SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.6B
1-Year Est. Return 26.99%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+26.99%
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
+$65.3M
2
+$20.8M
3
+$17.1M
4
ZM icon
Zoom
ZM
+$14.4M
5
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$14.4M

Top Sells

1
+$99.9M
2
+$92.3M
3
+$71.2M
4
EPAM icon
EPAM Systems
EPAM
+$39.8M
5
MSCI icon
MSCI
MSCI
+$19.5M

Sector Composition

1 Technology 22.58%
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
976
– –
-33,151
977
– –
-29,042
978
– –
-16,173
979
– –
-16,345
980
– –
-18,884
981
– –
-16,457
982
– –
-34,030
983
– –
-55,290
984
– –
-7,940
985
– –
-67,696
986
– –
-17,120
987
– –
-17,125
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