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 | |
|---|---|---|---|---|---|---|
726
LiveRamp
RAMP
$1.86B
| $1.24M | 0.01% |
23,982
+200
| +0.8% | +$10.4K |
|
727
KB Home
KBH
$4.63B
| $1.23M | 0.01% |
32,097
+400
| +1% | +$15.4K |
|
728
Invesco
IVZ
$9.81B
| $1.23M | 0.01% |
107,761
+11,700
| +12% | +$134K |
|
729
Black Hills Corp
BKH
$4.35B
| $1.23M | 0.01% |
22,898
+100
| +0.4% | +$5.35K |
|
|
HPP
730
Hudson Pacific Properties
HPP
$1.16B
| $1.23M | 0.01% |
55,863
+100
| +0.2% | +$2.19K |
|
731
Zions Bancorporation
ZION
$8.34B
| $1.22M | 0.01% |
41,816
| – | – |
|
732
Fox Class B
FOX
$24.9B
| $1.22M | 0.01% |
43,601
+2,900
| +7% | +$81.1K |
|
733
ASGN Inc
ASGN
$2.32B
| $1.22M | 0.01% |
19,145
| – | – |
|
734
Integra LifeSciences
IART
$1.25B
| $1.22M | 0.01% |
25,766
+100
| +0.4% | +$4.72K |
|
735
Louisiana-Pacific
LPX
$6.9B
| $1.21M | 0.01% |
40,942
+100
| +0.2% | +$2.95K |
|
736
Qualys
QLYS
$4.87B
| $1.21M | 0.01% |
12,300
+100
| +0.8% | +$9.81K |
|
737
RLI Corp
RLI
$6.16B
| $1.21M | 0.01% |
28,818
-200
| -0.7% | -$8.37K |
|
738
EQT Corp
EQT
$32.2B
| $1.2M | 0.01% |
93,061
| – | – |
|
|
TXNM
739
TXNM Energy, Inc.
TXNM
$5.99B
| $1.2M | 0.01% |
29,057
+100
| +0.3% | +$4.13K |
|
|
FLIR
740
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.2M | 0.01% |
33,416
| – | – |
|
741
Grocery Outlet
GO
$1.8B
| $1.2M | 0.01% |
30,400
+7,300
| +32% | +$287K |
|
742
Janus Henderson
JHG
$6.91B
| $1.19M | 0.01% |
54,900
-1,000
| -2% | -$21.7K |
|
743
Norwegian Cruise Line
NCLH
$11.6B
| $1.19M | 0.01% |
69,668
+4,200
| +6% | +$71.9K |
|
744
Taylor Morrison
TMHC
$7.1B
| $1.16M | 0.01% |
47,279
+100
| +0.2% | +$2.46K |
|
745
Affiliated Managers Group
AMG
$6.54B
| $1.16M | 0.01% |
16,966
-200
| -1% | -$13.7K |
|
746
KBR
KBR
$6.4B
| $1.16M | 0.01% |
51,868
+100
| +0.2% | +$2.24K |
|
747
DXC Technology
DXC
$2.65B
| $1.16M | 0.01% |
64,766
| – | – |
|
748
Enovis
ENOV
$1.84B
| $1.15M | 0.01% |
21,324
+3,544
| +20% | +$191K |
|
749
Alaska Air
ALK
$7.28B
| $1.15M | 0.01% |
31,331
| – | – |
|
750
H&R Block
HRB
$6.85B
| $1.15M | 0.01% |
70,300
+21,106
| +43% | +$344K |
|