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
451
$3.94M 0.02%
19,060
452
$3.86M 0.02%
35,651
-100
453
$3.86M 0.02%
81,212
-100
454
$3.82M 0.02%
167,357
-100
455
$3.82M 0.02%
33,900
+777
456
$3.8M 0.02%
11,675
457
$3.78M 0.02%
60,779
-100
458
$3.77M 0.02%
82,075
-1,300
459
$3.73M 0.02%
74,191
-2,000
460
$3.73M 0.02%
42,311
461
$3.72M 0.02%
25,244
+600
462
$3.71M 0.02%
70,052
-4,600
463
$3.71M 0.02%
92,494
-1,000
464
$3.69M 0.02%
145,929
+100
465
$3.69M 0.02%
12,777
-100
466
$3.68M 0.02%
296,862
-300
467
$3.66M 0.02%
148,899
+3,000
468
$3.63M 0.02%
32,386
469
$3.62M 0.02%
35,899
-200
470
$3.61M 0.02%
30,041
-300
471
$3.61M 0.02%
72,366
+200
472
$3.6M 0.02%
120,000
473
$3.6M 0.02%
17,655
474
$3.59M 0.02%
37,377
-351,600
475
$3.55M 0.02%
44,289
-200
17 18
19
20 21