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
176
$15.1M 0.1%
80,968
+800
177
$15.1M 0.1%
559,156
+2,200
178
$14.9M 0.1%
69,670
179
$14.7M 0.1%
110,031
180
$14.6M 0.1%
257,445
+3,000
181
$14.6M 0.1%
64,756
+700
182
$14.5M 0.1%
11,000
183
$14.2M 0.09%
47,121
+400
184
$14.1M 0.09%
61,812
+600
185
$14M 0.09%
110,156
+500
186
$13.9M 0.09%
175,041
+900
187
$13.8M 0.09%
161,902
+600
188
$13.8M 0.09%
33,235
+200
189
$13.8M 0.09%
382,582
+15,100
190
$13.7M 0.09%
88,810
-200
191
$13.7M 0.09%
156,920
-3,800
192
$13.3M 0.09%
65,277
+700
193
$13.3M 0.09%
62,590
-300
194
$13.1M 0.09%
45,908
+500
195
$13.1M 0.09%
172,720
+1,800
196
$13M 0.09%
128,012
-400
197
$13M 0.09%
98,823
+500
198
$12.9M 0.08%
61,354
199
$12.9M 0.08%
191,800
-64,000
200
$12.8M 0.08%
141,158
+1,500
6 7
8
9 10