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
276
$8.39M 0.05%
31,749
-600
277
$8.38M 0.05%
32,066
278
$8.38M 0.05%
88,084
-800
279
$8.36M 0.05%
62,545
280
$8.23M 0.05%
13,176
-600
281
$8.13M 0.05%
19,160
282
$8.12M 0.05%
40,528
-200
283
$8.08M 0.05%
36,450
284
$8.03M 0.05%
311,344
-200
285
$8.02M 0.05%
5,825
286
$7.93M 0.05%
228,772
+4,800
287
$7.91M 0.05%
305,051
-300
288
$7.8M 0.04%
+180,000
289
$7.79M 0.04%
79,052
-1,500
290
$7.78M 0.04%
91,767
+4,300
291
$7.76M 0.04%
184,319
-1,000
292
$7.75M 0.04%
30,581
293
$7.74M 0.04%
55,000
+10,000
294
$7.74M 0.04%
191,357
-19,600
295
$7.73M 0.04%
126,957
296
$7.72M 0.04%
51,954
+400
297
$7.7M 0.04%
110,002
-100
298
$7.7M 0.04%
45,532
-100
299
$7.67M 0.04%
54,007
300
$7.64M 0.04%
148,607
-100
10 11
12
13 14