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
426
$4.43M 0.03%
9,279
-500
427
$4.42M 0.03%
923
428
$4.42M 0.03%
51,225
+2,800
429
$4.41M 0.03%
11,707
430
$4.4M 0.03%
129,817
431
$4.36M 0.02%
35,957
-400
432
$4.34M 0.02%
72,685
-100
433
$4.34M 0.02%
39,582
434
$4.33M 0.02%
100,429
-1,900
435
$4.3M 0.02%
37,641
436
$4.3M 0.02%
46,553
+450
437
$4.27M 0.02%
40,839
-100
438
$4.23M 0.02%
65,643
-1,000
439
$4.2M 0.02%
60,218
-400
440
$4.19M 0.02%
47,537
441
$4.19M 0.02%
66,523
-6,365
442
$4.16M 0.02%
10,525
-100
443
$4.12M 0.02%
15,145
+600
444
$4.1M 0.02%
68,333
+852
445
$4.05M 0.02%
42,762
-2,700
446
$4.04M 0.02%
55,803
-300
447
$4.04M 0.02%
110,125
-1,552,100
448
$4.03M 0.02%
5,400
449
$3.98M 0.02%
34,983
450
$3.96M 0.02%
14,603
-100
16 17
18
19 20