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
BLD icon
576
TopBuild
BLD
$12.2B
$2.05M 0.02%
12,000
-100
-0.8% -$17.1K
FFIV icon
577
F5
FFIV
$18.4B
$2.04M 0.02%
16,638
+1,100
+7% +$135K
FSLR icon
578
First Solar
FSLR
$21.8B
$2.04M 0.02%
30,839
+3,100
+11% +$205K
ROL icon
579
Rollins
ROL
$27.7B
$2.04M 0.02%
56,450
+2,400
+4% +$86.7K
TOL icon
580
Toll Brothers
TOL
$14.3B
$2.04M 0.02%
41,827
-200
-0.5% -$9.73K
AOS icon
581
A.O. Smith
AOS
$10.4B
$2.02M 0.02%
38,327
+3,800
+11% +$201K
HRC
582
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$2.02M 0.02%
24,237
– –
INGR icon
583
Ingredion
INGR
$8.22B
$2.02M 0.02%
26,682
+2,300
+9% +$174K
DISH
584
DELISTED
DISH Network Corp.
DISH
$2.01M 0.02%
69,266
+3,600
+5% +$105K
NRG icon
585
NRG Energy
NRG
$28.6B
$2.01M 0.02%
65,236
+2,900
+5% +$89.1K
GL icon
586
Globe Life
GL
$11.4B
$1.99M 0.02%
24,958
-100
-0.4% -$7.99K
LECO icon
587
Lincoln Electric
LECO
$13.4B
$1.99M 0.02%
21,613
– –
PII icon
588
Polaris
PII
$3.35B
$1.98M 0.02%
21,024
+100
+0.5% +$9.43K
KRC icon
589
Kilroy Realty
KRC
$5.05B
$1.98M 0.02%
38,138
-400
-1% -$20.8K
POST icon
590
Post Holdings
POST
$5.77B
$1.97M 0.02%
34,971
-612
-2% -$34.4K
TAP icon
591
Molson Coors Class B
TAP
$9.86B
$1.96M 0.02%
58,499
+10,500
+22% +$352K
CLGX
592
DELISTED
Corelogic, Inc.
CLGX
$1.96M 0.02%
28,923
– –
CACI icon
593
CACI
CACI
$10.4B
$1.96M 0.02%
9,183
+100
+1% +$21.3K
LYV icon
594
Live Nation Entertainment
LYV
$39.3B
$1.95M 0.02%
36,227
-100
-0.3% -$5.39K
NWL icon
595
Newell Brands
NWL
$2.65B
$1.95M 0.02%
113,571
+16,100
+17% +$276K
KNTK icon
596
Kinetik
KNTK
$2.55B
$1.94M 0.02%
350,000
– –
PNR icon
597
Pentair
PNR
$18.1B
$1.94M 0.02%
42,314
– –
CDK
598
DELISTED
CDK Global, Inc.
CDK
$1.93M 0.02%
44,227
– –
THO icon
599
Thor Industries
THO
$5.92B
$1.92M 0.02%
20,135
– –
VLUE icon
600
iShares MSCI USA Value Factor ETF
VLUE
$7.11B
$1.92M 0.02%
+26,000
New +$1.92M
22 23
24
25 26