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
ACC
626
DELISTED
American Campus Communities, Inc.
ACC
$1.75M 0.01%
50,148
+100
+0.2% +$3.49K
AFG icon
627
American Financial Group
AFG
$11.6B
$1.75M 0.01%
26,129
-1,000
-4% -$67K
PB icon
628
Prosperity Bancshares
PB
$6.46B
$1.75M 0.01%
33,754
– –
MHK icon
629
Mohawk Industries
MHK
$8.65B
$1.75M 0.01%
17,904
+2,700
+18% +$263K
FLO icon
630
Flowers Foods
FLO
$3.13B
$1.74M 0.01%
71,633
+1,600
+2% +$38.9K
WH icon
631
Wyndham Hotels & Resorts
WH
$6.59B
$1.71M 0.01%
33,886
– –
NATI
632
DELISTED
National Instruments Corp
NATI
$1.71M 0.01%
47,913
+5,100
+12% +$182K
PRGO icon
633
Perrigo
PRGO
$3.12B
$1.7M 0.01%
37,051
+2,200
+6% +$101K
BC icon
634
Brunswick
BC
$4.35B
$1.7M 0.01%
28,813
– –
EBS icon
635
Emergent Biosolutions
EBS
$404M
$1.7M 0.01%
+16,400
New +$1.7M
WWD icon
636
Woodward
WWD
$14.6B
$1.69M 0.01%
21,129
+500
+2% +$40.1K
JBL icon
637
Jabil
JBL
$22.5B
$1.69M 0.01%
49,342
-600
-1% -$20.6K
EWBC icon
638
East-West Bancorp
EWBC
$14.8B
$1.69M 0.01%
51,511
– –
HII icon
639
Huntington Ingalls Industries
HII
$10.6B
$1.69M 0.01%
11,979
+1,600
+15% +$225K
CF icon
640
CF Industries
CF
$13.7B
$1.68M 0.01%
54,612
– –
AGCO icon
641
AGCO
AGCO
$8.28B
$1.66M 0.01%
22,397
-200
-0.9% -$14.9K
SAIC icon
642
Saic
SAIC
$4.83B
$1.66M 0.01%
21,157
+3,200
+18% +$251K
LNC icon
643
Lincoln National
LNC
$7.98B
$1.65M 0.01%
52,777
+3,400
+7% +$107K
MDU icon
644
MDU Resources
MDU
$3.31B
$1.64M 0.01%
192,003
– –
PRI icon
645
Primerica
PRI
$8.85B
$1.63M 0.01%
14,403
-400
-3% -$45.3K
SBNY
646
DELISTED
Signature Bank
SBNY
$1.62M 0.01%
19,545
– –
HAE icon
647
Haemonetics
HAE
$2.62B
$1.61M 0.01%
18,456
+100
+0.5% +$8.72K
ARWR icon
648
Arrowhead Research
ARWR
$4.02B
$1.6M 0.01%
37,228
+200
+0.5% +$8.61K
NWSA icon
649
News Corp Class A
NWSA
$16.6B
$1.6M 0.01%
114,235
+14,900
+15% +$209K
EV
650
DELISTED
Eaton Vance Corp.
EV
$1.59M 0.01%
41,564
+100
+0.2% +$3.82K
24 25
26
27 28