SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+9.66%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$15.2B
AUM Growth
+$15.2B
(+6%)
Cap. Flow
-$134M
Cap. Flow
% of AUM
-0.88%
Top 10 Holdings %
Top 10 Hldgs %
31.98%
Holding
987
New
20
Increased
449
Reduced
392
Closed
19
Top Buys
| 1 |
Apollo Global Management
APO
|
$61.6M |
| 2 |
CrowdStrike
CRWD
|
$24.7M |
| 3 |
Hexcel
HXL
|
$17.2M |
| 4 |
Zoom
ZM
|
$14.8M |
| 5 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$14.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$102M |
| 2 |
AT&T
T
|
$93M |
| 3 |
Warner Bros
WBD
|
$75.5M |
| 4 |
EPAM Systems
EPAM
|
$36.9M |
| 5 |
MSCI
MSCI
|
$20.6M |
Sector Composition
| 1 | Technology | 22.59% |
| 2 | Healthcare | 11.64% |
| 3 | Financials | 11.47% |
| 4 | Communication Services | 9.03% |
| 5 | Consumer Discretionary | 8.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
951
Xerox
XRX
$478M
| $435K | ﹤0.01% |
28,256
| – | – |
|
952
John Wiley & Sons Class A
WLY
$2.12B
| $421K | ﹤0.01% |
10,852
| – | – |
|
953
Navient
NAVI
$1.36B
| $409K | ﹤0.01% |
25,571
-1,400
| -5% | -$22.4K |
|
954
Under Armour Class C
UA
$2.1B
| $409K | ﹤0.01% |
47,900
-2,300
| -5% | -$19.6K |
|
955
Greif
GEF
$3.54B
| $408K | ﹤0.01% |
6,439
-100
| -2% | -$6.34K |
|
956
Ally Financial
ALLY
$12.6B
| $366K | ﹤0.01% |
14,364
| – | – |
|
|
EXE
957
Expand Energy Corporation Common Stock
EXE
$23.1B
| $335K | ﹤0.01% |
4,400
| – | – |
|
958
Erie Indemnity
ERIE
$17.2B
| $332K | ﹤0.01% |
1,432
| – | – |
|
959
Sensata Technologies
ST
$4.63B
| $311K | ﹤0.01% |
6,220
| – | – |
|
|
PACW
960
DELISTED
PacWest Bancorp
PACW
| $289K | ﹤0.01% |
29,749
-200
| -0.7% | -$1.95K |
|
961
Liberty Global Class A
LBTYA
$4.03B
| $282K | ﹤0.01% |
14,438
| – | – |
|
962
Veeva Systems
VEEV
$44.4B
| $276K | ﹤0.01% |
1,500
| – | – |
|
963
Vicor
VICR
$2.27B
| $265K | ﹤0.01% |
5,644
| – | – |
|
964
Pilgrim's Pride
PPC
$10.3B
| $264K | ﹤0.01% |
11,371
-100
| -0.9% | -$2.32K |
|
965
Lumen
LUMN
$4.84B
| $260K | ﹤0.01% |
98,004
-258,672
| -73% | -$685K |
|
|
DMTK
966
DELISTED
DermTech, Inc. Common Stock
DMTK
| $221K | ﹤0.01% |
60,000
| – | – |
|
967
Clarivate
CLVT
$2.79B
| $154K | ﹤0.01% |
16,382
| – | – |
|
|
RUBY
968
DELISTED
Rubius Therapeutics, Inc
RUBY
| $13.6K | ﹤0.01% |
640,000
| – | – |
|
969
Cracker Barrel
CBRL
$1.22B
| – | – |
-5,672
| Closed | -$537K |
|
970
Dycom Industries
DY
$7.21B
| – | – |
-7,461
| Closed | -$698K |
|
971
GitLab
GTLB
$7.75B
| – | – |
-10,795
| Closed | -$491K |
|
972
Hanesbrands
HBI
$2.17B
| – | – |
-87,987
| Closed | -$560K |
|
973
HEICO
HEI
$44.4B
| – | – |
-17,600
| Closed | -$2.7M |
|
|
JBGS
974
JBG SMITH
JBGS
$1.33B
| – | – |
-25,078
| Closed | -$476K |
|
975
Kennametal
KMT
$1.63B
| – | – |
-20,493
| Closed | -$493K |
|