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
301
$7.63M 0.04%
179,776
-3,500
302
$7.62M 0.04%
208,765
-1,800
303
$7.53M 0.04%
32,411
304
$7.5M 0.04%
82,652
-310
305
$7.47M 0.04%
21,954
306
$7.46M 0.04%
141,887
+22,931
307
$7.43M 0.04%
45,120
-100
308
$7.38M 0.04%
81,981
-500
309
$7.37M 0.04%
140,151
-150
310
$7.32M 0.04%
118,008
311
$7.25M 0.04%
102,659
-100
312
$7.24M 0.04%
68,485
+500
313
$7.2M 0.04%
58,063
314
$7.19M 0.04%
50,296
-800
315
$7.18M 0.04%
40,968
-178,800
316
$7.18M 0.04%
88,719
-1,000
317
$7.13M 0.04%
193,519
+6,000
318
$7.06M 0.04%
178,687
-100
319
$7.05M 0.04%
86,293
-100
320
$6.99M 0.04%
143,014
+7,000
321
$6.99M 0.04%
79,210
-100
322
$6.95M 0.04%
195,269
-100
323
$6.93M 0.04%
19,762
324
$6.89M 0.04%
13,370
-100
325
$6.84M 0.04%
160,630
-200
11 12
13
14 15