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
$17.6B
AUM Growth
+$549M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
997
New
Increased
Reduced
Closed

Top Buys

1
+$1.46B
2
+$172M
3
+$167M
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$160M
5
BMY icon
Bristol-Myers Squibb
BMY
+$83.2M

Top Sells

1
+$106M
2
+$74.5M
3
+$65M
4
MS icon
Morgan Stanley
MS
+$64.9M
5
CSCO icon
Cisco
CSCO
+$59.2M

Sector Composition

1 Technology 19.41%
2 Healthcare 11.8%
3 Financials 11.02%
4 Communication Services 9.44%
5 Consumer Discretionary 8.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
226
$10.6M 0.06%
137,694
+200
227
$10.4M 0.06%
351,146
-400
228
$10.4M 0.06%
140,169
-503,600
229
$10.4M 0.06%
16,072
+1,100
230
$10.3M 0.06%
59,615
-500
231
$10.2M 0.06%
70,922
+100
232
$10.2M 0.06%
125,623
233
$10.2M 0.06%
68,710
+1,600
234
$10.1M 0.06%
160,376
+2,000
235
$10.1M 0.06%
116,477
236
$10.1M 0.06%
67,888
-100
237
$10.1M 0.06%
125,555
-900
238
$10.1M 0.06%
128,412
-200
239
$10M 0.06%
597,836
-200
240
$9.92M 0.06%
37,625
-100
241
$9.88M 0.06%
42,531
-100
242
$9.86M 0.06%
+220,000
243
$9.78M 0.06%
100,457
-100
244
$9.76M 0.06%
89,698
+100
245
$9.69M 0.06%
205,967
-100
246
$9.68M 0.06%
155,280
-100
247
$9.64M 0.05%
63,837
+300
248
$9.52M 0.05%
62,645
-600
249
$9.49M 0.05%
57,016
-1,200
250
$9.46M 0.05%
74,266
-1,000
8 9
10
11 12