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
526
$2.87M 0.02%
16,419
+100
527
$2.85M 0.02%
39,400
+2,100
528
$2.82M 0.02%
57,300
-300
529
$2.81M 0.02%
4,220
530
$2.78M 0.02%
20,110
-600
531
$2.75M 0.02%
9,825
+400
532
$2.75M 0.02%
35,511
-200
533
$2.75M 0.02%
67,236
-100
534
$2.74M 0.02%
35,967
-300
535
$2.74M 0.02%
+62,400
536
$2.71M 0.02%
197,921
-200
537
$2.71M 0.02%
33,601
-1,500
538
$2.7M 0.02%
17,240
+1,100
539
$2.69M 0.02%
51,900
-300
540
$2.61M 0.01%
26,796
-200
541
$2.6M 0.01%
10,379
-100
542
$2.59M 0.01%
13,049
-100
543
$2.59M 0.01%
70,003
-100
544
$2.59M 0.01%
55,799
-100
545
$2.59M 0.01%
38,412
-1,300
546
$2.58M 0.01%
79,328
547
$2.58M 0.01%
55,993
-300
548
$2.53M 0.01%
42,030
-300
549
$2.52M 0.01%
32,497
-100
550
$2.52M 0.01%
40,716
-500
20 21
22
23 24