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
201
$12.8M 0.08%
29,111
+300
202
$12.8M 0.08%
228,867
+2,400
203
$12.6M 0.08%
150,418
+900
204
$12.6M 0.08%
208,842
+1,600
205
$12.6M 0.08%
5,106
-100
206
$12.5M 0.08%
60,023
+600
207
$12.5M 0.08%
199,639
+2,000
208
$12.4M 0.08%
92,716
+1,000
209
$12.4M 0.08%
364,343
+3,800
210
$12.3M 0.08%
106,100
+1,100
211
$12.3M 0.08%
106,172
+1,200
212
$12.3M 0.08%
73,836
+700
213
$12.2M 0.08%
226,416
+2,000
214
$12M 0.08%
163,866
+1,549
215
$12M 0.08%
106,849
+1,000
216
$12M 0.08%
791,525
-5,001,381
217
$11.9M 0.08%
122,299
+800
218
$11.8M 0.08%
35,196
+300
219
$11.8M 0.08%
42,461
+400
220
$11.8M 0.08%
195,710
+1,500
221
$11.7M 0.08%
38,278
222
$11.7M 0.08%
84,781
+800
223
$11.6M 0.08%
120,956
+900
224
$11.6M 0.08%
230,567
+2,100
225
$11.6M 0.08%
62,913
+300
7 8
9
10 11