09%
169,000
+92,000
+119% +$5.88M
ROP icon
187
Roper Technologies
ROP
$56.7B
$10.6M 0.08%
26,747
+100
+0.4% +$39.5K
BAX icon
188
Baxter International
BAX
$12.1B
$10.4M 0.08%
129,155
-800
-0.6% -$64.3K
DD icon
189
DuPont de Nemours
DD
$32.3B
$10.4M 0.08%
187,226
-200
-0.1% -$11.1K
AEP icon
190
American Electric Power
AEP
$58.1B
$10.3M 0.08%
126,623
+100
+0.1% +$8.17K
CMI icon
191
Cummins
CMI
$55.2B
$10.1M 0.08%
47,984
+10,300
+27% +$2.17M
WOLF icon
192
Wolfspeed
WOLF
$194M
$10.1M 0.08%
158,431
+119,040
+302% +$7.59M
DXCM icon
193
DexCom
DXCM
$31.7B
$10.1M 0.08%
97,808
+3,600
+4% +$371K
DLR icon
194
Digital Realty Trust
DLR
$55.5B
$10.1M 0.08%
68,622
+100
+0.1% +$14.7K
EMR icon
195
Emerson Electric
EMR
$74.9B
$10M 0.08%
152,504
-100
-0.1% -$6.56K
AXP icon
196
American Express
AXP
$230B
$9.99M 0.08%
99,630
– –
EA icon
197
Electronic Arts
EA
$42B
$9.94M 0.08%
76,252
+2,500
+3% +$326K
SPH icon
198
Suburban Propane Partners
SPH
$1.21B
$9.93M 0.08%
610,000
– –
PSA icon
199
Public Storage
PSA
$51.3B
$9.78M 0.08%
43,900
+5,500
+14% +$1.22M
GIS icon
200
General Mills
GIS
$26.5B
$9.62M 0.08%
155,921
+1,100
+0.7% +$67.8K
6 7
8
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