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
326
$6.82M 0.04%
28,224
-142,706
327
$6.69M 0.04%
39,505
-300
328
$6.66M 0.04%
34,835
+400
329
$6.63M 0.04%
70,670
+1,600
330
$6.61M 0.04%
31,800
-200
331
$6.59M 0.04%
266,561
+25,200
332
$6.59M 0.04%
222,762
+11,600
333
$6.57M 0.04%
42,287
+500
334
$6.56M 0.04%
104,380
+3,922
335
$6.55M 0.04%
82,982
-100
336
$6.49M 0.04%
111,909
-100
337
$6.46M 0.04%
15,800
338
$6.44M 0.04%
88,755
+2,600
339
$6.44M 0.04%
158,945
-1,500
340
$6.43M 0.04%
29,385
341
$6.4M 0.04%
21,051
-600
342
$6.35M 0.04%
119,381
+6,502
343
$6.34M 0.04%
52,787
-100
344
$6.32M 0.04%
89,987
-2,600
345
$6.28M 0.04%
34,525
-700
346
$6.19M 0.04%
22,860
347
$6.13M 0.03%
12,372
-300
348
$6.08M 0.03%
340,000
349
$6.02M 0.03%
53,600
+1,100
350
$5.98M 0.03%
36,509
+1,000
12 13
14
15 16