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
151
$18.7M 0.12%
1,484,679
+1,800
152
$18.7M 0.12%
273,297
+251,900
153
$18.3M 0.12%
25,417
+300
154
$18.2M 0.12%
39,518
+200
155
$18M 0.12%
78,967
-1,300
156
$17.8M 0.12%
56,358
+100
157
$17.7M 0.12%
206,521
+2,000
158
$17.6M 0.12%
200,456
+1,196
159
$17.6M 0.12%
126,062
+1,100
160
$17.5M 0.12%
61,021
+700
161
$17.3M 0.11%
577,384
+6,000
162
$17.2M 0.11%
229,329
+2,300
163
$17.2M 0.11%
458,176
+2,400
164
$17.2M 0.11%
69,638
+800
165
$16.7M 0.11%
79,523
+800
166
$16.7M 0.11%
34,325
-100
167
$16.6M 0.11%
101,988
+500
168
$16.3M 0.11%
53,206
+500
169
$16.2M 0.11%
41,827
+300
170
$16.1M 0.11%
392,533
+4,100
171
$15.9M 0.1%
118,952
+1,300
172
$15.9M 0.1%
93,388
+600
173
$15.3M 0.1%
58,209
+600
174
$15.3M 0.1%
99,841
+900
175
$15.2M 0.1%
38,068
-400
5 6
7
8 9