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
276
$9.1M 0.06%
47,456
+500
277
$9.09M 0.06%
75,454
+300
278
$9.03M 0.06%
125,794
-9,200
279
$8.97M 0.06%
254,259
+2,100
280
$8.93M 0.06%
22,554
+200
281
$8.89M 0.06%
122,160
+900
282
$8.71M 0.06%
252,000
+1,500
283
$8.67M 0.06%
110,427
+900
284
$8.62M 0.06%
64,543
+700
285
$8.56M 0.06%
137,066
+1,500
286
$8.54M 0.06%
283,429
+1,300
287
$8.53M 0.06%
90,865
+700
288
$8.52M 0.06%
63,063
+2,600
289
$8.47M 0.06%
75,013
+900
290
$8.38M 0.06%
270,600
-300
291
$8.35M 0.05%
74,449
+800
292
$8.34M 0.05%
515,660
+4,500
293
$8.32M 0.05%
15,253
294
$8.23M 0.05%
233,300
+2,400
295
$8.21M 0.05%
86,584
+900
296
$8.19M 0.05%
57,069
-100
297
$8.18M 0.05%
+99,753
298
$8M 0.05%
72,189
+100
299
$7.97M 0.05%
276,212
+4,000
300
$7.96M 0.05%
23,911
+200
10 11
12
13 14