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
251
$10.3M 0.07%
28,897
-300
252
$10.3M 0.07%
107,742
+1,000
253
$10.3M 0.07%
73,123
-400
254
$10.2M 0.07%
223,855
+2,000
255
$10.2M 0.07%
76,914
+400
256
$10.1M 0.07%
50,994
+500
257
$10.1M 0.07%
150,294
+1,600
258
$10.1M 0.07%
76,241
+800
259
$10.1M 0.07%
44,558
+400
260
$10.1M 0.07%
44,440
+514
261
$10M 0.07%
94,556
+200
262
$9.99M 0.07%
334,521
+3,500
263
$9.92M 0.07%
153,707
-100
264
$9.89M 0.07%
162,323
+100
265
$9.66M 0.06%
14,017
+100
266
$9.61M 0.06%
113,907
+700
267
$9.51M 0.06%
543,245
+5,700
268
$9.4M 0.06%
288,112
+13,900
269
$9.33M 0.06%
317,962
-3,300
270
$9.33M 0.06%
6,096
271
$9.3M 0.06%
129,709
+1,300
272
$9.25M 0.06%
31,513
+300
273
$9.2M 0.06%
42,011
+500
274
$9.2M 0.06%
111,155
+1,000
275
$9.16M 0.06%
63,053
+600
9 10
11
12 13