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 | |
|---|---|---|---|---|---|---|
826
Kennametal
KMT
$1.67B
| $873K | 0.01% |
30,167
| – | – |
|
827
Webster Financial
WBS
$10.3B
| $867K | 0.01% |
32,810
| – | – |
|
828
Commercial Metals
CMC
$6.63B
| $866K | 0.01% |
43,338
| – | – |
|
829
SL Green Realty
SLG
$4.4B
| $866K | 0.01% |
19,282
-930
| -5% | -$41.8K |
|
830
FirstCash
FCFS
$6.53B
| $864K | 0.01% |
15,098
| – | – |
|
831
MasTec
MTZ
$14B
| $861K | 0.01% |
20,413
-800
| -4% | -$33.7K |
|
832
Tri Pointe Homes
TPH
$3.25B
| $861K | 0.01% |
47,437
| – | – |
|
833
Insperity
NSP
$2.03B
| $860K | 0.01% |
13,125
-100
| -0.8% | -$6.55K |
|
834
Park Hotels & Resorts
PK
$2.4B
| $858K | 0.01% |
85,865
+100
| +0.1% | +$999 |
|
835
lululemon athletica
LULU
$19.9B
| $856K | 0.01% |
+2,600
| New | +$856K |
|
836
Xerox
XRX
$493M
| $856K | 0.01% |
45,620
-1,100
| -2% | -$20.6K |
|
|
UMPQ
837
DELISTED
Umpqua Holdings Corp
UMPQ
| $852K | 0.01% |
80,255
+100
| +0.1% | +$1.06K |
|
|
SAFM
838
DELISTED
Sanderson Farms Inc
SAFM
| $850K | 0.01% |
7,209
| – | – |
|
839
Wintrust Financial
WTFC
$9.34B
| $842K | 0.01% |
21,029
+100
| +0.5% | +$4K |
|
840
Home BancShares
HOMB
$5.88B
| $839K | 0.01% |
55,368
-500
| -0.9% | -$7.58K |
|
841
Treehouse Foods
THS
$917M
| $832K | 0.01% |
20,535
| – | – |
|
842
Energizer
ENR
$1.96B
| $831K | 0.01% |
21,236
-1,900
| -8% | -$74.4K |
|
843
Ryder
R
$7.64B
| $830K | 0.01% |
19,645
+100
| +0.5% | +$4.23K |
|
844
CNO Financial Group
CNO
$3.85B
| $827K | 0.01% |
51,579
-700
| -1% | -$11.2K |
|
|
MRO
845
DELISTED
Marathon Oil Corporation
MRO
| $824K | 0.01% |
201,421
-400
| -0.2% | -$1.64K |
|
846
Strategic Education
STRA
$1.96B
| $814K | 0.01% |
8,900
+800
| +10% | +$73.2K |
|
847
GATX Corp
GATX
$5.97B
| $811K | 0.01% |
12,720
| – | – |
|
848
American Eagle Outfitters
AEO
$3.26B
| $803K | 0.01% |
54,222
-2,400
| -4% | -$35.5K |
|
849
LivaNova
LIVN
$3.17B
| $803K | 0.01% |
17,766
+100
| +0.6% | +$4.52K |
|
850
Viasat
VSAT
$3.98B
| $802K | 0.01% |
23,324
+2,100
| +10% | +$72.2K |
|