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
126
$23.3M 0.15%
73,823
+900
127
$23M 0.15%
89,941
-1,100
128
$23M 0.15%
160,588
+1,600
129
$23M 0.15%
277,551
+1,700
130
$22.8M 0.15%
201,306
+1,800
131
$22.6M 0.15%
136,658
+1,300
132
$22.6M 0.15%
197,430
+1,700
133
$22.3M 0.15%
133,964
+1,300
134
$22.1M 0.15%
113,987
+1,200
135
$21.9M 0.14%
418,866
+4,300
136
$21.7M 0.14%
89,336
+200
137
$21.4M 0.14%
225,800
138
$21.1M 0.14%
398,800
139
$21M 0.14%
41,955
+300
140
$20.8M 0.14%
298,923
+3,000
141
$20.7M 0.14%
250,000
142
$20.5M 0.13%
151,726
-2,700
143
$20.4M 0.13%
211,436
+2,200
144
$19.9M 0.13%
543,708
-3,200
145
$19.7M 0.13%
393,308
+4,000
146
$19.3M 0.13%
189,250
147
$19.3M 0.13%
77,988
+500
148
$19.2M 0.13%
390,038
+4,700
149
$18.9M 0.12%
98,744
+1,000
150
$18.7M 0.12%
109,256
+1,200
4 5
6
7 8