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 | |
|---|---|---|---|---|---|---|
451
Owens Corning
OC
$13B
| $3.14M | 0.02% |
45,585
+6,300
| +16% | +$434K |
|
452
Jacobs Solutions
J
$17.4B
| $3.08M | 0.02% |
40,186
| – | – |
|
453
Waters Corp
WAT
$18.2B
| $3.08M | 0.02% |
15,762
| – | – |
|
454
Evergy
EVRG
$16.5B
| $3.07M | 0.02% |
60,479
+2,600
| +4% | +$132K |
|
455
OGE Energy
OGE
$8.89B
| $3.07M | 0.02% |
102,371
+29,500
| +40% | +$885K |
|
456
Fortune Brands Innovations
FBIN
$7.3B
| $3.05M | 0.02% |
41,290
-468
| -1% | -$34.6K |
|
457
Jazz Pharmaceuticals
JAZZ
$7.86B
| $3.05M | 0.02% |
+21,400
| New | +$3.05M |
|
458
QuidelOrtho
QDEL
$1.95B
| $3.05M | 0.02% |
13,900
| – | – |
|
459
Leidos
LDOS
$23B
| $3.04M | 0.02% |
34,077
| – | – |
|
460
Citizens Financial Group
CFG
$22.3B
| $3.03M | 0.02% |
119,971
+11,000
| +10% | +$278K |
|
461
Regions Financial
RF
$24.1B
| $3.03M | 0.02% |
262,464
+18,100
| +7% | +$209K |
|
462
Trex
TREX
$6.93B
| $3.02M | 0.02% |
42,148
+100
| +0.2% | +$7.16K |
|
463
Oneok
OKE
$45.7B
| $3.01M | 0.02% |
116,009
+3,700
| +3% | +$96.1K |
|
464
M&T Bank
MTB
$31.2B
| $3.01M | 0.02% |
32,699
-100
| -0.3% | -$9.21K |
|
465
Lumen
LUMN
$4.87B
| $3M | 0.02% |
297,062
+44,800
| +18% | +$452K |
|
|
CONE
466
DELISTED
CyrusOne Inc Common Stock
CONE
| $2.98M | 0.02% |
42,564
+600
| +1% | +$42K |
|
467
Arista Networks
ANET
$180B
| $2.97M | 0.02% |
229,920
+9,600
| +4% | +$124K |
|
468
Cincinnati Financial
CINF
$24B
| $2.97M | 0.02% |
38,141
-400
| -1% | -$31.2K |
|
469
KeyCorp
KEY
$20.8B
| $2.97M | 0.02% |
249,013
-100
| -0% | -$1.19K |
|
470
Boston Beer
SAM
$2.47B
| $2.96M | 0.02% |
3,352
-200
| -6% | -$177K |
|
471
Eastman Chemical
EMN
$7.93B
| $2.94M | 0.02% |
37,599
+2,900
| +8% | +$227K |
|
472
Teledyne Technologies
TDY
$25.7B
| $2.92M | 0.02% |
9,400
| – | – |
|
473
Boston Properties
BXP
$12.2B
| $2.9M | 0.02% |
36,151
-800
| -2% | -$64.2K |
|
474
Host Hotels & Resorts
HST
$12B
| $2.89M | 0.02% |
267,925
+87,900
| +49% | +$948K |
|
475
Baker Hughes
BKR
$44.9B
| $2.89M | 0.02% |
217,261
+50,000
| +30% | +$664K |
|