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
(+10%)
Cap. Flow
+$244M
Cap. Flow
% of AUM
1.94%
Top 10 Holdings %
Top 10 Hldgs %
25.04%
Holding
971
New
40
Increased
506
Reduced
189
Closed
15
Top Buys
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$95.1M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
$87.6M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
$81.4M |
| 4 |
Align Technology
ALGN
|
$22.7M |
| 5 |
PayPal
PYPL
|
$21M |
Top Sells
| 1 |
Apple
AAPL
|
$133M |
| 2 |
RTX Corp
RTX
|
$33.9M |
| 3 |
Booking.com
BKNG
|
$30.5M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
326
Pool Corp
POOL
$12.4B
| $4.89M | 0.04% |
14,609
+100
| +0.7% | +$33.5K |
|
|
PARA
327
DELISTED
Paramount Global Class B
PARA
| $4.81M | 0.04% |
171,587
+33,500
| +24% | +$938K |
|
328
Alexandria Real Estate Equities
ARE
$14.5B
| $4.79M | 0.04% |
29,935
-2,300
| -7% | -$368K |
|
|
FRC
329
DELISTED
First Republic Bank
FRC
| $4.79M | 0.04% |
43,912
+100
| +0.2% | +$10.9K |
|
|
MXIM
330
DELISTED
Maxim Integrated Products
MXIM
| $4.78M | 0.04% |
70,658
+2,600
| +4% | +$176K |
|
331
Atmos Energy
ATO
$26.7B
| $4.75M | 0.04% |
49,737
+18,500
| +59% | +$1.77M |
|
332
Conagra Brands
CAG
$9.23B
| $4.71M | 0.04% |
132,017
+7,600
| +6% | +$271K |
|
333
Labcorp
LH
$23.2B
| $4.68M | 0.04% |
28,922
| – | – |
|
334
Valero Energy
VLO
$48.7B
| $4.67M | 0.04% |
107,759
+3,600
| +3% | +$156K |
|
335
W.W. Grainger
GWW
$47.5B
| $4.63M | 0.04% |
12,984
+1,900
| +17% | +$678K |
|
336
Zillow
Z
$21.3B
| $4.62M | 0.04% |
+45,441
| New | +$4.62M |
|
337
Akamai
AKAM
$11.3B
| $4.59M | 0.04% |
41,539
+100
| +0.2% | +$11.1K |
|
338
Vulcan Materials
VMC
$39B
| $4.59M | 0.04% |
33,839
| – | – |
|
339
Fair Isaac
FICO
$36.8B
| $4.58M | 0.04% |
10,762
+200
| +2% | +$85.1K |
|
|
DFS
340
DELISTED
Discover Financial Services
DFS
| $4.52M | 0.04% |
78,178
| – | – |
|
341
CMS Energy
CMS
$21.4B
| $4.49M | 0.04% |
73,085
| – | – |
|
342
Equity Residential
EQR
$25.5B
| $4.49M | 0.04% |
87,419
-1,900
| -2% | -$97.5K |
|
|
CTXS
343
DELISTED
Citrix Systems Inc
CTXS
| $4.48M | 0.04% |
32,515
+2,900
| +10% | +$399K |
|
344
Old Dominion Freight Line
ODFL
$31.7B
| $4.44M | 0.04% |
49,096
+800
| +2% | +$72.4K |
|
345
Trimble
TRMB
$19.2B
| $4.44M | 0.04% |
91,118
+200
| +0.2% | +$9.74K |
|
346
Generac Holdings
GNRC
$10.6B
| $4.44M | 0.04% |
22,908
+100
| +0.4% | +$19.4K |
|
347
Amcor
AMCR
$19.1B
| $4.42M | 0.04% |
400,253
-1,900
| -0.5% | -$21K |
|
348
Hologic
HOLX
$14.8B
| $4.4M | 0.03% |
66,120
+200
| +0.3% | +$13.3K |
|
349
International Paper
IP
$25.7B
| $4.37M | 0.03% |
113,698
+7,708
| +7% | +$296K |
|
350
SolarEdge
SEDG
$2.04B
| $4.36M | 0.03% |
18,272
+200
| +1% | +$47.7K |
|