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
251
$9.39M 0.05%
31,929
-100
252
$9.36M 0.05%
610,000
253
$9.35M 0.05%
83,144
-200
254
$9.31M 0.05%
340,351
-300
255
$9.26M 0.05%
5,451
256
$9.24M 0.05%
69,950
-100
257
$9.24M 0.05%
75,178
-1,500
258
$9.19M 0.05%
135,161
-2,400
259
$9.11M 0.05%
152,221
-1,100
260
$9.1M 0.05%
27,541
+100
261
$9.07M 0.05%
74,195
-700
262
$9.07M 0.05%
32,428
263
$9M 0.05%
172,705
-4,000
264
$8.96M 0.05%
62,643
265
$8.92M 0.05%
200,784
+2,600
266
$8.91M 0.05%
42,287
-200
267
$8.82M 0.05%
107,171
-503,600
268
$8.77M 0.05%
33,470
269
$8.74M 0.05%
106,096
+1,100
270
$8.62M 0.05%
38,384
-700
271
$8.55M 0.05%
44,312
+100
272
$8.54M 0.05%
443,798
273
$8.45M 0.05%
135,159
-100
274
$8.44M 0.05%
100,485
-600
275
$8.43M 0.05%
140,408
9 10
11
12 13