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
501
$3.14M 0.02%
12,656
-300
502
$3.09M 0.02%
40,471
-234
503
$3.08M 0.02%
52,682
-2,000
504
$3.06M 0.02%
35,158
-400
505
$3.04M 0.02%
+57,238
506
$3.02M 0.02%
96,932
-1,300
507
$3.02M 0.02%
69,566
508
$3.02M 0.02%
41,614
-200
509
$3.02M 0.02%
33,127
-3,200
510
$3.02M 0.02%
54,012
+100
511
$3.01M 0.02%
29,999
-300
512
$3M 0.02%
149,251
+1,000
513
$2.97M 0.02%
42,510
-200
514
$2.97M 0.02%
14,205
-100
515
$2.96M 0.02%
77,949
-114
516
$2.95M 0.02%
32,267
-322,600
517
$2.95M 0.02%
+54,208
518
$2.94M 0.02%
28,848
-200
519
$2.93M 0.02%
7,362
-200
520
$2.93M 0.02%
179,225
+1,700
521
$2.92M 0.02%
40,631
-500
522
$2.9M 0.02%
70,774
-100
523
$2.9M 0.02%
53,751
-5,200
524
$2.9M 0.02%
32,472
+300
525
$2.88M 0.02%
16,204
-700
19 20
21
22 23