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
501
$2.97M 0.02%
33,711
-600
502
$2.97M 0.02%
30,988
-200
503
$2.96M 0.02%
35,076
-500
504
$2.96M 0.02%
13,072
-100
505
$2.95M 0.02%
33,600
506
$2.94M 0.02%
76,653
+700
507
$2.94M 0.02%
26,432
-100
508
$2.93M 0.02%
51,831
-300
509
$2.89M 0.02%
14,022
-100
510
$2.89M 0.02%
27,044
+300
511
$2.87M 0.02%
58,897
+600
512
$2.85M 0.02%
47,782
+1,100
513
$2.85M 0.02%
5,950
+100
514
$2.85M 0.02%
32,618
-200
515
$2.82M 0.02%
21,520
-100
516
$2.81M 0.02%
13,930
+100
517
$2.79M 0.02%
275,244
+3,100
518
$2.79M 0.02%
64,799
-700
519
$2.79M 0.02%
43,348
+400
520
$2.78M 0.02%
19,088
+300
521
$2.76M 0.02%
34,292
+100
522
$2.74M 0.02%
39,111
+300
523
$2.73M 0.02%
24,836
+300
524
$2.72M 0.02%
19,493
-100
525
$2.69M 0.02%
20,377
+200
19 20
21
22 23