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
301
$7.88M 0.05%
104,128
-3,900
302
$7.85M 0.05%
248,222
+1,400
303
$7.85M 0.05%
37,315
+400
304
$7.8M 0.05%
122,781
+1,300
305
$7.78M 0.05%
488,381
+2,300
306
$7.76M 0.05%
78,981
+800
307
$7.76M 0.05%
52,997
+3,600
308
$7.75M 0.05%
164,835
+1,500
309
$7.74M 0.05%
29,642
+300
310
$7.69M 0.05%
111,700
+1,200
311
$7.67M 0.05%
160,000
312
$7.62M 0.05%
56,387
+600
313
$7.48M 0.05%
95,633
+1,000
314
$7.44M 0.05%
57,615
+600
315
$7.41M 0.05%
104,912
+1,100
316
$7.36M 0.05%
21,256
+200
317
$7.25M 0.05%
73,301
-1,000
318
$7.24M 0.05%
37,145
+300
319
$7.12M 0.05%
290,159
+2,300
320
$7.12M 0.05%
32,207
+400
321
$7.08M 0.05%
21,747
+300
322
$6.93M 0.05%
61,710
+1,200
323
$6.9M 0.05%
101,600
+1,100
324
$6.83M 0.04%
33,678
+400
325
$6.81M 0.04%
29,292
-100
11 12
13
14 15