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
101
$29.2M 0.19%
392,977
-4,500
102
$28.6M 0.19%
374,849
-101,801
103
$28.3M 0.19%
10,659
+100
104
$28.2M 0.19%
363,600
+111,500
105
$27.5M 0.18%
123,303
+1,000
106
$27.4M 0.18%
139,155
-600
107
$27M 0.18%
366,066
+200,000
108
$27M 0.18%
163,477
+1,000
109
$26.8M 0.18%
256,942
+1,600
110
$26.6M 0.18%
159,975
+1,200
111
$26.4M 0.17%
92,599
+1,100
112
$26.2M 0.17%
281,600
+57,000
113
$26.1M 0.17%
127,884
+1,300
114
$26.1M 0.17%
374,370
+3,200
115
$25.9M 0.17%
55,755
+900
116
$25.4M 0.17%
30,897
+400
117
$25M 0.16%
192,788
-1,100
118
$24.9M 0.16%
317,282
+1,700
119
$24.9M 0.16%
557,010
+3,300
120
$24.7M 0.16%
+180,200
121
$24.7M 0.16%
409,814
+4,200
122
$24.2M 0.16%
592,474
+3,000
123
$24.1M 0.16%
318,400
+129,400
124
$23.6M 0.16%
310,692
+900
125
$23.6M 0.15%
162,641
+300
3 4
5
6 7