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
376
$5.42M 0.03%
20,754
-200
377
$5.4M 0.03%
69,167
+200
378
$5.38M 0.03%
11,100
379
$5.36M 0.03%
59,670
+300
380
$5.33M 0.03%
250,264
-2,000
381
$5.33M 0.03%
113,371
-100
382
$5.33M 0.03%
64,495
383
$5.29M 0.03%
51,212
384
$5.24M 0.03%
12,700
+100
385
$5.24M 0.03%
40,919
-100
386
$5.23M 0.03%
74,203
-1,500
387
$5.23M 0.03%
64,593
+400
388
$5.2M 0.03%
63,200
+100
389
$5.19M 0.03%
240,113
-3,900
390
$5.13M 0.03%
101,693
+7,800
391
$5.12M 0.03%
25,054
+500
392
$5.07M 0.03%
62,602
393
$5.07M 0.03%
33,800
-300
394
$5.06M 0.03%
30,263
-400
395
$5.01M 0.03%
200,528
-200
396
$5.01M 0.03%
11,663
397
$5.01M 0.03%
56,280
+1,200
398
$5.01M 0.03%
100,822
399
$5M 0.03%
24,402
-500
400
$4.96M 0.03%
13,752
14 15
16
17 18