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
401
$4.95M 0.03%
11,400
402
$4.95M 0.03%
32,684
-200
403
$4.93M 0.03%
88,031
404
$4.92M 0.03%
115,356
405
$4.92M 0.03%
59,619
+2,600
406
$4.88M 0.03%
28,170
-251,900
407
$4.87M 0.03%
136,670
-100
408
$4.86M 0.03%
29,139
-181,000
409
$4.83M 0.03%
225,120
+4,800
410
$4.83M 0.03%
223,619
411
$4.82M 0.03%
32,299
412
$4.75M 0.03%
39,200
-76
413
$4.72M 0.03%
10,300
+100
414
$4.72M 0.03%
98,608
+700
415
$4.71M 0.03%
30,541
+200
416
$4.7M 0.03%
63,620
-352,500
417
$4.67M 0.03%
11,884
418
$4.66M 0.03%
42,700
-400
419
$4.59M 0.03%
31,592
-2,100
420
$4.58M 0.03%
10,881
421
$4.55M 0.03%
21,982
-100
422
$4.53M 0.03%
135,309
-200
423
$4.49M 0.03%
331,202
-200
424
$4.49M 0.03%
387,153
-400
425
$4.43M 0.03%
29,437
-400
15 16
17
18 19