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
76
$38.1M 0.25%
290,786
+2,500
77
$35.4M 0.23%
146,597
+1,600
78
$35.1M 0.23%
183,515
+800
79
$34.4M 0.23%
507,204
80
$34.3M 0.23%
278,955
-2,300
81
$33.8M 0.22%
168,045
+1,000
82
$33.7M 0.22%
205,400
-32,000
83
$33.6M 0.22%
102,573
+900
84
$33.5M 0.22%
979,900
-245,000
85
$33.3M 0.22%
336,091
-2,600
86
$33.3M 0.22%
70,518
-1,000
87
$33.2M 0.22%
266,318
+2,600
88
$33.2M 0.22%
166,070
-2,600
89
$32.9M 0.22%
203,931
-107,700
90
$32.9M 0.22%
315,559
+3,600
91
$32.8M 0.22%
154,396
+2,100
92
$32.7M 0.21%
142,872
+1,400
93
$32.4M 0.21%
48,471
+400
94
$32M 0.21%
69,551
+700
95
$31.5M 0.21%
358,826
+500
96
$31.2M 0.2%
90,353
-100
97
$30.9M 0.2%
372,243
+1,500
98
$30.7M 0.2%
74,257
-400
99
$29.8M 0.2%
635,736
+5,500
100
$29.5M 0.19%
365,298
+4,100
2 3
4
5 6