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
TGNA icon
801
TEGNA Inc
TGNA
$3.38B
$937K 0.01%
79,766
+200
+0.3% +$2.35K
AVT icon
802
Avnet
AVT
$4.49B
$929K 0.01%
35,963
– –
DVN icon
803
Devon Energy
DVN
$22.1B
$924K 0.01%
97,659
-100
-0.1% -$946
NEU icon
804
NewMarket
NEU
$7.64B
$913K 0.01%
2,668
– –
APA icon
805
APA Corp
APA
$8.14B
$912K 0.01%
96,296
-100
-0.1% -$947
BHF icon
806
Brighthouse Financial
BHF
$2.48B
$911K 0.01%
33,865
-300
-0.9% -$8.07K
PLAN
807
DELISTED
Anaplan, Inc.
PLAN
$911K 0.01%
+14,561
New +$911K
FLS icon
808
Flowserve
FLS
$7.22B
$906K 0.01%
33,206
– –
NUVA
809
DELISTED
NuVasive, Inc.
NUVA
$906K 0.01%
18,650
– –
XEC
810
DELISTED
CIMAREX ENERGY CO
XEC
$905K 0.01%
37,192
– –
CXT icon
811
Crane NXT
CXT
$3.51B
$902K 0.01%
51,787
+287
+0.6% +$5K
TDC icon
812
Teradata
TDC
$1.99B
$900K 0.01%
39,664
+200
+0.5% +$4.54K
SFM icon
813
Sprouts Farmers Market
SFM
$13.6B
$899K 0.01%
42,943
+100
+0.2% +$2.09K
CHH icon
814
Choice Hotels
CHH
$5.41B
$898K 0.01%
10,446
-1,000
-9% -$86K
NOV icon
815
NOV
NOV
$4.95B
$898K 0.01%
99,074
-100
-0.1% -$906
NWE icon
816
NorthWestern Energy
NWE
$3.56B
$898K 0.01%
18,461
+100
+0.5% +$4.86K
BYD icon
817
Boyd Gaming
BYD
$6.93B
$897K 0.01%
29,218
+100
+0.3% +$3.07K
PSB
818
DELISTED
PS Business Parks, Inc.
PSB
$895K 0.01%
7,309
– –
PD icon
819
PagerDuty
PD
$1.54B
$894K 0.01%
+32,965
New +$894K
SXT icon
820
Sensient Technologies
SXT
$4.79B
$893K 0.01%
15,468
+100
+0.7% +$5.77K
GAP
821
The Gap, Inc.
GAP
$8.83B
$893K 0.01%
52,433
-1,600
-3% -$27.3K
WERN icon
822
Werner Enterprises
WERN
$1.71B
$889K 0.01%
21,163
+300
+1% +$12.6K
AVNT icon
823
Avient
AVNT
$3.45B
$881K 0.01%
+33,281
New +$881K
TREE icon
824
LendingTree
TREE
$978M
$880K 0.01%
2,868
+100
+4% +$30.7K
UNM icon
825
Unum
UNM
$12.6B
$874K 0.01%
51,960
– –
31 32
33
34 35