SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Est. Return 23.66%
This Quarter Est. Return
1 Year Est. Return
+23.66%
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
1
$1.49B 9.77%
3,631,090
-250,300
2
$772M 5.08%
4,682,125
-12,300
3
$667M 4.39%
2,314,027
-59,000
4
$340M 2.23%
3,097,400
5
$316M 2.08%
8,123,350
+11,900
6
$298M 1.96%
2,881,020
+36,000
7
$261M 1.72%
1,878,240
+102,106
8
$254M 1.67%
13,187,113
-4,829,600
9
$248M 1.63%
2,389,380
+12,200
10
$223M 1.46%
8,018,060
-11,000
11
$187M 1.23%
2,956,100
+975,000
12
$176M 1.16%
372,219
+2,700
13
$153M 1.01%
738,557
+9,100
14
$153M 1%
1,468,460
-13,200
15
$148M 0.97%
697,214
+100
16
$146M 0.96%
646,723
+1,800
17
$134M 0.88%
369,181
+1,000
18
$124M 0.82%
1,130,874
+11,600
19
$117M 0.77%
752,624
+7,400
20
$112M 0.74%
363,649
+5,100
21
$111M 0.73%
376,784
-13,300
22
$105M 0.69%
805,531
+8,400
23
$99.3M 0.65%
3,833,000
+50,000
24
$97M 0.64%
1,938,310
+184,500
25
$96.3M 0.63%
647,837
+3,800
1
2 3 4 5