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
476
$3.53M 0.02%
21,130
+100
477
$3.47M 0.02%
13,072
478
$3.45M 0.02%
62,054
-459,600
479
$3.44M 0.02%
+84,000
480
$3.43M 0.02%
16,432
481
$3.43M 0.02%
12,666
-100
482
$3.39M 0.02%
77,996
+100
483
$3.37M 0.02%
94,298
-100
484
$3.35M 0.02%
31,215
485
$3.34M 0.02%
37,658
-800
486
$3.34M 0.02%
162,604
+1,400
487
$3.32M 0.02%
49,596
488
$3.31M 0.02%
26,741
-100
489
$3.31M 0.02%
48,177
-600
490
$3.28M 0.02%
23,850
491
$3.25M 0.02%
58,700
-292
492
$3.24M 0.02%
47,104
+100
493
$3.22M 0.02%
13,516
-100
494
$3.21M 0.02%
16,138
+200
495
$3.2M 0.02%
154,017
+45,100
496
$3.18M 0.02%
54,849
497
$3.18M 0.02%
24,035
-100
498
$3.17M 0.02%
26,500
+100
499
$3.16M 0.02%
86,321
+3,700
500
$3.15M 0.02%
19,210
-100
18 19
20
21 22