SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.8B
1-Year Est. Return 27.5%
This Quarter Est. Return
1 Year Est. Return
+27.5%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$15.2B
AUM Growth
+$859M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
987
New
Increased
Reduced
Closed

Top Buys

1
+$61.6M
2
+$24.7M
3
+$17.2M
4
ZM icon
Zoom
ZM
+$14.8M
5
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$14.2M

Top Sells

1
+$102M
2
+$93M
3
+$75.5M
4
EPAM icon
EPAM Systems
EPAM
+$36.9M
5
MSCI icon
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 Change
in Stake 		Capital Flow
226
$11.5M 0.08%
697,503
227
$11.5M 0.08%
198,756
+1,900
228
$11.5M 0.08%
58,530
+600
229
$11.4M 0.08%
180,604
+1,800
230
$11.4M 0.08%
272,903
+2,800
231
$11.4M 0.07%
+121,900
232
$11.3M 0.07%
68,040
+700
233
$11.2M 0.07%
136,436
+1,100
234
$11.2M 0.07%
58,287
+1,000
235
$11.1M 0.07%
161,246
236
$11M 0.07%
203,225
+1,600
237
$10.9M 0.07%
63,453
-200
238
$10.8M 0.07%
94,077
+900
239
$10.8M 0.07%
139,417
+1,700
240
$10.8M 0.07%
218,087
+1,800
241
$10.7M 0.07%
211,291
+1,800
242
$10.7M 0.07%
217,945
+2,200
243
$10.6M 0.07%
193,611
+2,300
244
$10.6M 0.07%
273,839
+2,200
245
$10.5M 0.07%
44,037
+500
246
$10.5M 0.07%
229,125
+1,800
247
$10.5M 0.07%
165,427
-2,600
248
$10.4M 0.07%
102,282
249
$10.4M 0.07%
7,645,000
250
$10.4M 0.07%
98,578
-1,300
8 9
10
11 12