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
51
$52.4M 0.34%
422,300
-40,050
52
$52.4M 0.34%
183,238
+1,700
53
$51.4M 0.34%
514,920
+30,800
54
$51.2M 0.34%
132,823
-700
55
$50.4M 0.33%
497,757
+4,900
56
$50.4M 0.33%
758,070
+1,800
57
$50.2M 0.33%
501,666
+6,200
58
$49.7M 0.33%
267,265
+2,200
59
$48.3M 0.32%
1,479,883
+14,400
60
$48.1M 0.32%
189,134
+400
61
$48.1M 0.32%
135,204
+800
62
$46.6M 0.31%
467,500
63
$45.4M 0.3%
203,092
+2,256
64
$45.3M 0.3%
369,515
-300
65
$44.1M 0.29%
450,532
+2,800
66
$43.8M 0.29%
1,155,189
-17,200
67
$42.7M 0.28%
1,143,549
+10,800
68
$42.2M 0.28%
1,222,490
+13,000
69
$42.1M 0.28%
545,698
+5,600
70
$41.7M 0.27%
326,866
+1,500
71
$41.4M 0.27%
425,658
+4,300
72
$39.4M 0.26%
129,653
+100
73
$39.2M 0.26%
422,032
+4,400
74
$38.9M 0.26%
200,414
+2,100
75
$38.2M 0.25%
412,550
-45,800
1 2
3
4 5