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
876
$783K 0.01%
2,383
877
$779K 0.01%
11,248
-100
878
$779K 0.01%
12,184
-100
879
$777K 0.01%
17,417
-1,700
880
$774K 0.01%
13,102
-100
881
$773K 0.01%
14,418
-100
882
$765K 0.01%
28,343
-300
883
$764K 0.01%
51,734
+3,300
884
$762K 0.01%
17,268
-300
885
$762K 0.01%
6,100
886
$758K 0.01%
35,048
-200
887
$753K 0.01%
60,799
-2,900
888
$753K 0.01%
12,200
-100
889
$752K ﹤0.01%
14,706
-100
890
$739K ﹤0.01%
32,688
-300
891
$736K ﹤0.01%
203,536
892
$723K ﹤0.01%
18,989
-100
893
$719K ﹤0.01%
20,576
894
$718K ﹤0.01%
10,300
895
$714K ﹤0.01%
51,023
+1,300
896
$702K ﹤0.01%
56,829
-400
897
$698K ﹤0.01%
34,250
898
$696K ﹤0.01%
20,382
-300
899
$695K ﹤0.01%
27,370
+400
900
$693K ﹤0.01%
9,629
-100
34 35
36
37 38