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
26
$125M 0.71%
381,956
-105,600
27
$123M 0.7%
750,343
-10,600
28
$116M 0.66%
1,372,763
-444,300
29
$110M 0.63%
682,087
-282,300
30
$104M 0.59%
325,053
-60,300
31
$101M 0.58%
5,935,300
32
$99.6M 0.57%
286,364
-21,100
33
$95.9M 0.55%
4,422,777
34
$94.3M 0.54%
345,662
-11,400
35
$92.5M 0.53%
8,404,734
36
$90.7M 0.52%
158,818
37
$87.8M 0.5%
153,900
-37,600
38
$85.2M 0.48%
609,496
-408,300
39
$85M 0.48%
139,756
+11,900
40
$81M 0.46%
5,459,968
41
$79M 0.45%
1,131,360
-465,500
42
$78.9M 0.45%
1,859,402
-36,300
43
$77.2M 0.44%
456,248
-500
44
$74.1M 0.42%
673,200
45
$73.7M 0.42%
110,762
+400
46
$68.5M 0.39%
126,948
+13,400
47
$68.3M 0.39%
663,979
-5,900
48
$67.8M 0.39%
1,111,070
-180,810
49
$65.9M 0.37%
1,420,216
-8,000
50
$64.3M 0.37%
1,150,046
-2,500
1
2
3 4 5