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
951
$435K ﹤0.01%
28,256
952
$421K ﹤0.01%
10,852
953
$409K ﹤0.01%
25,571
-1,400
954
$409K ﹤0.01%
47,900
-2,300
955
$408K ﹤0.01%
6,439
-100
956
$366K ﹤0.01%
14,364
957
$335K ﹤0.01%
4,400
958
$332K ﹤0.01%
1,432
959
$311K ﹤0.01%
6,220
960
$289K ﹤0.01%
29,749
-200
961
$282K ﹤0.01%
14,438
962
$276K ﹤0.01%
1,500
963
$265K ﹤0.01%
5,644
964
$264K ﹤0.01%
11,371
-100
965
$260K ﹤0.01%
98,004
-258,672
966
$221K ﹤0.01%
60,000
967
$154K ﹤0.01%
16,382
968
$13.6K ﹤0.01%
640,000
969
– –
-5,672
970
– –
-7,461
971
– –
-29,042
972
– –
-16,173
973
– –
-16,345
974
– –
-18,884
975
– –
-16,457
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