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
26
$94.4M 0.62%
163,710
+1,100
27
$92.2M 0.61%
1,437,660
+47,000
28
$87.2M 0.57%
478,222
+3,800
29
$84.5M 0.56%
1,218,933
+6,100
30
$82.2M 0.54%
516,032
+5,000
31
$82M 0.54%
836,140
+18,500
32
$80.5M 0.53%
2,170,000
33
$79.7M 0.52%
488,515
+5,000
34
$79.5M 0.52%
231,604
+2,200
35
$77.8M 0.51%
730,990
+7,200
36
$72.3M 0.48%
1,771,584
+15,900
37
$71.5M 0.47%
1,367,666
+12,200
38
$70.9M 0.47%
1,143,048
+11,000
39
$70.7M 0.47%
126,402
-36,800
40
$70.5M 0.46%
158,090
+11,100
41
$69.7M 0.46%
140,269
+1,600
42
$67.2M 0.44%
8,404,734
43
$59.9M 0.39%
81,292
-11,055
44
$58.5M 0.38%
229,153
+200
45
$58.4M 0.38%
1,391,956
+2,800
46
$56.8M 0.37%
1,155,420
+4,800
47
$56.2M 0.37%
201,115
+2,100
48
$54.9M 0.36%
274,643
+2,900
49
$54.8M 0.36%
1,916,612
+19,700
50
$54M 0.36%
116
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