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
401
$4.75M 0.03%
86,201
+900
402
$4.74M 0.03%
32,360
+400
403
$4.73M 0.03%
15,827
-123,500
404
$4.71M 0.03%
74,892
+852
405
$4.67M 0.03%
66,171
+600
406
$4.66M 0.03%
15,336
+100
407
$4.66M 0.03%
32,917
-400
408
$4.64M 0.03%
407,976
+3,300
409
$4.62M 0.03%
34,638
+300
410
$4.6M 0.03%
151,373
+1,400
411
$4.59M 0.03%
45,497
+500
412
$4.56M 0.03%
1,000,000
413
$4.54M 0.03%
62,200
+700
414
$4.54M 0.03%
71,029
+100
415
$4.53M 0.03%
125,673
+900
416
$4.51M 0.03%
14,191
+200
417
$4.44M 0.03%
396,250
+4,100
418
$4.42M 0.03%
183,395
+1,900
419
$4.4M 0.03%
154,668
+1,720
420
$4.4M 0.03%
25,095
+300
421
$4.38M 0.03%
127,648
+700
422
$4.33M 0.03%
513,000
423
$4.33M 0.03%
70,881
+700
424
$4.29M 0.03%
16,032
+200
425
$4.29M 0.03%
101,145
+1,100
15 16
17
18 19